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.
Rate Latest Date Today's Change 1 Week Ago 1 Month Ago
SOFR 0.05 30-July-2021 0.00 0.00 0.00
30 - Day Average SOFR 0.05000 02-August-2021 0.00000 0.00000 0.02000
90 - Day Average SOFR 0.03045 02-August-2021 0.00134 0.00312 0.01378
180 - Day Average SOFR 0.02456 02-August-2021 -0.00027 -0.00022 -0.00361
SOFR Index 1.04216 02-August-2021 0.00000 0.00001 0.00005

 

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We support, in the longer run, a menu that includes dynamic credit spread add-ons to SOFR, such as the Across-the-Curve Credit index (AXI)

Market data on this page is subject to the Federal Reserve Bank of New York’s terms of use. Creation of a recommended term reference rate based on SOFR derivatives is anticipated once the Alternative Reference Rates Committee’s (ARRC) market indicators have been satisfied. The ARRC has released a Guide to Published SOFR Averages.

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