Release Tables

SOFR Averages and Index

As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods.

The SOFR Index measures the cumulative impact of compounding the SOFR on a unit of investment over time, with the initial value set to 1 on April 2, 2018, the first value date of the SOFR. The SOFR Index value reflects the effect of compounding the SOFR each business day and allows the calculation of compounded SOFR averages over custom time periods.

   

Please select a date range

    2018-04-02    
 
 
    2026-03-16
Name 2026-03-16 2026-03-13 2025-03-17 Units
SOFR Index 		1.23586 Index Apr 2, 2018 = 1 1.23548 Index Apr 2, 2018 = 1 1.18560 Index Apr 2, 2018 = 1 Index Apr 2, 2018 = 1
SOFR Averages
30-Day Average SOFR 		3.67190 Percent 3.67223 Percent 4.34466 Percent %
90-Day Average SOFR 		3.68919 Percent 3.69077 Percent 4.36904 Percent %
180-Day Average SOFR 		3.90873 Percent 3.92216 Percent 4.59417 Percent %
   

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