Builds on the transparency of our futures, options, FX, and cash markets to provide transparent pricing benchmarks.
As the world’s leading and most diverse derivatives marketplace, we have a wide range of benchmarks using data from our highly liquid and regulated markets.
Choose how to access benchmark and indices data through various distribution channels including our self-service, cloud-based platform.
CME Group Benchmark Administration is registered under Benchmarks (Amendment and Transitional Provision) (EU Exit) Regulations 2019 (SI 2019/657) is authorized and supervised by the UK Financial Conduct Authority (FCA) and is aligned to the IOSCO Principles for Financial Benchmarks.
CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from derivatives markets.
A set of CME Term SOFR Reference Rates can be produced in all market conditions including periods of market fragmentation, illiquidity or negative interest rates.
Resistant to manipulation and anchored in Bona Fide, arms-length transactions and executable quotes. Expert judgement is not used.
The integrity of the shape of the yield curve is maintained throughout the calculation process while utilizing all possible transaction data.
Learn more at our Term SOFR page.
During the prototype stage, Term SOFR are for information purposes only and are not for use as a reference in financial instruments.
For further information, contact firstname.lastname@example.org.
RepoFunds Rate (RFR) Euro is a suite of daily, volume-weighted average (VWaP) repo rate benchmarks for the Euro, Austria, Belgium, Finland, France, Germany, Italy, Netherlands, Portugal, and Spain. The benchmarks are euro-denominated and represent secured one-day interest rates.
RFR Euro is included in the CME Overnight Repo Backed Benchmark family and registered as a Benchmark under EU BMR. CME Group Benchmark Administration is the benchmark administrator.
By including general collateral and suitable specific collateral repo trades, RFR Euro provides unique insight into current repo rates and market volumes. RFR Euro reflects the overall cost of funding achieved by the market.
RFR Euro is calculated on trades using sovereign bonds issued by several Eurozone countries.
Country-specific RFR benchmarks are calculated with trades using sovereign bonds issued by the relevant country only.
RepoFunds Rate is published daily at T+0 18:30 GMT (on each TARGET business day) via Bloomberg.
To learn how to access RFR data, contact email@example.com.
Developed in response to market demand, RFR Sterling is a daily, secured index designed to measure the effective cost of funding through repo trades in the UK government bond market (UK GILTs).
RFR Sterling is included in the CME Overnight Repo Backed Benchmark family and registered as a Benchmark under EU BMR. CME Group Benchmark Administration is the benchmark administrator.
Calculated on the volume-weighted average of repo rates that use UK sovereign government bonds as the underlying collateral.
Includes both general collateral and specific collateral repo trades to provide unique insights into current repo rates and market volumes. It reflects the overall cost of funding achieved by the market.
All eligible repo trades are centrally cleared and electronically executed on BrokerTec trading platform, the leading multilateral platform for fixed income markets.
To learn how to access RFR Sterling data, contact firstname.lastname@example.org.
RFR JBOND combines the administration services of CME Group Benchmark Administration and transaction data from JBOND Totan Securities, the leading electronic trading platform for Japanese repurchase agreements (repos).
RFR JBOND is included in the CME Overnight Repo Backed Benchmark family and registered as a Benchmark under BMR. CME Group Benchmark Administration is the benchmark administrator.
Offers a reliable way to track JPY sovereign repos, calculated based on trades executed on JBOND.
All eligible repo trades use Japanese government bonds as collateral and are centrally cleared through the Japanese Securities Clearing Corporation.
Combines the leading electronic trading platform for Japanese Sovereign repos with the administration and distribution strength of CME Group.
For inquiries or access to this data, contact a member of our team at email@example.com.
BrokerTec US Treasury benchmarks provide robust and transparent Volume-Weighted Average Prices (VWAPs) and Volume Weighted Average Yields (VWAYs) for on-the-run US Treasuries (2 Year, 3 Year, 5 Year, 7 Year, 10 Year, 20 Year and 30 Year), calculated and published four times a day.
Volume weighted calculations of all trades executed during a 15-minute window leading up to the fixing time.
Uses data from BrokerTec, the leading central limit order book for cash US Treasury trading, to provide an accurate measure.
Covers four key timestamps (11 a.m., 3 p.m., 4 p.m. and 5 p.m. Eastern Time) to coincide with key rate times.
To learn how to access BrokerTec US Treasury Benchmarks data, contact firstname.lastname@example.org.
Track spot rate fixing prices for core currency pairs with the EBS FX benchmarks, updated every 30 minutes and published 24 hours a day, five days a week. Access just the pair(s) you need or the entire suite.
The only benchmarks primarily based on actual transaction and order data and calculated every 30 minutes,
Underpinning each index is data from EBS Markets, the award-winning, full electronic FX central limit order book.
To learn how to access EBS FX Benchmarks data, contact email@example.com.
The Petroleum Index is an end-of-day index that represents a single price for a basket of underlying Energy futures listed on NYMEX. The index is listed in points and based on a starting value of 100 on launch date, with the value changing daily relative to the movement on the underlying components.
Complies with industry best practices and IOSCO Principles for Financial Benchmarks. This includes, but is not limited to, the creation of an oversight committee and a published methodology.
Reflects a weighted basket of three widely traded Energy futures contracts:
The Index calculation is based on the official Exchange Futures daily settlement prices of the above future contracts.
Calculated and published as soon as practically possible after the end of each US business day at 5:30 p.m. ET. It is only published on US business days that are also Exchange trading days; it will not be published on a US holiday when CME Globex is closed.
To learn how to access Petroleum Index data, contact firstname.lastname@example.org.
The CME Group Volatility Index (CVOL) delivers a cross-asset class family of implied volatility indices, derived from the world’s most actively traded options on futures markets across major asset classes. The CVOL Index provides a representative measure of the market’s expectation of 30-day forward risk.
Based on option contracts covering a vast range of financial and commodities instruments.
Derived from extremely liquid option contracts, traded on CME Group exchnages
A transparent calculation methodology and easy to navigate dashboard
Access the historical data on CME DataMine
Learn More at our Volatility Index page
The CVOL benchmarks are calculated once a day using settlement prices and published at 7PM EST.
CME Group Benchmark Administration is registered under EU Benchmark Regulation (EU Regulation 2016/1011), is authorized and supervised by the UK Financial Conduct Authority (FCA) and is aligned to the IOSCO Principles for Financial Benchmarks.
An oversight committee will be appointed for each benchmark or family of benchmarks. The committee will provide independent oversight of, and challenge to the Administrator on all aspects of the benchmark determination process in accordance with the Oversight Committee Terms of Reference.