Secured Overnight Financing Rate Data, Release Date: 2020-11-16

Name
Secured Overnight Financing Rate Data

Link
https://apps.newyorkfed.org/markets/autorates/sofr

Source
Federal Reserve Bank of New York

6 Series Revisions

Secured Overnight Financing Rate Daily, Not Seasonally Adjusted, SOFR
Units # of New/Revised Obs. Last Observation Percent 1 2020-11-13 0.09

Secured Overnight Financing Volume Daily, Not Seasonally Adjusted, SOFRVOL
Units # of New/Revised Obs. Last Observation Billions of U.S. Dollars 1 2020-11-13 904.0

Secured Overnight Financing Rate: 1st Percentile Daily, Not Seasonally Adjusted, SOFR1
Units # of New/Revised Obs. Last Observation Percent 1 2020-11-13 0.06

Secured Overnight Financing Rate: 99th Percentile Daily, Not Seasonally Adjusted, SOFR99
Units # of New/Revised Obs. Last Observation Percent 1 2020-11-13 0.17

Secured Overnight Financing Rate: 75th Percentile Daily, Not Seasonally Adjusted, SOFR75
Units # of New/Revised Obs. Last Observation Percent 1 2020-11-13 0.11

Secured Overnight Financing Rate: 25th Percentile Daily, Not Seasonally Adjusted, SOFR25
Units # of New/Revised Obs. Last Observation Percent 1 2020-11-13 0.07

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