CME Group Benchmark Administration

CME Group Benchmark Administration capitalizes on CME Group’s wealth of electronic transaction-based data in the calculation of its indices and benchmarks.

CME Group Benchmark Administration is a registered Benchmark Administrator, authorized and supervised by the UK Financial Conduct Authority (FCA). Our benchmarks are calculated using data from CME Group's highly liquid and regulated futures, options, FX and cash markets, to provide transparent, robust and reliable benchmarks.

Benchmark indices

Money Market

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 suite of daily, volume-weighted average (VWAP) repo rate benchmarks for the Euro, Austria, Belgium, Finland, France, Germany, Ireland, Italy, Netherlands, Portugal, and Spain. The benchmarks are euro-denominated and represent secured one-day interest rates.


average daily repo transactions

Developed in response to market demand, this is a daily, secured index designed to measure the effective cost of funding through repo trades in the UK government bond market (UK GILTs).


average daily repo transactions

Calculated in cooperation with JBOND Totan Securities, the leading electronic trading platform for Japanese repurchase agreements. This 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.


average daily repo transactions

Fixed Income

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.


average daily transactions


Track spot rate fixing prices for six of the most referenced currency pairs across the globe, calculated four times per day, five days a week.



An end-of-day index that represents a single price for a basket of underlying Energy futures listed on NYMEX, this index is listed in points and based on a starting value of 100 on launch date.



average daily contract volume


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 the CVOL Indices provide a representative measure of the market’s expectation of 30-day forward risk.


Distinct CVOL Indices and Derivative Indicators

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Market Data

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CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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