Term SOFR Histroical Rates?
Is there a website or database that can show me historical term SOFR Rates?
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Just type that into Google should get a few options to look at.
I've tried and haven't found any to have term SOFR.
Just use the fed-funds rate
https://www.global-rates.com/en/interest-rates/sofr/sofr.aspx
Check this web site.
https://www.newyorkfed.org/markets/reference-rates/sofr-averages-and-in…
ITT - a lot of people thinking 30-day SOFR of NY Fed SOFR = Term SOFR.
You can access historic data on CME Group's website - you will just need to jump through some hoops & make an account.
https://www.cmegroup.com/market-data/cme-group-benchmark-administration…
Thank you. I used your link and went to the historical chart at the bottom and was able to line the days up.
Glad I could help.
Term is just a 30-day forward looking average. In today's rising rate environment, it will hypothetically be NY Fed SOFR + expected Fed Funds interest rate movement within the upcoming 30-day window (I think...)
pensford
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