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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
- Fact Sheet
The CME Term SOFR Daily Total Return Indices are calculated...
- Fact Sheet
2 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.
Graph and download economic data for Secured Overnight Financing Rate from 2000-07-03 to 2024-11-05 about financing, overnight, securities, rate, USA, reverse repos, Treasury, sales, federal, reserves, interest rate, and interest.
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.
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.
6 dni temu · Daily Sterling Overnight Index Average (SONIA) Rate. See More... Graph and download revisions to economic data for from 2018-04-03 to 2024-10-31 about financing, overnight, securities, rate, 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.