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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.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(71211, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| SOFR |
|
10/08/2026 |
| SOFR 12M |
|
11/08/2026 |
| SOFR 180-DAY AVERAGE |
|
11/08/2026 |
| SOFR 1M |
|
11/08/2026 |
| SOFR 30-DAY AVERAGE |
|
11/08/2026 |
| SOFR 3M |
|
11/08/2026 |
| SOFR 6M |
|
11/08/2026 |
| SOFR 90-DAY AVERAGE |
|
11/08/2026 |
| SOFR Index |
|
11/08/2026 |
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