Triple
T15263565
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Secured Overnight Financing Rate |
E364843
|
entity |
| Predicate | termVersions |
P83351
|
FINISHED |
| Object | 3-month Term SOFR |
E364316
|
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: 3-month Term SOFR | Statement: [Secured Overnight Financing Rate, termVersions, 3-month Term SOFR]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: 3-month Term SOFR Context triple: [Secured Overnight Financing Rate, termVersions, 3-month Term SOFR]
-
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.
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.
-
C.
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.
-
D.
CME Term SOFR
chosen
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.
-
E.
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.
- 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_69d85a0f08408190b3c3259ae35d79d2 |
completed | April 10, 2026, 2:01 a.m. |
| NER | Named-entity recognition | batch_69e0084fed0481908e452c89cba2be82 |
completed | April 15, 2026, 9:51 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69fee5fdc21881909d87062db6fb8fb7 |
completed | May 9, 2026, 7:45 a.m. |
Created at: April 10, 2026, 3:14 a.m.