Term SOFR Daily Return Indices
CME Term SOFR Daily Return Indices are designed to represent the daily compounded return for each Term SOFR Tenor. The CME Term SOFR Daily Total Return Indices are calculated and published for 1-month, 3-month, 6-month and 12-month Term SOFR Rates.
The Indices are calculated and administered by Group Benchmark Administration Limited and are developed and implemented to adhere with the IOSCO Principles.
Index Launch Date
September 6, 2023
SIFMA US Holiday Schedule
September 21, 2021
Licensing and Fees
CME Term SOFR Daily Return Indices
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