SOFR 90-DAY AVERAGE

Name: SOFR 90-DAY AVERAGE
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

FIND, SAVE & TRACK INVESTMENTS WITH CBONDS WATCHLIST

With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!

Watchlist

You need to request access

daily

UTC+3

Previous value

on 12/08/2026

from

ADD-IN
Cbonds add-in API
bond data api

Data for this index is not available for download

Authorization required

You need to request access

New to Cbonds? · Take a 90-second tour of the platform.

Discover what you can do with Cbonds

Everything you need for fixed income research and monitoring.

00:23 Coverage
00:40 Bond screener
00:54 Parameters
01:10 Watchlist, Mobile app
01:15 Excel Add-in

Unlock data Watch full tour

Index description

As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods. The SOFR Index measures the cumulative impact of compounding the SOFR on a unit of investment over time, with the initial value set to 1.00000000 on April 2, 2018, the first value date of the SOFR. The SOFR Index value reflects the effect of compounding the SOFR each business day and allows the calculation of compounded SOFR averages over custom time periods.

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(71209, date)

Cbonds add-in

Quotes by Market Participants

List of securities for index calculation

Export to Excel

Subgroup indices

Index	Current value	Date
SOFR	*** %	12/08/2026
SOFR 12M	*** %	13/08/2026
SOFR 180-DAY AVERAGE	*** %	13/08/2026
SOFR 1M	*** %	13/08/2026
SOFR 30-DAY AVERAGE	*** %	13/08/2026
SOFR 3M	*** %	13/08/2026
SOFR 6M	*** %	13/08/2026
SOFR 90-DAY AVERAGE	*** %	13/08/2026
SOFR Index	***	13/08/2026

The composition of the index list

The data is available via upload

Export to Excel

Get access to the largest financial database

Try in 7-days Demo access

Free for company representative

Evaluate advanced analytical tools
Get full online access to the database
Try our powerful bond screener
Track bond prices from 400+ sources

Get access to the largest financial database

Representative of the company 7 days FREE trial

Professional access to the data

Private investor

Individual access