Historical SOFR interest rates per calendar year | View the development of the SOFR interest rates in a specific year.
Rates Futures Crypto RangeDropdown Markets1D5D1M3M6M1Y2Y Asia Dow4,117.5464.991.60% Nikkei 22538,798.37278.280.72% Hang Seng20,789.96572.702.83% Shanghai3,250.60-2.03-0.06% Sensex78,583.811,397.071.81% Singapore3,823.01-3.46-0.09% Latest NewsAll Times Eastern ...
The latest published SOFR 1-month, 3-month, and 6-month averages are for February 10, 2025. Note these term rates are calculated in arrears (they average historical SOFR rates) as opposed to being forward-looking like swap rates.
Historical and current end-of-day data provided by FACTSET. All quotes are in local exchange time. Real-time last sale data for U.S. stock quotes reflect trades reported through Nasdaq only. Intraday data delayed at least 15 minutes or per exchange requirements. ...
The latest published SOFR 1-month, 3-month, and 6-month averages are for February 10, 2025. Note these term rates are calculated in arrears (they average historical SOFR rates) as opposed to being forward-looking like swap rates.
Current and historical rates for SOFR, the Secured Overnight Financing Rate (SOFR) index that replaced LIBOR. SOFR is a replacement index for LIBOR, and is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. SOF
Historical SOFR rates in 2020 Created with Highcharts 10.3.1Zoom1m6m1yAllFromTo Loading... SOFR in 2020 - per month First Last Highest Lowest Average January 1.54 % 1.60 % 1.60 % 1.53 % 1.55 % February 1.59 % 1.60 % 1.60 % 1.57 % ...
TraditionData’s SOFR package provides the most robust, comprehensive and accurate view of the USD SOFR OIS markets. Our data covers daily rates and historical data for the Secured Overnight Financing Rate. Get SOFR Data What is the current SOFR rate? – Example SOFR Swap Data ...
(ARRC) has placed Term SOFR at the top of its benchmark rates waterfall for USD commercial loans, making it ARRC's preferred benchmark rate for these types of loans. On 29 July 2021, ARRC formally recommended 1-month, 3-month and 6-month 'CME Term SOFR Reference Rates' administered by...
7. Daily Historical Prices 8. Holiday Calendar 1. Discount Factors Discount factor curves, today to 50 years, for SOFR, BSBY and Libor markets EOD curves are calibrated to reprice observed mid/traded prices of Eris front contracts at 15:00ET daily, used in forecasting and discounting all fut...