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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 ...
SOFR Averages and Index. Graph and download economic data for SOFR Index from 2018-04-02 to 2024-11-01 about financing, overnight, securities, indexes, USA, 1-month, average, 3-month, and 6-month.
23 paź 2024 · The Federal Reserve Bank of New York (New York Fed) released a consultation on July 18, 2024, requesting public comment on proposed modifications to the Secured Overnight Financing Rate (SOFR) calculation methodology.
2 dni temu · to. Edit Graph. Share Links. Account Tools. NOTES. Source: Federal Reserve Bank of New York. Release: SOFR Averages and Index Data. Units: Index Apr 2, 2018 = 1, Not Seasonally Adjusted. Frequency: Daily. Notes:
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.
5 dni temu · Latest SOFR rate. SOFR is published by the New York Federal Reserve every business day for the previous business day, the latest is: 4.86% on November 1, 2024. Share on Facebook Share on X. This was based on $2.2 Trillion of repo transactions where 98% of them used rates between 4.80% and 4.97%.