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Term SOFR - CME Group
https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr.html
WEBApr 17, 2024 · 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. CME Term SOFR Reference Rates are: Endorsed by the ARRC; Designed to adhere to the IOSCO Principles for Financial Benchmarks; Compliant with …
DA: 10 PA: 52 MOZ Rank: 9
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Secured Overnight Financing Rate (SOFR) Futures - CME Group
https://www.cmegroup.com/trading/interest-rates/secured-overnight-financing-rate-futures.html
WEB4 days ago · 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.
DA: 33 PA: 61 MOZ Rank: 88
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Three-Month SOFR Overview - CME Group
https://www.cmegroup.com/markets/interest-rates/stirs/three-month-sofr.html
WEBUnderpinned by a diverse ecosystem of over 7,000 institutional participants globally, Three-Month SOFR futures and options are the primary liquidity pool for hedging USD short-term interest rates, trading on average over 5 million contracts each day. With expansive liquidity supporting a vast range of linear and non-linear strategies across the ...
DA: 12 PA: 87 MOZ Rank: 70
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One-Month SOFR Quotes - CME Group
https://www.cmegroup.com/markets/interest-rates/stirs/one-month-sofr.html
WEB2 days ago · 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. One-Month SOFR futures (SR1) are cash settled and based on the arithmetic average of daily SOFR values during the …
DA: 38 PA: 23 MOZ Rank: 14
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SOFR Options - CME Group
https://www.cmegroup.com/trading/interest-rates/secured-overnight-financing-rate-options.html
WEBSOFR Options. Building on CME's rapidly growing SOFR futures and deep expertise in listed Interest Rate options, SOFR options give clients a holistic solution for managing SOFR price risk across futures, options, and cleared swaps.
DA: 28 PA: 51 MOZ Rank: 65
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CME Group Announces Launch of CME Term SOFR Reference …
http://investor.cmegroup.com/news-releases/news-release-details/cme-group-announces-launch-cme-term-sofr-reference-rates
WEBApr 21, 2021. CHICAGO, April 21, 2021 /PRNewswire/ -- CME Group , the world's leading and most diverse derivatives marketplace, today announced it is 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 …
DA: 66 PA: 93 MOZ Rank: 42
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SOFR Futures Product Overview - CME Group
https://www.cmegroup.com/trading/interest-rates/sofr-futures-product-overview.html
WEBBy CME Group. Get an overview of SOFR futures, including background on the Secured Overnight Financing Rate, contract design, benefits, comparisons to other STIR benchmarks and more.
DA: 58 PA: 79 MOZ Rank: 72
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A look at CME Term SOFR - CME Group
https://www.cmegroup.com/education/courses/introduction-to-sofr/a-look-at-cme-term-sofr.html
WEBApr 21, 2024 · 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. Derived from CME SOFR futures, CME Term SOFR provides a robust and resilient underlying data set based on market expectations implied from derivatives …
DA: 16 PA: 80 MOZ Rank: 45
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What is SOFR? - CME Group
https://www.cmegroup.com/education/courses/introduction-to-sofr/what-is-sofr.html
WEBHow SOFR Works. The SOFR reflects a broad universe of overnight U.S. Treasury repo transaction activity, making it a benchmark for all seasons, regardless of future shifts in market preferences for bilateral versus tri-party repo.
DA: 85 PA: 9 MOZ Rank: 9
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CME Group SOFR Open Interest Surpasses Record 60 Million …
https://investor.cmegroup.com/news-releases/news-release-details/cme-group-sofr-open-interest-surpasses-record-60-million
WEBCHICAGO, Dec. 14, 2023 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced that open interest in its deeply liquid SOFR complex set a new record of 60,435,467 contracts on December 12, including 48.3 million options contracts and 12.1 million futures contracts.
DA: 51 PA: 8 MOZ Rank: 52