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

   www.cmegroup.com › market-data › cme-group-benchmark-administration

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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

     CME Term SOFR Daily Return Indices are designed to represent...

2. www.cmegroup.com › markets › interest-ratesOne-Month SOFR Quotes - CME Group

   www.cmegroup.com › markets › interest-rates

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   2 dni temu · One-Month SOFR futures (SR1) are cash settled and based on the arithmetic average of daily SOFR values during the contract delivery month. Find information for One-Month SOFR Quotes provided by CME Group. View Quotes.

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

   www.cmegroup.com › market-data › cme-group-benchmark-administration

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   21 wrz 2021 · CME Term SOFR Daily Return Indices are designed to represent the daily compounded return for each Term SOFR Tenor. The CME Term SOFR Daily Total Return Indices are calculated and published for 1-month, 3-month, 6-month and 12-month Term SOFR Rates.

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

   www.newyorkfed.org › markets › reference-rates

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   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.

5. www.wsj.com › market-data › quotesOne-Month SOFR Continuous Contract SR1C00 (U.S.: CME)

   www.wsj.com › market-data › quotes

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   Get the latest data and news on One-Month SOFR Continuous Contract prices today from The Walll Street Journal.

6. cmegroupclientsite.atlassian.net › 46443702 › CME+Term+SOFR+Daily+Return+IndicesCME Term SOFR Daily Return Indices

   cmegroupclientsite.atlassian.net › 46443702 › CME+Term+SOFR+Daily+Return+Indices

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   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.

7. www.dechert.com › knowledge › onpointTerm SOFR is Here - The ARRC Recommends CME Group’s ...

   www.dechert.com › knowledge › onpoint

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   24 sie 2021 · On July 29, 2021, the Alternative Reference Rates Committee (the “ARRC”) formally recommended the forward-looking term rates based on the secured overnight financing rate (“SOFR”) published by CME Group 1 (the “CME Term SOFR Rates”), clearing the way for use of CME Term SOFR Rates in many cash products and some related derivatives ...