Secure Overnight Financing Rate, or SOFR, is based on the interest rate at which investors provide overnight loans to banks. The New York Fed publishes a calculation based on overnight loans that are secured by investor bonds.

DATE
CME TERM SOFR (%)
SOFR*
SOFR AVERAGES*
1 MONTH
3 MONTH
6 MONTH
12 MONTH
OVERNIGHT
INDEX
30-DAY AVG (%)
90-DAY AVG (%)
180-DAY AVG (%)
27 Feb 20234.674.915.165.331.074.524.313.71
24 Feb 20234.624.895.135.294.551.074.494.283.67
23 Feb 20234.604.875.115.274.551.074.484.273.66
22 Feb 20234.574.855.105.264.551.074.484.263.64
21 Feb 20234.564.835.075.224.551.074.474.263.63