Statement Regarding Updated Historical Data for the SOFR Averages and Index

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Operating Policy

Statement Regarding Updated Historical Data for the SOFR Averages and Index

March 6, 2020

The New York Fed has previously released indicative historical data for the SOFR averages and index covering the period from April 2018 into October 2019. Today, the time series for these rates have been extended through the end of February 2020, which fills the gap between the indicative historical data and the launch of the official SOFR averages and index on March 2, 2020.

Download daily historical indicative SOFR averages and indicative index values (April 2018 – February 2020)

Please see the SOFR Averages and Index page for daily publication information or Additional Information about the Treasury Repo Reference Rates.

Use of the SOFR Averages and Index data is subject to important disclaimers, limitations and indemnification obligations. See the Terms of Use.

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