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Ice Term SOFR vs CME Term SOFR
1 ICE Term SOFR vs CME Term SOFR -0.01 -0.005 0 0.005 0.01 0.015 0.02 0.025 0.03 0.28 0.29 0.3 0.31 0.32 0.33 0.34 ICE 1M Term SOFR vs CME 1M Term SOFR Diff IBA 1M Term SOFR CME 1M Term SOFR -0.03 -0.02 -0.01 0 0.01 0.02 0.03 0.04 0 0.1 0.2 0.3 0.4...
  • Policy & Advocacy
LSTA Newsletter: February 4, 2022
This week we cover Secondary Trading Records; Economics of SOFR Loans & CLOs; Judicial Attacks (on 3rd Party Releases).
Getting Under the Hood of CME Term SOFR: Understanding How It Works Presentation
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...
Getting Under the Hood of CME Term SOFR: Understanding How It Works Replay
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...
CME Term SOFR Licensing Podcast
This podcast features Trey Berre from CME explaining the five W’s (who, what, when, where, and why) and one H (how) around CME Term SOFR Licenses. The supporting slides are available for download below the video....
  • Policy & Advocacy
CME Term SOFR Resources
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