Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2025-12-01 about financing, overnight, securities, rate, and USA.

View market daily updates and historical trends for Secured Overnight Financing Rate. from United States. Source: Federal Reserve Bank of New York. Track …

Daily SOFR rates and historical averages published by the New York Federal Reserve

This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In 2017 the Alternative Reference Rate Committee (ARRC), a group of private-sector financial market participants convened by the Federal Reserve with support from other U.S. financial regulators, selected the Secured Overnight Financing Rate (SOFR) as the recommended replacement for U.S. dollar LIBOR. Unlike LIBOR, which is reported daily for a variety of tenors ranging from overnight to one year, SOFR is an overnight rate, and hence adjustments will need to be made to contracts and systems designed to incorporate term rates.

Secured Overnight Financing Rate in the United States remained unchanged at 4.12 percent on Monday December 1. 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 2025-12-02 about 1-month, financing, overnight, average, securities, and USA.

Graph and download economic data for 180-Day Average SOFR (SOFR180DAYAVG) from 2018-10-01 to 2025-12-02 about 6-month, financing, overnight, 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 90-Day Average SOFR (SOFR90DAYAVG) from 2018-07-02 to 2025-12-02 about financing, overnight, 3-month, average, securities, and USA.

Graph and download economic data for SOFR Index (SOFRINDEX) from 2018-04-02 to 2025-12-02 about financing, overnight, securities, indexes, and USA.

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.

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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 2025-12-01 about 2-year, maturity, Treasury, 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 2025-11-28 about yield curve, spread, 10-year, maturity, Treasury, federal, interest rate, interest, rate, and USA.

View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.