Federal Reserve Economic Data: Your trusted data source since 1991

30-Day Average SOFR (SOFR30DAYAVG)

Observation:

2024-05-28: 5.32433 (+ more)   Updated: May 28, 2024 7:01 AM CDT
2024-05-28:  5.32433  
2024-05-27:  .  
2024-05-24:  5.32374  
2024-05-23:  5.32374  
2024-05-22:  5.32374  
View All

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

NOTES

Source: Federal Reserve Bank of New York  

Release: SOFR Averages and Index Data  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

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, May 28, 2024.

RELEASE TABLES

SOFR Averages and Index Data

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