SOFR Rate Chart: 2021 to 2022 One-Year Time Range SOFR One-Year Chart (Source: NY Fed) LIBOR to SOFR Transition: Why is LIBOR Being Replaced? The transition from LIBOR to SOFT was prompted after a highly-publicized scandal was revealed in which traders at major financial institutions had co...
Fixed rate of 2.7105% (Act/360). SOFR Basis is Moving It it also worth noting that the SOFR basisspreadhas moved quite a bit since we first reported on the tradeshereandhere. When wefirst reported, we saw that 1 year SOFR basis was trading at SOFR -1basis pointversus Fed Funds flat....