CME Group is the world’s leading and most diverse derivatives marketplace. We enable corporate treasurers to trade futures, options, cash and OTC markets, optimize their portfolios and leverage data to enhance decision making. CME Group offers the widest range of products across all major asset classes – interest rates, equity indexes, foreign exchange, energy, agricultural products and metals.
CME Term SOFR Reference Rates provide an indicative, forward-looking measurement of SOFR rates, based on market expectations implied from our leading derivatives markets. These benchmarks are based on CME Group’s deep and liquid underlying SOFR futures, making them a robust and sustainable measure of forward-looking SOFR rates. They are aligned with the Alternative Reference Rates Committee’s principles for recommended forward term rates.
Education Resources:
Case Studies:
- A Regional Bank Plans for a Post-LIBOR World
- Transitioning a Direct Lender from LIBOR to CME Term SOFR
- An African Commercial Bank’s Transition from USD LIBOR
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Transitioning a Corporate from LIBOR to CME Term SOFR
The loans market has predominantly moved to forward looking term rates, and both corporate borrowers and global lenders are increasingly turning to CME Term SOFR as the forward looking risk-free benchmarks to support their activities. Listen to this podcast, featuring Gavin Lee, Marco Bianchi…
Resources
Case Study: A Regional Bank Plans for a Post-Libor World
Read how banks that require a floating reference rate in trade finance, loan syndications, residential mortgages and more are reassessing strategies to manage the asset/liability mix amid the transition from USD LIBOR.
Case Study: Transitioning a Direct Lender from LIBOR to CME Term SOFR
Learn how CME Term SOFR is helping private lenders servicing SMEs who want to stay aligned with borrowers’ operational and pricing requirements and manage asset impairments during the USD LIBOR transition.
