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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
The CME Term SOFR Daily Total Return Indices are calculated...
- Fact Sheet
26 kwi 2023 · CME Term SOFR Reference Rates will be calculated for each day the New York Federal Reserve calculates and publishes SOFR, in accordance with the recommended SIFMA US Holiday Schedule. There will be no data sampling, calculation, or publication on a SIFMA US Holiday.
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
3 dni temu · This page describes Term SOFR benchmarks and the data available on DataMine. CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from leading derivatives markets.
21 paź 2024 · View Term SOFR and Treasury forward curve charts or download the data in Excel to estimate the forecasting or underwriting of monthly floating rate debt.
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.
1 dzień temu · Graph and download economic data for 90-Day Average SOFR (SOFR90DAYAVG) from 2018-07-02 to 2024-11-05 about financing, overnight, 3-month, average, securities, and USA.
