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
03/03 0.03667 0.06345 0.07479 1.04206441
03/02 0.03733 0.06389 0.07513 1.04206325
03/01 0.03867 0.06456 0.07551 1.04206267
02/26 0.04200 0.06701 0.07674 1.04206181
02/25 0.04200 0.06756 0.07696 1.04206094
02/24 0.04333 0.06823 0.07724 1.04206036
02/23 0.04467 0.06901 0.07757 1.04206007
02/22 0.04533 0.06945 0.07779 1.04205920
02/19 0.04833 0.07045 0.07874 1.04205746
02/18 0.04967 0.07067 0.07896 1.04205660
02/17 0.05033 0.07067 0.07902 1.04205486
02/16 0.05100 0.07078 0.07907 1.04205312
02/15 Holiday, no data.
02/12 0.05500 0.07267 0.08002 1.04204733
02/11 0.05567 0.07301 0.08018 1.04204560
02/10 0.05667 0.07334 0.08035 1.04204386
02/09 0.05800 0.07390 0.08057 1.04204241
02/08 0.06033 0.07478 0.08096 1.04204183
02/05 0.06800 0.07745 0.08218 1.04204010
02/04 0.07000 0.07801 0.08241 1.04203865
02/03 0.07100 0.07845 0.08252 1.04203662
02/02 0.07100 0.07879 0.08263 1.04203460
02/01 0.07100 0.07912 0.08274 1.04203257
01/29 0.07267 0.08034 0.08335 1.04202736
01/28 0.07467 0.08090 0.08368 1.04202620
01/27 0.07667 0.08156 0.08407 1.04202533
 
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.