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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. 5 dni temu · Track the latest NY Fed Secured Overnight Financing Rate (SOFR) data including 30, 90, and 180 day averages and fallback rates

  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. 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.

  5. 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. 1 dzień 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.

  7. 1 dzień temu · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-11-01 about financing, overnight, securities, rate, and USA.

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