This is no longer the most up to date version of the dataset.
View the latest hereDOI:
10.82551/fp7f-pr18
7 Chord SOFR Rates
Description
Daily Secured Overnight Financing Rate (SOFR) benchmarks — the transaction-based successor to U.S. dollar LIBOR — including the overnight rate and forward-looking term rates. The dataset supports research on secured funding conditions, Treasury repo market liquidity, benchmark transition, and monetary policy transmission, and serves as the standard U.S. dollar risk-free reference for pricing floating-rate instruments and constructing discount curves.
Published:
September 10, 2026
Created by:
7 Chord
Citation
7 Chord. (2026). SOFR Rates [Dataset]. Dewey Data. https://doi.org/10.82551/FP7F-PR18
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