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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 Regulations
Underpinned 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.
CME Group lists 39 quarterly Three-Month SOFR futures which constitute the primary contracts with an additional 13 One-Month futures providing enhanced granularity in a supporting and complementary manner.
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 Regulations
Learn about CME 1- and 3-Month SOFR futures, how they complement other short-term interest rate futures and intermarket spread trading.
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.
CME Term SOFR Daily Return Indices are designed to represent the daily compounded return for each Term SOFR Tenor. 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.
Options on One-Month SOFR futures offer additional flexibility for managing exposure to overnight repo markets; Capital efficiencies available via margin offsets ; Operational efficiencies and spreading opportunities available via Inter-Commodity Spreads (ICS) on CME Globex; View 3-Month SOFR options SER View 1-Month SOFR options SER
Get an overview of SOFR futures, including background on the Secured Overnight Financing Rate, contract design, comparisons to STIR benchmarks and more.
Read an overview detailing the final settlement process for the 3-month SOFR futures contract (SR3).