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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 data for cash and OTC products, and see case studies, FAQs, and resources.
- Fact Sheet
CME Term SOFR Reference Rates provide an indication of the...
- Fact Sheet
21 wrz 2021 · Learn about the CME Term SOFR Daily Return Indices, which represent the daily compounded return for each Term SOFR Tenor. Find out the launch date, calculation frequency, methodology, licensing and fees, and contact information for these indices.
26 kwi 2023 · Learn about CME Term SOFR, a daily set of forward-looking interest rate estimates for 1-month, 3-month, 6-month and 12-month tenors. Find out how to access, use and license CME Term SOFR, and what are the regulatory and reporting requirements.
6M CME Term SOFR Reference Rate wskaźnik referencyjny stóp procentowych zgodnie z definicją zawartą w Rozporządzeniu Parlamentu Europejskiego. 6M CME Term SOFR Reference Rate jest obliczany i publikowany przez CME Group Benchmark Administration Limited (CBA) pełniącą funkcję Administratora wskaźnika oraz nadzorowaną przez brytyjski ...
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.
CME Group publishes CME Term SOFR Reference Rates for 1-month, 3-month and 6-month tenors based on its liquid SOFR futures. These rates are aligned with ARRC principles and can be accessed from CME Group or licensed data vendors.
8 lip 2024 · MiFIR Transaction Reporting - provides information to support clients subject to MiFID II requirements.
