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: 

  1. If no arguments / parameters are provided -> Returns all four of the latest Term SOFR rates for the current date.

  2. If only one Product (productCodes) is provided -> Returns the requested product with the latest Term SOFR rate.

  3. If multiple Products (productCodes) are provided, separated by "," (comma) -> Returns the requested products with the latest Term SOFR rate for each.

URL/latest
HTTP MethodGET
Contents

Request

Header Parameters



Ref

Parameter

Name

Type

Multiple

Values

Usage

Description

Ref

Parameter

Name

Type

Multiple

Values

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.

Query Parameters

Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

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

Response Headers

Ref

Parameter

Name

Type

Multiple

Values

Usage

Description

Ref

Parameter

Name

Type

Multiple

Values

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

Response - 200

Successfully retrieved

Body

Ref

Field

Name

Data Type

Values

Usage

Description

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.

Response - 500

Internal Server Error

Response - 400

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




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