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6 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and 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 · Month-to-date in September, CME Group SOFR options ADV reached 2.5 million contracts, the second-highest ever, with open interest of more than 44.5 million contracts. Launched in May 2018 , CME Group SOFR futures have broad participation from global banks, hedge funds, asset managers, principal trading firms and other types of traders.
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.
14 gru 2023 · CHICAGO, Dec. 14, 2023 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced that open interest in its deeply liquid SOFR complex set a new record of 60,435,467 contracts on December 12, including 48.3 million options contracts and 12.1 million futures contracts.
9 wrz 2021 · Total SOFR-linked open interest has increased to 38% of total short-term interest rate futures and options open interest at CME Group. CME Group is the only entity to offer Eurodollar futures and options, a holistic SOFR solution that includes SOFR futures, options, cleared swaps and Term SOFR, as well as BSBY futures ensuring market ...
2 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures. Total Cost Analysis Analyze the all-in costs of managing interest rate exposure using listed futures versus over-the-counter (OTC) instruments like swaps.
