CME Term SOFR API
The CME Term SOFR API is a REST API that provides access to daily set of forward-looking interest rate estimates, calculated and published for 1-month, 3-month, 6-month and 12-month tenors in real-time, along with complete history of CME Term SOFR Reference Rates.
Contents
Additional Resources |
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Onboarding
CME Term SOFR API uses OAuth, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization.
See also: Client API Service Adoption using OAuth 2.0 Protocol
Authorization and Entitlement
A registered OAuth API ID is required to access the CME Term SOFR API services. API IDs for CME Group Logins are created and managed in the CME Customer Center - My Profile menu. Client API IDs must also be entitled prior to accessing CME Term SOFR API.
Complete the step(s) that are applicable to your account:
New Clients | Clients with Existing CME Group Logins |
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Client API IDs must be entitled to access the CME Term SOFR API. To request access to the CME Term SOFR API client can use self-service onboarding or contact Global Account Management (GAM).
Testing and Certification
Certification for CME Term SOFR API is not required.
Access CME Term SOFR API
To access the CME Term SOFR API endpoints in the Production environment, an OAuth API ID and access token are required.
OAuth 2.0 Authorization Server Access Token Retrieval Endpoints
The below OAuth 2.0 authorization server endpoint is available to request and refresh access tokens in the Production environment:
Detail | Production |
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OAuth Token Endpoint | https://auth.cmegroup.com/as/token.oauth2 |
Tokens will expire after 30 minutes.
Base URL for Term SOFR API
Below are the base URLs to access the CME Term SOFR API endpoints:
Environment | Base URL |
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Production | https://markets.api.cmegroup.com/term-sofr-rates/v1 |
Availability
The CME Term SOFR API is available 24 hours a day, 7 days a week. Clients systems should consider all returned data to be accurate at the time of the request submission.
The latest rates will publish and be available around 10:00 AM UTC.
Message Specifications
The business message specifications for CME Term SOFR API are available below.
The Path value, prefixed with Base URL, will be a specific end point for the HTTPS GET request.
Each HTTPS GET call must have the header parameter "Authorization" with value "Bearer" pre-pended to the OAuth token (including a space separator).
example: "Bearer <Oauth Access token>"
Name | Path | Method | Description |
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/latest | GET | Gets the Latest Term SOFR Rates for the current date. By default returns the Latest Term SOFR rates for all four products. Accepts the below requests/inputs:
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/history | GET | Gets historical Term SOFR rates based on a single date or range of dates provided by the customer. By default returns all historical Term SOFR rates. Accepts the below requests/inputs:
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Pagination
To make responses more manageable, CME Term SOFR API returns results in pages.
The metadata "type" will return page.
By default, 1000 results per page are included, displayed results per page can be requested (up to 2000) using the pagesize parameter.
CME Term SOFR API also supports a pagenumber parameter to allow clients to view a specific page in the result set.
If pagination (page and size values) is passed in the URL explicitly, then the same will be used to retrieve data.
Name | Description | Additional Details |
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pagesize | Number of results returned per page | Optional query parameter.
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Contact Information
For production requests, contact the Global Command Center (GCC).
For other inquiries, contact Global Account Management (GAM).
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