where can i find historical term sofr rates ?

Description

https://www.newyorkfed.org/markets/reference-rates/sofr-averages-and-index

https://www.newyorkfed.org/markets/reference-rates/sofr-averages-and-index
SOFR Averages and Index Data – Federal Reserve Bank of New York
Dec 1. Jan 5.28 5.3 5.32 5.34 5.36 5.38 30-day 90-day 180-day Index 4. Dec 11. Dec 18. Dec 25. Dec 1. Jan 1.108 1.11 1.112 1.114 1.116 1.118 SOFR Index Reference Rates Historical Data Search Note: Starting with the March 1, 2016 rate, the fields published for EFFR changed. Date Range*: to Type*: Overnight Rates Unsecured EFFR OBFR
Data
At the New York Fed, our mission is to make the U.S. economy stronger and the financial system more stable for all segments of society. We do this by executing monetary policy, providing financial services, supervising banks and conducting research and providing expertise on issues that impact the nation and communities we serve.

https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr.html

https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr.html
Term SOFR – CME Group
3 nov. 2023Transparent Capitalize on rates that are determined using a transparent calculation methodology designed to ensure yield curve integrity. USED BY OVER 2,870 FIRMS GLOBALLY, CME TERM SOFR IS THE PREFERRED CHOICE FOR USD LOANS QUOTED IN 1, 3, 6 AND 12 MONTH TENORS. READ PAPER CME Values

https://fred.stlouisfed.org / series / SOFR

https://fred.stlouisfed.org / series / SOFR
Secured Overnight Financing Rate (SOFR) | FRED | St. Louis Fed
Federal Reserve Bank of New York, Secured Overnight Financing Rate [SOFR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR, January 4, 2024. RELEASE TABLES Secured Overnight Financing Rate Data Secured Overnight Financing Rate RELATED DATA AND CONTENT Data Suggestions Based On Your Search

https://www.chathamfinancial.com/technology/us-forward-curves

https://www.chathamfinancial.com/technology/us-forward-curves
Term SOFR, Fallback Rate (SOFR), and Treasury… | Chatham Financial
Il y a 1 jourThe 1-month Fallback Rate (SOFR) forward curve represents market-implied future settings for 1-month Fallback Rate (SOFR), an index rate prescribed to be used in legacy floating-rate contracts by the Adjustable Interest Rate (LIBOR) Act.

https://www.sofrrate.com

https://www.sofrrate.com
Secured Overnight Financing Rate (SOFR) Updates
SOFR is published by the New York Federal Reserve every business day for the previous business day, the latest is: 5.38% on December 29, 2023 Share on X This was based on $1.7 Trillion of repo transactions where 98% of them used rates between 5.30% and 5.68%.

https://www.newyorkfed.org/markets/reference-rates/sofr

https://www.newyorkfed.org/markets/reference-rates/sofr
Secured Overnight Financing Rate – Federal Reserve Bank of New York
Dec 22. Dec 18. Nov 22. Nov 2. Dec 5.28 5.4 5.22 5.34 5.46 0 1200 2400 600 1800 1m 3m 1y All From Nov 17, 2023 To Dec 22, 2023 SOFR Volume Reference Rates Historical Data Search Note: Starting with the March 1, 2016 rate, the fields published for EFFR changed. Date Range*: to Type*: Overnight Unsecured EFFR OBFR Secured TGCR BGCR

https://www.cmegroup.com/articles/faqs/cme-term-sofr-reference-rates.html

https://www.cmegroup.com/articles/faqs/cme-term-sofr-reference-rates.html
CME Term SOFR Reference Rates ‒ Frequently Asked Questions
1. What is CME Term SOFR? The CME Term SOFR Reference Rates benchmark is a daily set of forward-looking interest rate estimates, calculated and published for 1-month, 3-month, 6-month and 12-month tenors. CME Term SOFR Reference Rates are: Endorsed by the ARRC Designed to adhere to the IOSCO Principles for Financial Benchmarks

https://fred.stlouisfed.org/graph/?g=Boa8

https://fred.stlouisfed.org/graph/?g=Boa8
SOFR Index | FRED | St. Louis Fed
Tools NOTES SOFR Index (SOFRINDEX) Source: Federal Reserve Bank of New York Release: SOFR Averages and Index Data Units: Index Apr 2, 2018 = 1, Not Seasonally Adjusted Frequency: Daily

https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.html

https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.html
The Fed – Indicative Forward-Looking SOFR Term Rates
In 2017 the Alternative Reference Rate Committee (ARRC), a group of private-sector financial market participants convened by the Federal Reserve with support from other U.S. financial regulators, selected the Secured Overnight Financing Rate (SOFR) as the recommended replacement for U.S. dollar LIBOR.

https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr-fact-sheet.html

https://www.cmegroup.com/market-data/cme-group-benchmark-administration/term-sofr-fact-sheet.html
Term SOFR – CME Group
CME Term SOFR Daily Return Indices are designed to represent the daily compounded return for each Term SOFR Tenor. The CME Term SOFR Daily Total Return Indices are calculated and published for 1-month, 3-month, 6-month and 12-month Term SOFR Rates. The Indices are calculated and administered by Group Benchmark Administration Limited and are … lesoutrali bot