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

   www.cmegroup.com › market-data › cme-group-benchmark-administration

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   17 kwi 2024 · CME Term SOFR has been widely adopted to replace USD LIBOR for new business loans, credit facilities, and as a fallback rate for legacy LIBOR loans. Contact us to understand license types, key terms, and agreements that are required for use of CME Term SOFR. Data as of April 17, 2024.

   • Fact Sheet

     CME Term SOFR Reference Rates provide an indication of the...

   • Sofr Futures

     CME SOFR futures are the leading source of SOFR price...

2. www.cmegroup.com › markets › interest-ratesThree-Month SOFR Futures Calendar - CME Group

   www.cmegroup.com › markets › interest-rates

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   3 dni temu · CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.

3. www.cmegroup.com › trading › interest-ratesSecured Overnight Financing Rate (SOFR) Futures - CME Group

   www.cmegroup.com › trading › interest-rates

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   CME SOFR futures are the leading source of SOFR price discovery and the primary liquidity pool for hedging USD short-term interest rates, trading alongside Fed Fund, ESTR, BSBY, and Treasury futures to offer seamless spread trading and unmatched capital efficiencies through margin offsets.

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

   www.newyorkfed.org › markets › reference-rates

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   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.

5. www.newyorkfed.org › markets › reference-ratesSecured Overnight Financing Rate - Federal Reserve Bank of New...

   www.newyorkfed.org › markets › reference-rates

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   The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the ...

6. fmlc.org › wp-content › uploadsCME Term SOFR - FMLC

   fmlc.org › wp-content › uploads

   CME Term SOFR. Published daily in 1-month, 3-month, 6-month, and 12-month tenors. CME Term SOFR Reference Rates provide an indicative, forward-looking measurement of SOFR rates, based on market expectations implied from leading derivatives markets.

7. www.jpmorgan.com › insights › market-and-economyFAQs on the Secured Overnight Financing Rate - J.P. Morgan

   www.jpmorgan.com › insights › market-and-economy

   1. What is SOFR? SOFR is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities in the overnight Treasury repurchase agreement market. SOFR was first published by the Federal Reserve in April 2018. 2. What pricing options are available?