SOFR compounded in arrears
E1147403
UNEXPLORED
SOFR compounded in arrears is an interest rate calculation method that applies the daily SOFR overnight rate over an interest period and determines the payable rate only at the end of that period.
All labels observed (1)
| Label | Occurrences |
|---|---|
| SOFR compounded in arrears canonical | 1 |
How this entity was disambiguated
This entity first appeared as the object of triple T15263567 — resolving that mention is where its identity was fixed. The disambiguator weighed these candidate entities and picked the highlighted one (or “None”, minting a new entity). This is how homonymy is resolved: the same surface form can point to different entities.
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: SOFR compounded in arrears Context triple: [Secured Overnight Financing Rate, compoundedVersions, SOFR compounded in arrears]
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A.
180-day compounded SOFR
180-day compounded SOFR is an interest rate calculated by compounding the Secured Overnight Financing Rate over a 180-day period, commonly used as a benchmark for medium-term financial contracts and loans.
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B.
SOFR
SOFR (Secured Overnight Financing Rate) is a U.S. dollar interest rate benchmark based on overnight Treasury repurchase agreement transactions, widely adopted as the primary replacement for LIBOR in financial markets.
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C.
CME Term SOFR
CME Term SOFR is a forward-looking, term-based interest rate benchmark derived from the Secured Overnight Financing Rate (SOFR), widely used in U.S. dollar lending and derivatives markets as a replacement for LIBOR.
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D.
SOFR futures
SOFR futures are exchange-traded derivatives that allow market participants to hedge or speculate on future levels of the Secured Overnight Financing Rate, the U.S. dollar risk-free benchmark interest rate.
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E.
LIBOR
LIBOR (London Interbank Offered Rate) is a now-discontinued global benchmark interest rate that reflected the average rate at which major banks lent to one another in the short-term unsecured interbank market across multiple currencies and maturities.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: SOFR compounded in arrears Target entity description: SOFR compounded in arrears is an interest rate calculation method that applies the daily SOFR overnight rate over an interest period and determines the payable rate only at the end of that period.
-
A.
180-day compounded SOFR
180-day compounded SOFR is an interest rate calculated by compounding the Secured Overnight Financing Rate over a 180-day period, commonly used as a benchmark for medium-term financial contracts and loans.
-
B.
SOFR
SOFR (Secured Overnight Financing Rate) is a U.S. dollar interest rate benchmark based on overnight Treasury repurchase agreement transactions, widely adopted as the primary replacement for LIBOR in financial markets.
-
C.
CME Term SOFR
CME Term SOFR is a forward-looking, term-based interest rate benchmark derived from the Secured Overnight Financing Rate (SOFR), widely used in U.S. dollar lending and derivatives markets as a replacement for LIBOR.
-
D.
SOFR futures
SOFR futures are exchange-traded derivatives that allow market participants to hedge or speculate on future levels of the Secured Overnight Financing Rate, the U.S. dollar risk-free benchmark interest rate.
-
E.
LIBOR
LIBOR (London Interbank Offered Rate) is a now-discontinued global benchmark interest rate that reflected the average rate at which major banks lent to one another in the short-term unsecured interbank market across multiple currencies and maturities.
- F. None of above. chosen
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.