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31 paź 2024 · 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
From short-term interest rate and U.S. Treasury futures and options, to OTC and cash markets, to industry-leading benchmarks, the CME Group data offering gives you unparalleled insights and access into the movement of interest rate markets.
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.
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.
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.
Today's 3-Month SOFR prices with latest 3-Month SOFR charts, news and 3-Month SOFR futures quotes.
