Secured Overnight Financing Rate

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US interest rate benchmarks.


SOFR is a broad treasuries repo financing rate.

SOFR is the new benchmark USD rate (alternatively known as risk-free rate) and the ARRC is working with the industry to transition to SOFR from LIBOR by 30 June 2023.

See also

Other link

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