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
06/05 0.05000 0.15002 0.84971 1.04143386
06/04 0.04933 0.16147 0.85797 1.04143184
06/03 0.04900 0.17326 0.86628 1.04143010
06/02 0.04767 0.18615 0.87454 1.04142808
06/01 0.04667 0.20371 0.88279 1.04142634
05/29 0.04333 0.25496 0.90874 1.04142114
05/28 0.04167 0.27208 0.91762 1.04141940
05/27 0.04067 0.28898 0.92649 1.04141767
05/26 0.03967 0.30588 0.93481 1.04141593
05/25 Holiday, no data.
05/22 0.03700 0.37450 0.96869 1.04141130
05/21 0.03667 0.39184 0.97739 1.04141072
05/20 0.03700 0.40953 0.98616 1.04141043
05/19 0.03667 0.42677 0.99476 1.04140928
05/18 0.03633 0.44412 1.00330 1.04140812
05/15 0.03433 0.49518 1.02882 1.04140378
05/14 0.03567 0.51253 1.03758 1.04140320
05/13 0.03500 0.52955 1.04624 1.04140204
05/12 0.03333 0.54635 1.05473 1.04140031
05/11 0.03167 0.56326 1.06316 1.04139857
05/08 0.02667 0.61400 1.08835 1.04139337
05/07 0.02533 0.63103 1.09678 1.04139192
05/06 0.02400 0.64816 1.10522 1.04139047
05/05 0.02267 0.66530 1.11365 1.04138903
05/04 0.02133 0.68255 1.12214 1.04138758
05/01 0.01933 0.73487 1.14801 1.04138498
 
SOFR Averages and Index Chart

 
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a The SOFR Averages and Index will be published each business day that is not recognized as a holiday by the SIFMA calendar for secondary market trading of U.S. government securities. Please note that on days in which trading in U.S. government securities is subject to an early close, the reference rates administered by the Desk will still be published. In the event that market participants recognize a previously unscheduled holiday, the New York Fed will publically communicate its approach to publishing reference rates it administers, with the goal of aligning as closely as possible to the approach used for scheduled holidays.