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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.
- Effective Federal Funds Rate
At the New York Fed, our mission is to make the U.S. economy...
- Effective Federal Funds Rate
17 kwi 2024 · CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from derivatives markets.
Table Data - SOFR Index. As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Index is the cumulative impact of compounding the SOFR on a unit of investment over time since April 2, 2018; initial value set to 1.
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.
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.
2 dni temu · Track forward-looking risk expectations on short-term interest rates with the CME Group Volatility Index (CVOLTM), a robust measure of 90-day implied volatility derived from deeply liquid options on SOFR futures.
2 dni temu · Graph and download economic data for 180-Day Average SOFR (SOFR180DAYAVG) from 2018-10-01 to 2024-11-04 about 6-month, financing, overnight, average, securities, and USA.
