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
12/03 0.08367 0.08612 0.08896 1.04189914
12/02 0.08467 0.08634 0.08891 1.04189683
12/01 0.08500 0.08645 0.08885 1.04189451
11/30 0.08500 0.08645 0.08869 1.04189191
11/27 0.08567 0.08634 0.08841 1.04188496
11/26 Holiday, no data.
11/25 0.08634 0.08612 0.08819 1.04188033
11/24 0.08667 0.08612 0.08813 1.04187830
11/23 0.08767 0.08645 0.08819 1.04187686
11/20 0.09000 0.08723 0.08813 1.04187252
11/19 0.09067 0.08734 0.08802 1.04187078
11/18 0.09134 0.08734 0.08785 1.04186875
11/17 0.09134 0.08734 0.08746 1.04186615
11/16 0.09100 0.08723 0.08696 1.04186325
11/13 0.09134 0.08734 0.08619 1.04185544
11/12 0.09134 0.08734 0.08596 1.04185284
11/11 Holiday, no data.
11/10 0.09067 0.08712 0.08524 1.04184705
11/09 0.09034 0.08712 0.08491 1.04184415
11/06 0.08900 0.08679 0.08424 1.04183547
11/05 0.08867 0.08656 0.08396 1.04183229
11/04 0.08834 0.08645 0.08374 1.04182939
11/03 0.08834 0.08634 0.08346 1.04182650
11/02 0.08800 0.08612 0.08313 1.04182332
10/30 0.08767 0.08645 0.08235 1.04181550
10/29 0.08700 0.08656 0.08202 1.04181290
10/28 0.08700 0.08679 0.08174 1.04181058
 
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.