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I want to know key tenors of SOFR swap for building discounting curve for pricing derivatives.

To build a similar curve to that of Bloomberg ICVS & SWPM, Which instruments should I use? Which tenors of SOFR swap are key tenors? If you are a practitioner, Please answer to my question.

Ticker Tenor
USOSFR1Z CBBT Curncy 1W
USOSFR2Z CBBT Curncy 2W
USOSFR3Z CBBT Curncy 3W
USOSFRA CBBT Curncy 1M
USOSFRB CBBT Curncy 2M
USOSFRC CBBT Curncy 3M
USOSFRD CBBT Curncy 4M
USOSFRE CBBT Curncy 5M
USOSFRF CBBT Curncy 6M
USOSFRG CBBT Curncy 7M
USOSFRH CBBT Curncy 8M
USOSFRI CBBT Curncy 9M
USOSFRJ CBBT Curncy 10M
USOSFRK CBBT Curncy 12M
USOSFR1F CBBT Curncy 18M
USOSFR2 CBBT Curncy 2Y
USOSFR3 CBBT Curncy 3Y
USOSFR4 CBBT Curncy 4Y
USOSFR5 CBBT Curncy 5Y
USOSFR7 CBBT Curncy 7Y
USOSFR8 CBBT Curncy 8Y
USOSFR9 CBBT Curncy 9Y
USOSFR10 CBBT Curncy 10Y
USOSFR12 CBBT Curncy 12Y
USOSFR15 CBBT Curncy 15Y
USOSFR20 CBBT Curncy 20Y
USOSFR25 CBBT Curncy 25Y
USOSFR30 CBBT Curncy 30Y
USOSFR40 CBBT Curncy 40Y
USOSFR50 CBBT Curncy 50Y
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    $\begingroup$ Should include futures, whites reds greens as they are very liquid (not sure if these go into bbg build) $\endgroup$
    – user68819
    Commented Jul 10 at 8:12
  • $\begingroup$ The colors: cmegroup.com/education/courses/introduction-to-sofr/… I'd say all the way up to 10 years. $\endgroup$ Commented Jul 10 at 12:22
  • $\begingroup$ To build a similar curve to BBG, you just need to look up the curve on ICVS. It shows all instruments used for curve building. $\endgroup$
    – AKdemy
    Commented Jul 10 at 13:02

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