CME Term SOFR Methodology Overview (Feb 3 2022)

The LSTA hosted CME Group in a discussion of exactly how CME Term SOFR was built, how it works, its robustness and contingency planning.  Presented by Meredith Coffey, EVP, Head of Research, Co-Head of Public Policy, LSTA, Gavin Lee, CEO of CME Group Benchmark Admin Limited, CME Group, Mark Rogerson, ED, EMEA Head of Interest Rate Products, CME Group and Tess Virmani, EVP, Associate General Counsel, Head of ESG, LSTA.


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