Secured Overnight Financing Rate (SOFR) Updates
WEB4 days ago · Track the latest NY Fed Secured Overnight Financing Rate (SOFR) data including 30, 90, and 180 day averages and fallback rates
Secured Overnight Financing Rate (SOFR) | FRED | St. Louis Fed
WEB2 days ago · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-09-16 about financing, overnight, securities, rate, and USA.
SOFR Averages and Index Data - Federal Reserve Bank of New York
WEBSOFR Averages and Index Data. As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods.
Secured Overnight Financing Rate (I:SOFR) - YCharts
WEBSep 13, 2024 · The Secured Overnight Financing Rate or SOFR is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR is calculated directly from transaction data in the US Treasury repurchase market.
One-Month SOFR Quotes - CME Group
WEB4 days ago · CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.
180-Day Average SOFR (SOFR180DAYAVG) | FRED - St. Louis Fed
WEB3 days ago · Source: Federal Reserve Bank of New York. Release: SOFR Averages and Index Data. Units: Percent, Not Seasonally Adjusted. Frequency: Daily. As an extension of the Secured Overnight Financing Rate (SOFR)), the 180-day SOFR Average is the compounded average of the SOFR over a rolling 180-day period.
Secured Overnight Financing Rate (SOFR) Definition and History
WEBSep 30, 2023 · The Secured Overnight Financing Rate (SOFR) is a benchmark interest rate for dollar-denominated derivatives and loans that replaced the London Interbank Offered Rate (LIBOR).
Term SOFR - CME Group
WEBApr 17, 2024 · The CME Term SOFR Reference Rates benchmark is a daily set of forward-looking interest rate estimates, calculated and published for 1-month, 3-month, 6-month and 12-month tenors. CME Term SOFR Reference Rates are: Endorsed by the ARRC; Designed to adhere to the IOSCO Principles for Financial Benchmarks; Compliant with Benchmark Regulations
What is the current SOFR rate? We provide the latest data here.
WEB4 days ago · We provide the latest overnight and average SOFR rates on this page. SOFR is a broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities. SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods.
What Is SOFR? How Does It Work? – Forbes Advisor
WEBSep 6, 2022 · The Secured Overnight Financing Rate (SOFR) is a new interest rate benchmark for business and consumer lending that has replaced Libor.