Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2025-08-28 about financing, overnight, securities, rate, and USA.

Secured Overnight Financing Rate in the United States increased to 4.32 percent on Thursday August 21 from 4.31 in the previous day. This dataset includes a chart with historical data for the United States Secured Overnight Financing Rate.

Graph and download economic data for 30-Day Average SOFR (SOFR30DAYAVG) from 2018-05-02 to 2025-08-29 about 1-month, financing, overnight, average, securities, and USA.

Graph and download economic data for 90-Day Average SOFR (SOFR90DAYAVG) from 2018-07-02 to 2025-08-29 about financing, overnight, 3-month, average, securities, and USA.

TraditionData’s USD – SOFR service focuses on providing comprehensive data for the Secured Overnight Financing Rate, a critical benchmark for American financial markets.

• Offers datasets including USD OIS SOFR and various SOFR spreads.
• Utilizes repo order and transaction data for accurate market prediction.
• Essential for financial services professionals in risk management, compliance, and benchmarking.

For a complete overview, visit USD – SOFR.

Graph and download economic data for SOFR Index (SOFRINDEX) from 2018-04-02 to 2025-08-29 about financing, overnight, securities, indexes, and USA.

Graph and download economic data for 180-Day Average SOFR (SOFR180DAYAVG) from 2018-10-01 to 2025-09-02 about 6-month, financing, overnight, average, securities, and USA.

Graph and download economic data for Secured Overnight Financing Rate: 1st Percentile (SOFR1) from 2018-04-03 to 2025-08-29 about financing, overnight, percentile, securities, rate, and USA.

Historical annual overnight risk-free rates and net interest margin spreads for G5 economies: SOFR (US), €STR (EU), SONIA (UK), TONAR (JP), CORRA (CA)

This dataset offers end-of-day (EoD) pricing for a wide range of financial derivatives, including securities and interest rate futures. It focuses on key benchmarks such as SONIA (Sterling Overnight Index Average), SOFR (Secured Overnight Financing Rate), and €STR (Euro Short-Term Rate), covering major currencies: USD, GBP, and EUR as well as others. The data is crucial for financial institutions, analysts, and traders involved in interest rate hedging and risk management.

Key features of the dataset include:

End-of-Day Prices: Daily closing prices for interest rate futures across multiple currencies. Interest Rate Benchmarks: Data on SONIA, SOFR, and €STR futures, reflecting short-term interest rate movements. Cross-Currency Data: Pricing for USD, GBP, and EUR-denominated futures, allowing cross-market comparisons and analysis. Trading Volume & Open Interest: Insights into market activity and outstanding contract positions. This dataset supports accurate risk assessment, financial modeling, and investment strategy development in the global derivatives market.

Choose reference data from EDI and you will benefit from:

• A global data vendor offering affordable pricing structure.
• Fully customized data set to precisely fit your requirements.
• Flexible enterprise data licence options, we sell data, we do not rent data.
• Services from a company whose on-going commitment is to provide quality reference data solutions.

Graph and download economic data for Secured Overnight Financing Rate: 99th Percentile (SOFR99) from 2018-04-03 to 2025-08-28 about financing, overnight, percentile, securities, rate, and USA.

Graph and download economic data for Bank Prime Loan Rate Changes: Historical Dates of Changes and Rates (PRIME) from 1955-08-04 to 2024-12-20 about prime, loans, interest rate, banks, interest, depository institutions, rate, and USA.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis (DGS2) from 1976-06-01 to 2025-08-28 about 2-year, maturity, Treasury, interest rate, interest, rate, and USA.

Libor Transition Service Market Outlook

As of 2023, the global market size for Libor Transition Services is estimated at approximately USD 1.5 billion, with an expected growth rate at a Compound Annual Growth Rate (CAGR) of 15% to reach around USD 4.3 billion by 2032. This impressive growth is driven by the imminent cessation of the London Interbank Offered Rate (Libor) and the subsequent need for financial institutions to transition to alternative reference rates, ensuring compliance and operational continuity.

The demand for Libor Transition Services is propelled by the regulatory mandate to transition from Libor to alternative reference rates such as SOFR, SONIA, and TONAR. Financial institutions are under significant pressure to adapt their operations and financial instruments to these new benchmarks, creating a surge in demand for consulting, implementation, and support services. This regulatory push is a primary growth driver, ensuring that organizations meet compliance deadlines and mitigate the risk of operational disruptions.

Technological advancements and the increasing use of artificial intelligence and machine learning in financial services are also significant growth factors. These technologies facilitate the efficient transition of financial contracts and systems from Libor to alternative rates, reducing the complexity and time required for the transition. The integration of advanced analytics and automated systems is expected to enhance the accuracy and speed of the transition process, further driving market growth.

Another critical growth factor is the heightened awareness of the financial and reputational risks associated with non-compliance. Financial institutions are increasingly recognizing the potential for significant penalties and damage to their reputation if they fail to transition in a timely and accurate manner. This awareness is driving increased investment in Libor Transition Services to ensure that all aspects of the transition are managed effectively and efficiently, minimizing risk and ensuring smooth operational continuity.

Regionally, North America and Europe are expected to dominate the Libor Transition Service market due to the high concentration of financial institutions and stringent regulatory frameworks in these regions. The Asia Pacific region is also expected to witness significant growth due to the increasing adoption of alternative reference rates and the modernization of financial infrastructure. Latin America and the Middle East & Africa regions, while growing at a slower pace, are also expected to contribute to the overall market expansion due to ongoing regulatory reforms and financial market developments.

Service Type Analysis

The Libor Transition Service market is segmented into Consulting, Implementation, and Support and Maintenance services. Consulting services are expected to dominate the market due to the complex nature of the transition process. These services include advisory on regulatory compliance, risk assessment, and strategic planning, helping financial institutions navigate the intricate landscape of Libor cessation. Consultants play a pivotal role in identifying the most suitable alternative reference rates for various financial instruments and ensuring that the transition strategy aligns with organizational goals and regulatory requirements.

Implementation services are critical for the practical execution of the transition plan. This segment involves the development and deployment of systems and processes that support the adoption of new reference rates. Implementation services include the modification of existing financial contracts, updating IT systems, and training staff on the new operational procedures. Given the technical and operational complexities involved, the demand for specialized implementation services is expected to grow significantly as the transition deadline approaches.

Support and Maintenance services ensure the smooth functioning of newly implemented systems and processes. This segment includes ongoing monitoring, troubleshooting, and upgrading of systems to handle the new reference rates effectively. As financial institutions transition from Libor, the need for continuous support and maintenance becomes crucial to address any post-transition challenges and ensure compliance with evolving regulatory standards. The importance of these services is underscored by the need for sustained operational efficiency and risk management.

Each of these service types plays a vital role in the successful tran

Graph and download economic data for Daily Sterling Overnight Index Average (SONIA) Rate (IUDSOIA) from 1997-01-02 to 2025-08-28 about Sterling, sonia, overnight, average, interest rate, interest, rate, and indexes.

The benchmark interest rate in Mexico was last recorded at 7.75 percent. This dataset provides - Mexico Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Build and customize zero coupon curves using a multi-curve framework and estimate forward rates for a wide range of indices using our pricing analytics APIs.

Graph and download economic data for 3-Year Swap Rate (DISCONTINUED) (WSWP3) from 2000-07-07 to 2016-10-28 about 3-year, swaps, interest rate, interest, rate, and USA.

Graph and download economic data for 10-Year Treasury Constant Maturity Minus Federal Funds Rate (T10YFF) from 1962-01-02 to 2025-08-28 about yield curve, spread, 10-year, maturity, Treasury, federal, interest rate, interest, rate, and USA.

Interbank Rate In the Euro Area increased to 2.06 percent on Friday August 29 from 2.05 in the previous day. This dataset provides - Euro Area Three Month nterbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.