What is the current SOFR rate? – Example SOFR Swap Data Date1 Month3 Month6 Month1 Year BidAskBidAskBidAskBidAsk 7th Feb 20254.30584.32584.29364.31364.2494.2694.17854.1985 6th Feb 20254.30224.32224.29454.31454.25174.27174.17164.1916 5th Feb 20254.30524.32524.29364.31364.24354.26354.1614.181 ...
Eris_Instruments _[yyyymmdd]_Prices_TopDay_PAI_Rate.csv Available ~08:10 ET on T (trade settle date yyyymmdd) Prices of all contracts, with past coupons and PAI updated to the current trade date, re-runfollowing the publication of the PAI rate (SOFR) for the current trade date ...
Credit-sensitive rates, such as Term SOFR and SOFR in Advance, provide certainty with respect to cash flows, as these offer known-in-advance fixed-rate borrowings for tenors of one-, three-, and six-month periods. SOFR Today - Key Takeaways: Reference-rate Impacts to Your Portfolio ...
Find average mortgage rates for the 7/6 SOFR adjustable rate mortgage from Mortgage News Daily and the Mortgage Bankers Association.
The reason is because the option’s underlying is NOT the daily overnight SOFR rate but instead the June 3-month SOFR Futures contract. That contract closed today at 95.10 (100 minus 95.10 = 4.9%). So, the market expects overnight SOFR to average 4.9% between June 21, 2023 and September...
At Griffin Funding, we offer 6 month SOFR ARMs , 3/6 SOFR ARMs—meaning you get a fixed rate for 3 years and then the interest rate adjusts every 6 months—5/6 SOFR ARMS, 7/6 SOFR ARMS, and 10/6 SOFR ARMS. As you can see, we have a wide variety of SOFR DSCR loans available...
Term SOFR is an index rate frequently used in floating-rate loans and notes. It is published by the Chicago Mercantile Exchange (CME Group) in tenors of one, three, six, and 12 months and reflects…
For individual contract dates, fixed rate and key price/analytic variables, go to theEris Contract Lookup Tool Market Data Channel344 Eris Swap Futures Inter-Commodity Spreads * Leg quantity and price ratios are as of November 2023 and subject to change ...
w/ cumulative rate cut -19.6bp at 5.131%. July'24 cumulative at -31.5bp. Treasury Options: (April options expire today) 2,500 TYM4 107.5/109 3x2 put spds ref 110-17.5 to -18 50,000 WK2 TY 110.75 calls, 37 vs. 110-18/0.45% (expire Apr 12) 15,000 TYK4 109.5/110.5 2x1 put...
“Our introduction of CME SOFR Term Rates responds directly to client demand and builds on continued liquidity growth across the SOFR ecosystem,” said Sean Tully, CME Group Global Head of Financial and OTC Products. “We are supportive of the ARRC’s forward term rate principles and believe ou...