Term SOFR - CME Group
2024年4月17日 · 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 Benchmark …
SOFR Averages and Index Data - Federal Reserve Bank of New York
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.
Secured Overnight Financing Rate (I:SOFR) - YCharts
2024年12月11日 · Secured Overnight Financing Rate is at 4.60%, compared to 4.62% the previous market day and 5.31% last year. This is higher than the long term average of 2.34%. The Secured Overnight Financing Rate or SOFR is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.
Three-Month SOFR Overview - CME Group
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.
Secured Overnight Financing Rate (SOFR) Futures - CME Group
2024年12月17日 · 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.
Secured Overnight Financing Rate (SOFR) | FRED | St. Louis Fed
2024年12月18日 · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-12-18 about financing, overnight, securities, rate, and USA.
Secured Overnight Financing Rate (SOFR) Updates
2024年12月17日 · Track the latest NY Fed Secured Overnight Financing Rate (SOFR) data including 30, 90, and 180 day averages and fallback rates
1-Month SOFR Historical Prices - Barchart.com
1-Month SOFR Historical Prices. Find Historical End-of-Day 1-Month SOFR prices on the Price History page. For more data, Barchart Premier members can download historical Intraday, Daily, Weekly, Monthly or Quarterly data on the 1-Month SOFR Historical Download tab, and can download additional underlying chart data and study values using the Interactive Charts.
Secured Overnight Financing Rate | FRED | St. Louis Fed
Graph and download economic data for Secured Overnight Financing Rate from 2000-07-03 to 2024-12-19 about financing, overnight, securities, rate, USA, reverse repos, Treasury, sales, federal, reserves, interest rate, and interest.
Month SOFR Historical Prices Charts - xHistorical ... - TradingCharts
This continuous historical price chart for 3 Month SOFR futures (SQ, CME) is part of a huge collection of historical charts that covers decades of North America futures / commodity trading.
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