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17 kwi 2024 · CME Term SOFR is a daily set of forward-looking interest rate estimates for U.S. dollar lending, based on transactions in derivatives markets and endorsed by the ARRC. Learn how to access, license, and use CME Term SOFR for cash products, OTC derivatives, and more.
- Fact Sheet
The CME Term SOFR Daily Total Return Indices are calculated...
- Sofr Futures
CME SOFR futures are the leading source of SOFR price...
- Fact Sheet
CME Group offers 39 quarterly and 13 monthly SOFR futures contracts based on the Secured Overnight Financing Rate, a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. Learn about the contract specifications, trade data, and how to trade SOFR futures alongside other interest rate futures.
2 dni temu · Learn about the liquidity, flexibility and features of Three-Month SOFR futures and options, the primary benchmark for USD short-term interest rates. Find resources, courses, tools and insights to trade SOFR across the forward curve and against other interest rate products.
5 dni temu · Find the latest Secured Overnight Financing Rate (SOFR) published by the New York Federal Reserve and the LIBOR fallback rates based on SOFR. See historical SOFR and LIBOR values over the last 30 days.
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The New York Fed publishes the SOFR daily and provides historical data, charts, and resources on its website.
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 dzień temu · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-11-01 about financing, overnight, securities, rate, and USA.