Working Paper
Indicative Forward-Looking SOFR Term Rates
Abstract: This note presents indicative forward-looking term rates derived from end-of-day SOFR futures prices. The accompanying data file also includes compound averages of daily SOFR rates.
https://doi.org/10.17016/2380-7172.2347
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File(s): File format is text/html https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.htm
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2019-04-19
Number: 2019-04-19-1