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I have a doubt regarding the daily SOFR OIS Curve published by CME.

https://www.cmegroup.com/trading/interest-rates/cleared-otc-sofr-swaps.html#sofroiscurve

If we refer to the curve dated 22 Jul 2022... SOFR OIS on 22 Jul 2022

The one year OIS rate is displayed at 0.3074%, this means that the OIS SWAP Rate for next 12 months is 0.3074%, right ? However, the latest SOFR Rate is ~ 1.50% - 1.53%. I was expecting the SWAP rate to be higher.

Would appreciate your opinions.

Regards, Rohit

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    $\begingroup$ I've asked a few people and no one knew what the CME outright rate is showing. Could be a bug. $\endgroup$
    – oronimbus
    Jul 27, 2022 at 14:03
  • $\begingroup$ Thanks @oronimbus, the number looks way off. $\endgroup$
    – Rohit Gajare
    Jul 28, 2022 at 10:38

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