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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.
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.
Discover how potential FOMC rate decisions could impact SOFR futures and options prices with CME Group's SOFRWatch tool, empowering traders to pinpoint the most affected contracts.
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.
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.
3 paź 2023 · Explore the methodology for the CME SOFRWatch Tool to learn how it can help you visualize the potential impacts of FOMC decisions on SOFR expectations.
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.
