Download Release Dates for Release: SOFR Averages and Index Data
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| SOFR Averages and Index Data | 2021-02-24 | 2024-12-03 |
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| https://apps.newyorkfed.org/markets/autorates/sofr-avg-ind | 2021-02-24 | 2024-12-03 |
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| Federal Reserve Bank of New York | 2021-02-24 | 2024-12-03 |
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As an extension of the Secured Overnight Financing Rate (SOFR), the 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. |
2021-02-24 | 2024-12-03 |
| File Name | Format |
| release_dates_483.xls | Excel |
| release_dates_483.txt | Text |
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.
