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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
The CME Term SOFR Daily Total Return Indices are calculated...
- Fact Sheet
The SOFR Index measures the cumulative impact of compounding the SOFR on a unit of investment over time, with the initial value set to 1.00000000 on April 2, 2018, the first value date of the SOFR.
21 wrz 2021 · 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. The Indices are calculated and administered by Group Benchmark Administration Limited and are developed and implemented to adhere with the IOSCO Principles.
26 kwi 2023 · 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.
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.
27 cze 2024 · Table Data - 30-Day Average SOFR. As an extension of the Secured Overnight Financing Rate (SOFR), the 30-day SOFR Average is the compounded average of the SOFR over a rolling 30-day period. For more information on the production of the SOFR Averages and Index—including the calculation methodology, treatment of non-business days, and value ...
26 kwi 2024 · CME Term SOFR Constituent File contains the inputs used in the calculation of CME Term SOFR. This data set includes the prices, volumes and quote data from each of the 14 observation intervals, as well as the Final VWAPs and FOMC dates used in the projection model to calculate CME Term SOFR.
