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29 gru 2010 · View holiday trading hours for floor-traded and electronically traded futures and options available at CME Group, as well as products offered for clearing only through CME ClearPort.
- Daily Settlements
Find information about accessing daily settlements of CME...
- Term SOFR
CME Term SOFR Reference Rates provide an indication of the...
- Daily Settlements
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.
30 paź 2020 · 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. Each CME Term SOFR Reference Rates tenor will start on (and include) the second US Government Securities Business Day
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. Key features: Reliable. Can be produced in all market conditions. Robust. Resistant to manipulation.
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?
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.
21 wrz 2021 · CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from derivatives markets.
