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1. www.cmegroup.com › market-data › cme-group-benchmark-administrationTerm SOFR - CME Group

   www.cmegroup.com › market-data › cme-group-benchmark-administration

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   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.

   • Fact Sheet

     The CME Term SOFR Daily Total Return Indices are calculated...

2. www.newyorkfed.org › markets › reference-ratesSOFR Averages and Index Data - Federal Reserve Bank of New York

   www.newyorkfed.org › markets › reference-rates

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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.

3. ycharts.com › indicators › sofrSecured Overnight Financing Rate (I:SOFR) - YCharts

   ycharts.com › indicators › sofr

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   29 paź 2024 · In depth view into Secured Overnight Financing Rate including historical data from 2018 to 2024, charts and stats. Secured Overnight Financing Rate (I:SOFR) 4.82% for Nov 04 2024

4. fred.stlouisfed.org › series › SOFRINDEXSOFR Index (SOFRINDEX) | FRED | St. Louis Fed

   fred.stlouisfed.org › series › SOFRINDEX

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   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.

5. www.cmegroup.com › markets › interest-ratesThree-Month SOFR Overview - CME Group

   www.cmegroup.com › markets › interest-rates

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   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.

6. fred.stlouisfed.org › series › SOFRSecured Overnight Financing Rate (SOFR) - FRED | St. Louis Fed

   fred.stlouisfed.org › series › SOFR

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   2 dni temu · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-11-01 about financing, overnight, securities, rate, and USA.

7. www.cmegroup.com › markets › interest-ratesOne-Month SOFR Quotes - CME Group

   www.cmegroup.com › markets › interest-rates

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   2 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.