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  1. www.cmegroup.com › market-data › cme-group-benchmark-administrationTerm SOFR - CME Group

    17 kwi 2024 · The CME Term SOFR Reference Rates benchmark is a daily set of forward-looking interest rate estimates, calculated and published for 1-month, 3-month, 6-month and 12-month tenors. CME Term SOFR Reference Rates are: Endorsed by the ARRC; Designed to adhere to the IOSCO Principles for Financial Benchmarks; Compliant with Benchmark Regulations

    • Fact Sheet

      The CME Term SOFR Daily Total Return Indices are calculated...

  2. www.cmegroup.com › markets › interest-ratesThree-Month SOFR Futures Volume & Open Interest - CME Group

    31 paź 2024 · Track forward-looking risk expectations on short-term interest rates with the CME Group Volatility Index (CVOLTM), a robust measure of 90-day implied volatility derived from deeply liquid options on SOFR futures.

  3. www.newyorkfed.org › markets › reference-ratesSOFR Averages and Index Data - Federal Reserve Bank of New York

    SOFR Averages and Index Data. As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods.

  4. www.cmegroup.com › tools-information › quikstrikeShort-Term Interest Rate Analytics - CME Group

    Gain insight into leading Short-Term Interest Rate (STIR) futures and their underlying reference rates. Access historical fixings for EFFR, SOFR, and Term SOFR, view futures pricing curves, and analyze basis spreads between SOFR, Fed Funds, T-Bills, and €STR futures.

  5. fred.stlouisfed.org › graphSecured Overnight Financing Rate | FRED | St. Louis Fed

    Graph and download economic data for Secured Overnight Financing Rate from 2000-07-03 to 2024-11-06 about financing, overnight, securities, rate, USA, reverse repos, Treasury, sales, federal, reserves, interest rate, and interest.

  6. fred.stlouisfed.org › series › SOFRSecured Overnight Financing Rate (SOFR) | FRED | St. Louis Fed

    2 dni temu · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-11-04 about financing, overnight, securities, rate, and USA.

  7. investor.cmegroup.com › news-releases › news-release-detailsCME Group SOFR Futures Reach New Volume and Open Interest Records

    18 wrz 2024 · CHICAGO, Sept. 18, 2024 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced that its deeply liquid SOFR futures reached a new, all-time record average daily volume (ADV) of 5.4 million contracts in September and an open interest record of 13,159,646 contracts on September 17.

  1. Wyszukiwania związane z cme sofr index graph current and open interest rates chart timeline

    cme sofr index graph current and open interest rates chart timeline calculator