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

    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...

  2. Graph and download economic data for Secured Overnight Financing Rate from 2000-07-03 to 2024-11-04 about financing, overnight, securities, rate, USA, reverse repos, Treasury, sales, federal, reserves, interest rate, and interest.

  3. 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.

  4. 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.

  5. 2 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.

  6. 2 dni temu · View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.

  7. 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.

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