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17 kwi 2024 · CME Term SOFR is a daily set of forward-looking interest rate estimates for U.S. dollar lending, based on transactions in derivatives markets and endorsed by the ARRC. Learn how to access, license, and use CME Term SOFR data for cash and OTC products, and see case studies, FAQs, and resources.
- Fact Sheet
CME Term SOFR Reference Rates provide an indication of the...
- Fact Sheet
21 wrz 2021 · Learn about the CME Term SOFR Daily Return Indices, which represent the daily compounded return for each Term SOFR Tenor. Find out the launch date, calculation frequency, methodology, licensing and fees, and contact information for these indices.
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.
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.
26 kwi 2024 · 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.
publishing CME Term SOFR Reference Rates for 1-month, 3-month and 6-month tenors. These benchmarks are based on CME Group's deep and liquid underlying SOFR futures, making them a robust and sustainable measure of forward-looking SOFR rates.
The SOFR is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The New York Fed publishes the SOFR data and charts, as well as historical and forward-looking data for various tenors.
