Federal Reserve Economic Data
Notes
Source: Federal Reserve Bank of New York
Release: SOFR Averages and Index Data
Units:
Frequency:
Notes:
As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Index is the cumulative impact of compounding the SOFR on a unit of investment over time since April 2, 2018; initial value set to 1.
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.
Suggested Citation:
Federal Reserve Bank of New York, SOFR Index [SOFRINDEX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFRINDEX, .
Source: Federal Reserve Bank of New York
Release: SOFR Averages and Index Data
Units:
Frequency:
Notes:
As an extension of the Secured Overnight Financing Rate (SOFR), the 30-day SOFR Average is the compounded average of the SOFR over a rolling 30-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.
Suggested Citation:
Federal Reserve Bank of New York, 30-Day Average SOFR [SOFR30DAYAVG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR30DAYAVG, .
Source: Federal Reserve Bank of New York
Release: SOFR Averages and Index Data
Units:
Frequency:
Notes:
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.
Suggested Citation:
Federal Reserve Bank of New York, 90-Day Average SOFR [SOFR90DAYAVG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR90DAYAVG, .
Source: Federal Reserve Bank of New York
Release: SOFR Averages and Index Data
Units:
Frequency:
Notes:
As an extension of the Secured Overnight Financing Rate (SOFR)), the 180-day SOFR Average is the compounded average of the SOFR over a rolling 180-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.
Suggested Citation:
Federal Reserve Bank of New York, 180-Day Average SOFR [SOFR180DAYAVG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR180DAYAVG, .
Release Tables
SOFR Averages and Index Data
