180-day compounded SOFR
E1145489
UNEXPLORED
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.
All labels observed (1)
| Label | Occurrences |
|---|---|
| 180-day compounded SOFR canonical | 1 |
How this entity was disambiguated
This entity first appeared as the object of triple T15243469 — 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: 180-day compounded SOFR Context triple: [SOFR, hasDerivedRate, 180-day compounded SOFR]
-
A.
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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B.
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.
-
C.
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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D.
3-month U.S. dollar LIBOR
3-month U.S. dollar LIBOR is a benchmark interest rate indicating the average rate at which major global banks are willing to lend U.S. dollars to one another for a three-month term in the London interbank market.
-
E.
Secured Overnight Financing Rate
The Secured Overnight Financing Rate (SOFR) is a broad, transaction-based benchmark interest rate that reflects the cost of overnight borrowing collateralized by U.S. Treasury securities in the repurchase agreement (repo) market.
- 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: 180-day compounded SOFR Target entity description: 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.
-
A.
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.
-
B.
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.
-
C.
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.
-
D.
3-month U.S. dollar LIBOR
3-month U.S. dollar LIBOR is a benchmark interest rate indicating the average rate at which major global banks are willing to lend U.S. dollars to one another for a three-month term in the London interbank market.
-
E.
Secured Overnight Financing Rate
The Secured Overnight Financing Rate (SOFR) is a broad, transaction-based benchmark interest rate that reflects the cost of overnight borrowing collateralized by U.S. Treasury securities in the repurchase agreement (repo) market.
- F. None of above. chosen
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.