United States Secured Overnight Financing Rate (SOFR)

United States Secured Overnight Financing Rate (SOFR) was at 0.05 percent on Friday December 24. Secured Overnight Financing Rate in the United States averaged 0.80 percent from 2014 until 2021, reaching an all time high of 5.25 percent in September of 2019 and a record low of 0 percent in September of 2014. The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR is calculated as a volume-weighted median of transaction-level tri-party repo data collected from the Bank of New York Mellon as well as GCF Repo transaction data and data on bilateral Treasury repo transactions cleared through FICC’s DVP service, which are obtained from DTCC Solutions LLC, an affiliate of the Depository Trust & Clearing Corporation. This page includes a chart with historical data for the United States Secured Overnight Financing Rate.


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