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  1. www.newyorkfed.org › markets › reference-ratesSOFR Averages and Index Data - Federal Reserve Bank of New York

    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.

  2. www.newyorkfed.org › markets › reference-ratesSecured Overnight Financing Rate - Federal Reserve Bank of New...

    The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.

  3. fred.stlouisfed.org › data › SOFRINDEXTable Data - SOFR Index | FRED | St. Louis Fed

    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.

  4. fred.stlouisfed.org › series › SOFRINDEXSOFR Index (SOFRINDEX) | FRED | St. Louis Fed

    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.

  5. fred.stlouisfed.org › graphSOFR Index | FRED | St. Louis Fed

    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.

  6. www.cmegroup.com › market-data › cme-group-benchmark-administrationTerm SOFR - CME Group

    17 kwi 2024 · The CME Term SOFR Reference Rates benchmark is a daily set of forward-looking interest rate estimates, calculated and published for 1-month, 3-month, 6-month and 12-month tenors. CME Term SOFR Reference Rates are: Endorsed by the ARRC; Designed to adhere to the IOSCO Principles for Financial Benchmarks; Compliant with Benchmark Regulations

  7. alfred.stlouisfed.org › releaseSOFR Averages and Index Data, Release Date: 2022-12-16

    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.