Gain insight into leading Short-Term Interest Rate (STIR) futures and their underlying reference rates. Access historical fixings for EFFR, SOFR, and Term SOFR, view futures pricing curves, and analyze basis spreads between SOFR, Fed Funds, T-Bills, and €STR futures.
Access historical fixings
Chart historical fixings for SOFR and EFFR on a daily, rolling, and compounded basis.
View the SOFR term structure
View the current term structure for 1M and 3M SOFR futures and compare to the previous settle.
Analyze basis spreads
Track the relative-value between leading STIR futures.
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