Indicative Forward-Looking SOFR Term Rates

This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In 2017 the Alternative Reference Rate Committee (ARRC), a group of private-sector financial market participants convened by the Federal Reserve with support from other U.S. financial regulators, selected the Secured Overnight Financing Rate (SOFR) as the recommended replacement for U.S. dollar LIBOR. Unlike LIBOR, which is reported daily for a variety of tenors ranging from overnight to one year, SOFR is an overnight rate, and hence adjustments will need to be made to contracts and systems designed to incorporate term rates.

Data and Resources

This dataset has no data

Field Value
accessLevel public
bureauCode {920:00}
catalog_conformsTo https://project-open-data.cio.gov/v1.1/schema
identifier FRBC0010
landingPage https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.html
modified 2021-05-14
programCode {920:000}
publisher Board of Governors of the Federal Reserve System
resource-type Dataset
source_datajson_identifier true
source_hash 0dfdee2f8d8a79e9c2db99097b4d1dd1f2e3d746ae07a3148a022cc00c5af391
source_schema_version 1.1
Groups
  • AmeriGEOSS
  • National Provider
  • North America
Tags
  • AmeriGEO
  • AmeriGEOSS
  • CKAN
  • GEO
  • GEOSS
  • National
  • North America
  • United States
  • data-resource
  • financial-economics
  • frs-research-data
  • interest-rates
  • macroeconomic-activity
isopen False
license_id notspecified
license_title License not specified
maintainer Board of Governors of the Federal Reserve System
maintainer_email ogda-data@frb.gov
metadata_created 2025-09-25T00:52:02.928773
metadata_modified 2025-09-25T00:52:02.928782
notes This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In 2017 the Alternative Reference Rate Committee (ARRC), a group of private-sector financial market participants convened by the Federal Reserve with support from other U.S. financial regulators, selected the Secured Overnight Financing Rate (SOFR) as the recommended replacement for U.S. dollar LIBOR. Unlike LIBOR, which is reported daily for a variety of tenors ranging from overnight to one year, SOFR is an overnight rate, and hence adjustments will need to be made to contracts and systems designed to incorporate term rates.
num_resources 0
num_tags 13
title Indicative Forward-Looking SOFR Term Rates