Apr 25, 2022
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 XigniteRates and XigniteInterbanks 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 firstname.lastname@example.org, 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.
Guide to Understanding Exchange Data Agreements and Fees
Learn why real-time and delayed exchange data can be subject to agreements and fees.