Observation:
2024-05-28: 1.13974 (+ more) Updated: May 28, 2024 7:01 AM CDT2024-05-28: | 1.13974 | |
2024-05-27: | . | |
2024-05-24: | 1.13907 | |
2024-05-23: | 1.13890 | |
2024-05-22: | 1.13873 | |
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Units:
Index Apr 2, 2018 = 1,Frequency:
DailyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Source: Federal Reserve Bank of New York
Release: SOFR Averages and Index Data
Units: Index Apr 2, 2018 = 1, Not Seasonally Adjusted
Frequency: Daily
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.
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 28, 2024.