USD SOFR Data
What is the current SOFR rate? – Example SOFR Swap Data
| Date | 1 Month | 3 Month | 6 Month | 1 Year | ||||
|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Bid | Ask | Bid | Ask | Bid | Ask | |
| 18th Apr 2025 | 4.3179 | 4.3379 | 4.2795 | 4.2995 | 4.1363 | 4.1563 | 3.8627 | 3.8827 |
| 17th Apr 2025 | 4.3092 | 4.3292 | 4.2682 | 4.2882 | 4.125 | 4.145 | 3.8637 | 3.8837 |
| 16th Apr 2025 | 4.3122 | 4.3322 | 4.2592 | 4.2792 | 4.1123 | 4.1323 | 3.8482 | 3.8682 |
| 15th Apr 2025 | 4.324 | 4.344 | 4.2712 | 4.2912 | 4.1343 | 4.1543 | 3.8884 | 3.9084 |
| 14th Apr 2025 | 4.3199 | 4.3399 | 4.266 | 4.286 | 4.1315 | 4.1515 | 3.9065 | 3.9265 |
| 11th Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 10th Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 9th Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 8th Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 7th Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 4th Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 3rd Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 2nd Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 1st Apr 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 31st Mar 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 28th Mar 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 27th Mar 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 26th Mar 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 25th Mar 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
| 24th Mar 2025 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 | 4.1234 |
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The TraditionData SOFR package is designed to meet the sophisticated users of professional users in financial markets.
Reliable
Leverage robust SOFR data to structure cash products with confidence, supported by rates designed to perform
consistently across diverse market conditions, including periods of low liquidity and negative rate environments.
Robust
Access rates grounded in actual transactions from a broad spectrum of market participants, ensuring they are
truly representative of market dynamics and resistant to potential manipulation.
Transparent
Our SOFR rates are derived through a transparent, methodologically sound calculation process that upholds the integrity of the yield curve, offering clarity and reliability for sophisticated financial applications.
SOFR Packages from TraditionData
Our in-house analytics team use Repo order and transaction data, sourced from our market-leading USD Repo
business in New York, to create a forward prediction of the SOFR fixing.
In addition to the use of USD Repo data, we take into account events such as end-of-month corporate tax days
where demand for cash increases, producing a more robust forward looking curve.
Tradition has dominated the Inter-Dealer Broker USD rates market since 2022 in terms of volume of trades. This
means you can count on our data to provide the most robust, comprehensive and accurate view of the USD
swaps.
The following 7 datasets are available for resale as part of the SOFR data package:
SOFR Data is available via direct feed from TraditionData, on Bloomberg under TIRS and through LSEG under
USDSROIS=TRDL.
Frequently Asked Questions
SOFR emerged as a key alternative reference rate in the financial services industry, now that the world has moved
away from the London Interbank Offered Rate (LIBOR). As an overnight rate, SOFR is based on transactions in the US dollar overnight repurchase agreement (repo) market, making it a highly reliable and transparent benchmark.
The transition from LIBOR to SOFR was completed on 30th June 2023. Read more on what SOFR is.
SOFR is calculated as the average of the overnight repo lending transactions secured by U.S. Treasury securities that are cleared through the Broad General Collateral Rate (BGCR) and reported by the New York Fed. The calculation is based on data submitted by various market participants, such as primary dealers and market makers, and is performed by the New York Federal Reserve Bank.
SOFR is published each business day at 8:00 a.m. Eastern Standard Time.
Data is derived directly from our leading desks located in New York, London and Tokyo.
Real-time, hourly and end-of day directly from TraditionData or via BBG (B-pipe and/or Data License (DL)) and LSEG (Real-time feed, DataScope Select (DSS) and/or Tick History).
Hourly Snaps: we snap the data 24hrs a day on the hour with some incremental snaps.
Yes, please contact us to request sample files.
Dependant on the currency and product, but in some cases we have 5+ years of historical data.
Data is provided in .csv format (comma separated values).
Get Started with SOFR Data Solution
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