We are excited to announce that we have recently added SOFR Term rates (1 Month, 3 Month, 6 Month, and 12 Month) to your existing Rates and Interbanks APIs. SOFR has become a popular choice for users looking for an alternative to LIBOR since the cessation post-2021.
SOFR Terms Rates are delivered by CME Group and provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from derivatives markets.
All SOFR Term Rates are available at a premium.
Please contact sales for more information.
An agreement with the CME Group is required to receive SOFR Term rates. They will not be fee-liable until at least 2026.