SOFR Index (SOFRINDEX)

2026-03-20: 1.23636
Updated: Mar 20, 2026 7:02 AM CDT
2026-03-20:  1.23636  
2026-03-19:  1.23623  
2026-03-18:  1.23611  
2026-03-17:  1.23598  
2026-03-16:  1.23586  
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Units:

Index Apr 2, 2018 = 1,
Not Seasonally Adjusted

Frequency:

Daily

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Notes

Source: Federal Reserve Bank of New York  

Release: SOFR Averages and Index Data  

Units:  Index Apr 2, 2018 = 1, Not Seasonally Adjusted

Frequency:  Daily

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, .

Release Tables

SOFR Averages and Index Data

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