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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
2 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.
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.
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.
Graph and download economic data for SOFR Index from 2018-04-02 to 2024-11-01 about financing, overnight, securities, indexes, USA, 1-month, average, 3-month, and 6-month.
18 wrz 2024 · CHICAGO, Sept. 18, 2024 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced that its deeply liquid SOFR futures reached a new, all-time record average daily volume (ADV) of 5.4 million contracts in September and an open interest record of 13,159,646 contracts on September 17.
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.
