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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...
- Fact Sheet
5 dni temu · Graph and download economic data for Continued Claims (Insured Unemployment) in Texas (TXCCLAIMS) from 1986-01-25 to 2024-10-19 about continued claims, insurance, TX, unemployment, and USA.
3 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.
3 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.
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.
2 dni temu · Graph and download economic data for SOFR Index (SOFRINDEX) from 2018-04-02 to 2024-11-04 about financing, overnight, securities, indexes, and USA.
9 sie 2024 · The CME Group Term SOFR Daily Return Indices are calculated and published for 1-month, 3-month, 6-month and 12-month Term SOFR Rates and 12 different spread adjustments. The CME Group Term SOFR Daily Return Indices can be used as a reference rate for performance measurement of actively managed funds or portfolios.