Term SOFR API - Get Term SOFR Rates - Latest

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:

If no arguments / parameters are provided -> Returns all four of the latest Term SOFR rates for the current date.
If only one Product (productCodes) is provided -> Returns the requested product with the latest Term SOFR rate.
If multiple Products (productCodes) are provided, separated by "," (comma) -> Returns the requested products with the latest Term SOFR rate for each.

URL	/latest
HTTP Method	GET

Contents

Ref	Parameter	Name	Type	Multiple	Usage	Description
1	CME-Application-Name	Application Name	string	No	REQUIRED	Name of the customer system that generated the message.
2	CME-Application-Vendor	Application Vendor	string	No	REQUIRED	Name of the vendor who provided the customer system. For a proprietary system, use the firm name.
3	CME-Application-Version	Application Version	string	No	REQUIRED	Version identifier for the customer system.

Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

1

productCodes

Product Code

string

Yes

TR1

TR3

TR6

T1Y

OPTIONAL

Indicates the underlying asset code (Product Code).

Clients can query for one or more Product Codes.

e.g productCodes=TR1,TR3 - Results will be limited to TR1 & TR3

Ref	Parameter	Name	Type	Multiple	Usage	Description
1	sentTime	Sent Time	TimeStamp	No	REQUIRED	Time the message was published
2	version	Version	String	No	REQUIRED	Version Number of the application generating the message
3	dataset	Data Set	string	No	REQUIRED	Represents the type of data the application is generating

Successfully retrieved

Ref	Field	Name	Data Type	Values	Usage	Description
1	businessDt	Business Date	string		REQUIRED	Trade date of published data. The relevant date for which the SOFR rates are in reference to. Format YYYY-MM-DD
2	sofrRt	SOFR Rate	number		REQUIRED	SOFR Term Rate for this Tenor
4	instrument[]	Instrument	instrument		REQUIRED
5	→ guidInt	Instrument GUID Int	integer		REQUIRED	Unique Instrument ID Can be used with Referential Data API to get Instrument details.
6	→ productCode	Product Code	string	TR1 TR3 TR6 T1Y	REQUIRED	Indicates the underlying asset code (Product Code). Can be used with Referential Data API to get Product details.

Internal Server Error

Bad request Exception from incorrect user input e.g. incorrectly formatted date