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Visualize the potential impacts of FOMC decisions on SOFR expectations. CME SOFRWatch provides a view of where CME SOFR futures prices could settle if the user’s expectations prevail. Utilize this output to understand what the market is pricing in for SOFR based on current Fed Funds levels.
- Short-Term Interest Rate Analytics
Gain insight into leading Short-Term Interest Rate (STIR)...
- Short-Term Interest Rate Analytics
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.
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
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.
1 dzień temu · SOFR: Secured Overnight Financing Rate. 1 What is SOFR? 2 Trading SOFR Futures; 3 A look at CME Term SOFR; 4 How to Use the CME Group SOFRWatch Tool
9 sie 2024 · The CME Group Term SOFR Daily Return Indices and S preads Service contains a set of benchmarks, designed to represent the daily compound return for each of the CME Group Term SOFR R eference Rates, as well as spread adjusted versions.
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.