Release: SOFR Averages and Index Data
Link: https://alfred.stlouisfed.org/release?rid=483

ALFRED (ArchivaL Federal Reserve Economic Data)
Economic Research Division
Federal Reserve Bank of St. Louis

File Created: 2024-12-04 2:26 AM CST

                                                                               Release Dates      
Name                                                                        Start         End     
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SOFR Averages and Index Data                                              2021-02-24   2024-12-03 

Link
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https://apps.newyorkfed.org/markets/autorates/sofr-avg-ind                2021-02-24   2024-12-03 

Source
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Federal Reserve Bank of New York                                          2021-02-24   2024-12-03 

Notes
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As an extension of the Secured Overnight Financing Rate (SOFR), the       2021-02-24   2024-12-03 
SOFR Averages are compounded averages of the SOFR over rolling 30-,   
90-, and 180-calendar day periods.                                    
                                                                      
The SOFR Index measures the cumulative impact of compounding the SOFR 
on a unit of investment over time, with the initial value set to 1 on 
April 2, 2018, the first value date of the SOFR. The SOFR Index value 
reflects the effect of compounding the SOFR each business day and     
allows the calculation of compounded SOFR averages over custom time   
periods.                                                              


Release Dates Notes:

Release dates are determined by the following process:

When available, the actual release date as provided by the source is
entered into the ALFRED database.  If a release date is not available
from the source, the release date given by our data providers is used.
 If a release date cannot be determined either from the source or from
our data providers, the date that the series was first available in
the St. Louis Fed's FRED database is used.

The release date list contains the dates when any series from this
release was revised.  Note that all series from a release do not
necessarily revise on every release date.

Release Dates:

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