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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...
- Fact Sheet
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 · CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.
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.
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.
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.
Graph and download economic data for Secured Overnight Financing Rate from 2000-07-03 to 2024-11-04 about financing, overnight, securities, rate, USA, reverse repos, Treasury, sales, federal, reserves, interest rate, and interest.