Market Data

What is the current SOFR rate? We provide the latest overnight and average SOFR rates on this page. SOFR is a broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities. SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods.
RateLatestDateToday's Change1 Week Ago1 Month Ago
SOFR 0.0326-January-2021-0.03-0.04-0.05
30 - Day Average SOFR 0.0766727-January-2021-0.00167-0.00667-0.00567
90 - Day Average SOFR 0.0815627-January-2021-0.00056-0.00256-0.00345
180 - Day Average SOFR 0.0840727-January-2021-0.00039-0.00195-0.00495
SOFR Index 1.0420227-January-20210.000000.000010.00007

 

Market data is subject to the Federal Reserve Bank of New York’s terms of use. Creation of a term reference rate based on SOFR derivatives markets once liquidity has developed sufficiently to produce a robust rate is expected by 2021 H1.

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