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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 ...
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.
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.
16 gru 2022 · SOFR Averages and Index Data, Release Date: 2022-12-16. 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.
2 kwi 2018 · SOFR Averages and Index. Graph and download revisions to economic data for from 2018-04-02 to 2024-11-01 about financing, overnight, securities, indexes, and USA.