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SOFR Index (SOFRINDEX)

Observation:

2021-05-13: 1.04209  
Updated: 7:01 AM CDT

Units:

Index Apr 2, 2018 = 1,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max

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, May 13, 2021.

RELEASE TABLES

SOFR Averages and Index Data






Retrieving data.
Updating graph.

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