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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 · CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from derivatives markets.
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.
30 paź 2020 · 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.
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.
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.
Release: SOFR Averages and Index Data, 4 economic data series, FRED: Download, graph, and track economic data.