Track the latest NY Fed Secured Overnight Financing Rate (SOFR) data including 30, 90, and 180 day averages and fallback rates
Track the latest NY Fed Secured Overnight Financing Rate (SOFR) data including 30, 90, and 180 day averages and fallback rates
This blog looks at the basis between EFFR and SOFR as well as their relationship with the Target Range. I will also review the 1, 3 and 6 month compounded rates from EFFR and SOFR over a 5 year history. Some basics In our blogFour Things to Understand about SOFRwe explained the compone...
The Federal Reserve does not publish a three-month SOFR rate, but the Chicago Mercantile Exchange publishes one-, three-, six-, and 12-month Term SOFR rates for derivatives markets.8 The Bottom Line The Secured Overnight Lending Rate (SOFR) is the benchmark for interest rates on dollar-den...
SOFR 1-Month Term Rate(SOFERMM1.RT) 4.30%+0.0000101/17/25[RATE] Trader's Cheat Sheetfor Fri, Jan 17th, 2025 Notes Alerts Watch Help Using The Trader's Cheat Sheet To Identify Support & Resistance:Watch the Webinar Projection Effective Date: Jan 20th, 2025 ...
What is the current SOFR rate? – Example SOFR Swap Data Date1 Month3 Month6 Month1 Year BidAskBidAskBidAskBidAsk 7th Feb 20254.30584.32584.29364.31364.2494.2694.17854.1985 6th Feb 20254.30224.32224.29454.31454.25174.27174.17164.1916 5th Feb 20254.30524.32524.29364.31364.24354.26354.1614.181 ...
quotes Price Overview Performance Report charts Interactive Chart Snapshot Chart technicals Barchart Opinion Trading Strategies Technical Analysis Trader's Cheat Sheet Seasonal Returns Price History Historical Data Comparison SOFR 1-Month Term Rate (SOFERMM1.RT) 4.31% +0.00002 01/29/25 [RATE] ...
The reason is because the option’s underlying is NOT the daily overnight SOFR rate but instead the June 3-month SOFR Futures contract. That contract closed today at 95.10 (100 minus 95.10 = 4.9%). So, the market expects overnight SOFR to average 4.9% between June 21, 2023 and September...