Gain insight into leading Short-Term Interest Rate (STIR) futures and their underlying reference rates. Access historical fixings for EFFR, SOFR, and Term SOFR, view futures pricing curves, and analyze basis spreads between SOFR, Fed Funds, and BSBY futures.
Chart historical fixings for SOFR and EFFR on a daily, rolling, and compounded basis.
View the current term structure for 1M and 3M SOFR futures and compare to the previous settle
Analyze basis spreads between Eurodollars, Fed Funds and SOFR futures