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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 Alternative Reverence Rates Committee (ARRC) of the Federal Reserve.

It is published by the New York Fed at approximately 8am local time.

3 April 2018 was the first time SOFR was published.

It is calculated based on actual transactions and is a volume-weighted median.

SOFR is the benchmark risk-free USD rate that superseded USD LIBOR.

See also

Other resources