SOFR

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Revision as of 10:43, 4 February 2018 by imported>Doug Williamson (Create page. Source: Slaughter and May guidance note Jan 2018.)
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US interest rate benchmarks.

SOFR is the Secured Overnight Financing Rate.

This is a broad treasuries repo financing rate, recommended as a benchmark by the ARRC of the Federal Reserve.


See also


Other links

2021: A Benchmark Odyssey, Practical Guidance for Treasurers on interest rate benchmarks, Slaughter and May