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SOFR 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.
- Effective Federal Funds Rate
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- Effective Federal Funds Rate
17 kwi 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
Simple Averages of SOFR in Arrears. Monthly SOFR Futures and a number of SOFR FRNs are based on simple averages of SOFR in Arrears. FRN issuance systems had already been developed for the effective fed funds rate based on simple interest, making it easier for initial SOFR FRNs to use simple interest.
Graph and download economic data for SOFR Index from 2018-04-02 to 2024-11-04 about financing, overnight, securities, indexes, USA, 1-month, average, 3-month, and 6-month.
28 paź 2024 · View Term SOFR and Treasury forward curve charts or download the data in Excel to estimate the forecasting or underwriting of monthly floating rate debt.
2 dni temu · Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2024-11-04 about financing, overnight, securities, rate, and USA.
3 lut 2023 · This Microsoft Excel® dashboard pulls in the 3-month SOFR market data traded on the CME Globex platform. The Dashboard was updated to enable the user to enter in the symbol for the first contract. Use: SR3+Month+2 digit year, such as SR3H23.