Short-Term Interest Rate Analytics

Gain key insights into CME Group’s Short-Term Interest Rate (STIR) futures and their underlying reference rates. Access historical fixings (daily, rolling, and compounded), view the SOFR term structure, and analyze basis spreads between Eurodollars, Fed Funds, and SOFR futures.

Access historical fixings

Chart historical fixings for SOFR and EFFR on a daily, rolling, and compounded basis.

View the SOFR term structure

View the current term structure for 1M and 3M SOFR futures and compare to the previous settle

Analyze basis spreads

Analyze basis spreads between Eurodollars, Fed Funds and SOFR futures

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Short-Term Interest Rate Analytics

Access historical fixings

View the SOFR term structure

Analyze basis spreads