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    • Indicative Forward-Looking SOFR Term Rates

    Metadata Updated: December 18, 2024

    This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR 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. Unlike LIBOR, which is reported daily for a variety of tenors ranging from overnight to one year, SOFR is an overnight rate, and hence adjustments will need to be made to contracts and systems designed to incorporate term rates.

    Access & Use Information

    Public: This dataset is intended for public access and use. License: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

    Downloads & Resources

    Dates

    Metadata Created Date December 18, 2024
    Metadata Updated Date December 18, 2024

    Metadata Source

    Harvested from Federal Reserve

    Other Data Resources

    Additional Metadata

    Resource Type Dataset
    Metadata Created Date December 18, 2024
    Metadata Updated Date December 18, 2024
    Publisher Board of Governors of the Federal Reserve System
    Maintainer
    Identifier FRBC0010
    Data Last Modified 2021-05-14
    Public Access Level public
    Bureau Code 920:00
    Schema Version https://project-open-data.cio.gov/v1.1/schema
    Harvest Object Id e725d385-151d-4f4c-acf4-f7a1b5cfd5f9
    Harvest Source Id ed4f9073-f069-4049-8ee0-17ff5c98cd46
    Harvest Source Title Federal Reserve
    Homepage URL https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.html
    Program Code 920:000
    Source Datajson Identifier True
    Source Hash 0dfdee2f8d8a79e9c2db99097b4d1dd1f2e3d746ae07a3148a022cc00c5af391
    Source Schema Version 1.1

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