Secured Overnight Financing Rate Data, Release Date: 2024-10-09 | ALFRED

Tools

Name
Secured Overnight Financing Rate Data

Link
https://www.newyorkfed.org/markets/reference-rates/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 2024-10-08 4.84

Secured Overnight Financing Volume Daily, Not Seasonally Adjusted, SOFRVOL
Units # of New/Revised Obs. Last Observation Billions of U.S. Dollars 1 2024-10-08 2166.0

Secured Overnight Financing Rate: 1st Percentile Daily, Not Seasonally Adjusted, SOFR1
Units # of New/Revised Obs. Last Observation Percent 1 2024-10-08 4.8

Secured Overnight Financing Rate: 99th Percentile Daily, Not Seasonally Adjusted, SOFR99
Units # of New/Revised Obs. Last Observation Percent 1 2024-10-08 4.94

Secured Overnight Financing Rate: 75th Percentile Daily, Not Seasonally Adjusted, SOFR75
Units # of New/Revised Obs. Last Observation Percent 1 2024-10-08 4.9

Secured Overnight Financing Rate: 25th Percentile Daily, Not Seasonally Adjusted, SOFR25
Units # of New/Revised Obs. Last Observation Percent 1 2024-10-08 4.83