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SOFR Averages and Index Data


Name Release Dates
2021-02-24 2021-05-13
 
Link    
2021-02-24 2021-05-13
 
Source    
2021-02-24 2021-05-13
 
Notes    
2021-02-24 2021-05-13

4 Series Revisions

Daily, Not Seasonally Adjusted, SOFR30DAYAVG
Units Release Dates Observation Period
Percent 2021-02-24 to 2021-05-13 2018-05-02 to 2021-05-13
 
Daily, Not Seasonally Adjusted, SOFRINDEX
Units Release Dates Observation Period
Index Apr 2, 2018 = 1 2021-02-24 to 2021-05-13 2018-04-02 to 2021-05-13
 
Daily, Not Seasonally Adjusted, SOFR90DAYAVG
Units Release Dates Observation Period
Percent 2021-02-24 to 2021-05-13 2018-07-02 to 2021-05-13
 
Daily, Not Seasonally Adjusted, SOFR180DAYAVG
Units Release Dates Observation Period
Percent 2021-02-24 to 2021-05-13 2018-10-01 to 2021-05-13
 

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