Search results
17 kwi 2024 · Real-time data via CME Market Data Platform and Smart Stream on Google Cloud Platform. Delayed and historical data via CME DataMine.
- Fact Sheet
The CME Term SOFR Daily Total Return Indices are calculated...
- Sofr Futures
CME SOFR futures are the leading source of SOFR price...
- Fact Sheet
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.
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.
CME SOFR futures are the leading source of SOFR price discovery and the primary liquidity pool for hedging USD short-term interest rates, trading alongside Fed Fund, ESTR, BSBY, and Treasury futures to offer seamless spread trading and unmatched capital efficiencies through margin offsets.
2 dni temu · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-11-04 about financing, overnight, securities, rate, and USA.
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.
