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6 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.
17 kwi 2024 · 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. CME Term SOFR Reference Rates are: Endorsed by the ARRC; Designed to adhere to the IOSCO Principles for Financial Benchmarks; Compliant with Benchmark Regulations
18 wrz 2024 · Additionally, SOFR futures now have a record 1,144 large open interest holders (LOIH), based on the CFTC's latest Commitments of Traders report.
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.
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 Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-11-04 about financing, overnight, securities, rate, and USA.
9 mar 2023 · CHICAGO, March 9, 2023 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced new milestones in the growth of its SOFR derivatives contracts, with a single-day record of 9,784,528 SOFR futures and options traded on March 7 and record open interest (OI) of 54,666,191 contracts on March 8.
