Overnight Unsecured AMERIBOR Benchmark Interest Rate-Secured Overnight Financing Rate

Notes

Overnight Unsecured AMERIBOR Benchmark Interest Rate (AMERIBOR)

Release: Historical Overnight AMERIBOR Unsecured Interest Rate

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

Data prior to June 17, 2019 is only available from Monday to Friday (excluding trading holidays).

AMERIBOR® (American Interbank Offered Rate) is a benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). AMERIBOR® is calculated as the transaction volume weighted average interest rate of the daily transactions in the AMERIBOR® overnight unsecured loan market on the AFX. More details about AMERIBOR® methodology can be found on the source's website, under the Resources section.

AMERIBOR® is a registered trademark of the American Financial Exchange (AFX). © Copyright, American Financial Exchange (AFX). All Rights Reserved.

Suggested Citation:

American Financial Exchange, Overnight Unsecured AMERIBOR Benchmark Interest Rate [AMERIBOR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/AMERIBOR, .

Secured Overnight Financing Rate (SOFR)

Source: Federal Reserve Bank of New York

Release: Secured Overnight Financing Rate Data

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Suggested Citation:

Federal Reserve Bank of New York, Secured Overnight Financing Rate [SOFR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR, .