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.

The SOFR Index measures the cumulative impact of compounding the SOFR on a unit of investment over time, with the initial value set to 1.00000000 on April 2, 2018, the first value date of the SOFR. The SOFR Index value reflects the effect of compounding the SOFR each business day and allows the calculation of compounded SOFR averages over custom time periods.

Each business day, the New York Fed publishes the SOFR Averages and SOFR Index on the New York Fed's website, shortly after the SOFR is published at approximately 8:00 a.m. ET.a

For more information on the production of the SOFR Averages and Index—including the calculation methodology, treatment of non-business days, and value dates—please see Additional Information about the Treasury Repo Reference Rates.

To access historical data, please see: SOFR Averages and Index Historical Search

Download daily historical indicative SOFR averages and indicative index values (from April 2018) 

Use of the SOFR Averages and Index data is subject to important disclaimers, limitations and indemnification obligations. See the Terms of Use. The New York Fed has no liability for publication of the rates on this webpage or in any other sources.

 
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SOFR Averages and Index Data
Statistics on the SOFR Averages and Index
 
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Date 30-day Average SOFR 90-day Average SOFR 180-day Average SOFR SOFR Index
05/14 0.01000 0.01511 0.04367 1.04208815
05/13 0.01000 0.01556 0.04412 1.04208786
05/12 0.01000 0.01611 0.04456 1.04208757
05/11 0.01000 0.01667 0.04500 1.04208728
05/10 0.01000 0.01711 0.04551 1.04208699
05/07 0.01000 0.01744 0.04701 1.04208612
05/06 0.01000 0.01756 0.04751 1.04208583
05/05 0.01000 0.01800 0.04801 1.04208554
05/04 0.01000 0.01867 0.04856 1.04208525
05/03 0.01000 0.01933 0.04906 1.04208496
04/30 0.01000 0.02111 0.05056 1.04208409
04/29 0.01000 0.02167 0.05101 1.04208381
04/28 0.01000 0.02200 0.05145 1.04208352
04/27 0.01000 0.02222 0.05190 1.04208323
04/26 0.01000 0.02245 0.05228 1.04208294
04/23 0.01000 0.02389 0.05356 1.04208207
04/22 0.01000 0.02433 0.05395 1.04208178
04/21 0.01000 0.02467 0.05434 1.04208149
04/20 0.01000 0.02522 0.05467 1.04208120
04/19 0.01000 0.02589 0.05501 1.04208091
04/16 0.01000 0.02822 0.05629 1.04208004
04/15 0.01000 0.02900 0.05673 1.04207975
04/14 0.01000 0.02978 0.05717 1.04207946
04/13 0.01000 0.03056 0.05767 1.04207917
04/12 0.01000 0.03133 0.05812 1.04207888
 
SOFR Averages and Index Chart

 
r Revised
a For information on the publication calendar for the Treasury repo reference rates, please see Additional Information about the Treasury Repo Reference Rates.