Triple
T15243522
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | CME Term SOFR |
E364316
|
entity |
| Predicate | relatedTo |
P37
|
FINISHED |
| Object | SOFR overnight index swaps |
E364315
|
NE FINISHED |
How this triple was built (2 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: SOFR overnight index swaps | Statement: [CME Term SOFR, relatedTo, SOFR overnight index swaps]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: SOFR overnight index swaps Context triple: [CME Term SOFR, relatedTo, SOFR overnight index swaps]
-
A.
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.
-
B.
SOFR
chosen
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.
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.
-
E.
Eurodollar futures
Eurodollar futures are interest rate futures contracts based on U.S. dollar deposits held outside the United States, widely used to hedge or speculate on short-term dollar interest rates.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (3 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69d85a0dde7481908fc64d1e82d5d20d |
completed | April 10, 2026, 2:01 a.m. |
| NER | Named-entity recognition | batch_69e007dcc33081908545ea1a1d2c19fe |
completed | April 15, 2026, 9:49 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69fedd461cf08190a506aac2f0cec83a |
completed | May 9, 2026, 7:07 a.m. |
Created at: April 10, 2026, 3:13 a.m.