CME Term SOFR Rates provide a forward-looking measurement of SOFR rates, based on market expectations implied from leading derivatives markets. Market Data Platform · Source · CME Data Terms of Use · Benchmark Administration

In simple terms, CME Term SOFR is a forecast of the SOFR rate for a specific period. Term SOFR gives banks and companies a guideline on how much interest they ...

The SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods. The SOFR Index measures the cumulative impact of ...

The Term SOFR forward curves represent market-implied future settings for 1-month and 3-month Term SOFR, index rates commonly used in floating rate commercial ...

This page contains an overview of the current / latest and historical 1-month CME Term SOFR interest rates.

Term SOFR is a forward-looking index rate published by the CME Group designed to provide a term structure for SOFR to be used in floating-rate loans and notes.

The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.

6 сент. 2023 г. · The CME Term SOFR Daily Total Return Indices are calculated and published for 1-month, 3-month, 6-month and 12-month Term SOFR Rates.

SOFR is a broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities. SOFR Averages are compounded averages of the SOFR ...

30 июн. 2023 г. · Term SOFR is commonly used in loan agreements as a reference rate for USD loans with tenors of one, three, or six months (in place of USD LIBOR, ...