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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
The effective federal funds rate (EFFR) is calculated as a...
- Effective Federal Funds Rate
1 dzień temu · Graph and download economic data for 30-Day Average SOFR (SOFR30DAYAVG) from 2018-05-02 to 2024-11-05 about 1-month, financing, overnight, average, securities, and USA.
27 cze 2024 · Table Data - 30-Day Average SOFR. As an extension of the Secured Overnight Financing Rate (SOFR), the 30-day SOFR Average is the compounded average of the SOFR over a rolling 30-day period. For more information on the production of the SOFR Averages and Index—including the calculation methodology, treatment of non-business days, and value ...
2 dni temu · Graph and download economic data for SOFR Index (SOFRINDEX) from 2018-04-02 to 2024-11-04 about financing, overnight, securities, indexes, and USA.
24 lut 2021 · Download Data for 30-Day Average SOFR (SOFR30DAYAVG) Select or enter vintage dates to download data for this series that actually existed on those past dates in history. In general, economic data for past observation periods are revised as more accurate estimates become available.
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.
17 kwi 2024 · CME Term SOFR Reference Rates provide an indication of the forward-looking measurement of overnight SOFR, based on market expectations implied from derivatives markets.