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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...
- Secured Overnight Financing Rate
Secured Overnight Financing Rate Data. The Secured Overnight...
- Effective Federal Funds Rate
Date Range. 2018-04-02 to 2024-11-01. Last Updated. 2024-11-01 7:02 AM CDT. Notes. 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.
Secured Overnight Financing Rate Data. 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 ...
5 dni temu · Track the latest NY Fed Secured Overnight Financing Rate (SOFR) data including 30, 90, and 180 day averages and fallback rates
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.
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.
29 paź 2024 · Secured Overnight Financing Rate is at 4.82%, compared to 4.86% the previous market day and 5.32% last year. This is higher than the long term average of 2.30%. The Secured Overnight Financing Rate or SOFR is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR is calculated directly from ...