5-year daily-updated forecasts of the secured overnight financing rate (SOFR), based off futures data.

View Term SOFR and Treasury forward curve charts or download the data in Excel to estimate the forecasting or underwriting of monthly floating rate debt.

19 авг. 2024 г. · Updated Daily. Last Update: 11/22/2024. The Forward Curve is the market's projection of SOFR based on SOFR Futures contracts.

You will find a chart and a table below with additional information about the development of the SOFR interest rates for each month in 2024. SOFR Chart 2024.

4 дня назад · The Market Probability Tracker estimates probability distributions implied by the prices of options from the Chicago Mercantile Exchange.

2 нояб. 2024 г. · A long range forecasts of the Secured Overnight Financing Rate SOFR and similar economic series are available by subscription.

50+ years of SOFR forward rates. 1M, 3M, 6M forward SOFR curve. Monthly, quarterly, and semi-annual frequencies to match your financial model.

10 июл. 2024 г. · In 2024, SOFR has generally been flat at 5.31 percent, towards the lower end of Fed's target range, except for days when financing pressures ...

Learn about SOFR futures and the underlying Secured Overnight Financing Rate (SOFR), including contract design, trading opportunities and more.

The SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods. The SOFR Index measures the cumulative impact of ...