90-Day Average SOFR-Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis

Source: Federal Reserve Bank of New York  

Release: SOFR Averages and Index Data  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

As an extension of the Secured Overnight Financing Rate (SOFR), the 90-day SOFR Average is the compounded average of the SOFR over a rolling 90-day period.

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 read the additional documentation about the Treasury Repo Reference Rates.

Source: Board of Governors of the Federal Reserve System (US)  

Release: H.15 Selected Interest Rates  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes and the Treasury Yield Curve Methodology.

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