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  1. www.cmegroup.com › markets › interest-ratesThree-Month SOFR Futures Volume & Open Interest - CME Group

    31 paź 2024 · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.

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

    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

  3. www.newyorkfed.org › microsites › arrcTemplates for Using SOFR - Federal Reserve Bank of New York

    Monthly SOFR Futures and a number of SOFR FRNs are based on simple averages of SOFR in Arrears. FRN issuance systems had already been developed for the effective fed funds rate based on simple interest, making it easier for initial SOFR FRNs to use simple interest.

  4. www.cmegroup.com › markets › interest-ratesSOFRWatch - CME Group

    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.

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

    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.

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

    The SOFR Index measures the cumulative impact of compounding the SOFR on a unit of investment over time, with the initial value set to 1.00000000 on April 2, 2018, the first value date of the SOFR.

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

    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.