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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 New York Fed publishes the EFFR for the prior business...
- Effective Federal Funds Rate
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the ...
Table Data - SOFR Index. As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Index is the cumulative impact of compounding the SOFR on a unit of investment over time since April 2, 2018; initial value set to 1.
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.
1 dzień temu · Graph and download economic data for 90-Day Average SOFR (SOFR90DAYAVG) from 2018-07-02 to 2024-11-04 about financing, overnight, 3-month, average, securities, and USA.
29 gru 2023 · The Secured Overnight Financing Rate (SOFR), a measure of the cost of borrowing cash overnight collateralized by Treasury securities, hit 5.4% on Thursday - the highest since April 2018, when the...
1 paź 2024 · US Funding-Market Volatility Surges as Wall Street Eyes Fed’s QT. Secured Overnight Financing Rate jumped to 4.96% on Monday; Sponsored repo activity rose to record $1.78 trillion: DTCC
