Term SOFR
- Space Sync for Confluence
This topic describes Term SOFR benchmarks and the data available on CME DataMine.
CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from leading derivatives markets.
Contents
- End of Market Summary
- Order Book AI
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
- Settlements FAQ
- Daily Bulletin
- Fixing Prices
- AIR Futures
- Asian Gold Spot
- Block Trades
- BrokerTec Historical Data
- CME Group Petroleum Index
- CME Liquidity Tool Datasets
- CME Term SOFR
- Collateral Eligibility Lists
- Commodities Indices
- CryptoQuant
- CVOL
- EBS Historical Data
- Eris PAI Dataset
- FX Options Vol Converter
- GovPX End of Day Historical Data
- GovPX Historical Data
- Historical Margin Data
- Market Depth
- MBO FIX
- OTC IRS Curves
- Packet Capture Dataset
- Premium FX Feed Historical Data
- Registrar
- Repo Fund Rates
- SOFR Strip Rates
- STL INT Settlements
- TFS-ICAP FX Options
- Time and Sales
- Volume and Open Interest
- Top of Book - BBO
Dates Available
CME Term SOFR Reference Rates data is available from 9/15/20 to present.
File | Start Date | End Date |
|---|---|---|
CME Term SOFR Reference Rates (1-month, 3-months ,6-month tenors) | 9/15/2020 | Present |
CME Term SOFR Reference Rates (12-month tenor) | 9/21/2021 | Present |
File Delivery Timing
File | File Delivery Time |
|---|---|
CME Term SOFR Reference Rates | 5:45 a.m. CT |
Term SOFR Access
Customers can use the CME DataMine Custom Select tool to download Term SOFR daily files into one CSV file. Additionally, customers can receive daily files using API, SFTP, Amazon S3, or email.
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