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One-Month CORRA Futures: Timely Trade Opportunities

September 18, 2024   |   
Author: Kevin Dribnenki

In this article, we examine the One-Month CORRA Futures (COA) following the success of its Three-Month counterpart. COA offers speculative trading opportunities due to elevated CORRA rates after the T+1 settlement shift. It's an ideal tool for managing front-end interest rate and volatility exposure, allowing traders to isolate Central Bank decisions. Trading strategies include outright contracts, spreading with 1m SOFR Futures, or 3m CORRA Futures. The article invites participants to explore construction, trade, and valuation opportunities, supported by continuous quotes, tight bid-ask spreads, and fee waivers for eligible Proprietary firms.

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