CME Term SOFR Daily Return Indices
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This page describes CME Term SOFR Daily Returns Indices available from CME DataMine.
The CME Group Term SOFR Daily Return Indices and Spreads Service contains a set of benchmarks, designed to represent the daily compound return for each of the CME Group Term SOFR Reference Rates, as well as spread adjusted versions. The CME Group Term SOFR Daily Return Indices are calculated and published for 1-month, 3-month, 6-month and 12-month Term SOFR Rates and 12 different spread adjustments.
The CME Group Term SOFR Daily Return Indices can be used as a reference rate for performance measurement of actively managed funds or portfolios.
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
SOFR Daily Returns files start on September 21, 2021 until present day, in accordance with the recommended SIFMA US Holiday Schedule.
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