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GlossarySSecured Overnight Financing Rate (SOFR)

Secured Overnight Financing Rate (SOFR)

A benchmark rate measuring the cost of borrowing cash overnight collateralized by U.S. Treasury securities in the repurchase agreement market.

What is Secured Overnight Financing Rate (SOFR)?

Published daily by the New York Fed since 2018, SOFR is a volume-weighted median of repo transactions, averaging $1.8 trillion daily volume in 2025. It replaced LIBOR in 2023 for new contracts, with the rate at 4.83% on October 2, 2025. SOFR includes tri-party, GCF, and bilateral repos, excluding unsecured lending.

It’s used in $200 trillion of financial products, including derivatives (e.g., SOFR futures traded 1.2 billion contracts in 2024 on CME) and loans. Term SOFR rates for 1-month (4.72%) and 3-month (4.55%) are forward-looking, calculated by CME. During March 2020 stress, SOFR spiked to 5.25% before Fed intervention.

In 2025, SOFR underpins 95% of new floating-rate debt, with a fixed spread of 11.448 bps added for LIBOR transitions.

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