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SOFR HV 64d

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daily
%
UTC+3
Previous value
on 10/08/2026
from
to
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Index description

Interest Rate Historical volatility based on Trading Days

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(169725, date)

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Quotes by Market Participants

List of securities for index calculation

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Subgroup indices

Index Current value Date
SOFR HV 23d 8.99805 % 11/08/2026
SOFR HV 43d 11.19355 % 11/08/2026
SOFR HV 64d 11.08337 % 11/08/2026
SOFR HV 129d 10.53816 % 11/08/2026
SOFR HV 252d 18.01092 % 11/08/2026
SOFR HV 500d 17.40399 % 11/08/2026

The composition of the index list

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