Federal Reserve Economic Data

90-Day Average SOFR (SOFR90DAYAVG)

Observation:

2024-11-05: 5.10953 (+ more)   Updated: Nov 5, 2024 7:01 AM CST
2024-11-05:  5.10953  
2024-11-04:  5.11527  
2024-11-01:  5.13149  
2024-10-31:  5.13653  
2024-10-30:  5.14261  
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Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

NOTES

Source: Federal Reserve Bank of New York  

Release: SOFR Averages and Index Data  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

As an extension of the Secured Overnight Financing Rate (SOFR), the 90-day SOFR Average is the compounded average of the SOFR over a rolling 90-day period.

For more information on the production of the SOFR Averages and Index—including the calculation methodology, treatment of non-business days, and value dates—please read the additional documentation about the Treasury Repo Reference Rates.

Suggested Citation:

Federal Reserve Bank of New York, 90-Day Average SOFR [SOFR90DAYAVG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR90DAYAVG, .

RELEASE TABLES

SOFR Averages and Index Data

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