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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