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 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.