This page describes Term SOFR benchmarks and the data available on 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.
SOFR Strip Rates- Contents
- Block Trades
- End of Day
- Eris PAI Dataset
- Market Depth
- MBO FIX
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- BrokerTec European Repo Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- Term SOFR
- CME Group Volatility Indexes - CVOL
- CME Group Petroleum Index
- RepoFunds Rate (RFR) USD
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
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-,3-,6- month) | 9/15/2020 | Present |
File Delivery Timing
| File | File Delivery Time |
CME Term SOFR Reference Rates | 5:45am AM CST |
Term SOFR Access
Customers can use DataMine's Concatenation API to download Term SOFR daily files into one CSV file. Below is a sample URL that can be copied and pasted into a browser. Customers are required to have a CME API ID.