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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...
- Fact Sheet
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.
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.
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.
Secured Overnight Financing Rate Data. The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.
1 dzień temu · Graph and download economic data for 30-Day Average SOFR (SOFR30DAYAVG) from 2018-05-02 to 2024-11-05 about 1-month, financing, overnight, average, securities, and USA.
1 dzień temu · Graph and download economic data for 90-Day Average SOFR (SOFR90DAYAVG) from 2018-07-02 to 2024-11-04 about financing, overnight, 3-month, average, securities, and USA.
