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27/08/2025

USD SOFR Data

TraditionData’s SOFR package provides the most robust, comprehensive and accurate view of the USD SOFR OIS markets. Our data covers daily rates and historical data for the Secured Overnight Financing Rate.
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Current Rate Features & Benefits Packages FAQ Case Study Contact

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
26th Aug 2025 4.3077 4.3277 4.1967 4.2167 4.0407 4.0607 3.7917 3.8117
26th Aug 2025 4.303 4.323 4.1857 4.2057 4.0333 4.0533 3.7859 3.8059
22nd Aug 2025 4.3205 4.3405 4.218 4.238 4.079 4.099 3.8593 3.8793
21st Aug 2025 4.3151 4.3351 4.1976 4.2176 4.0507 4.0707 3.8213 3.8413
19th Aug 2025 4.3297 4.3497 4.2024 4.2224 4.0526 4.0726 3.8361 3.8561
18th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
15th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
14th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
13th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
12th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
11th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
8th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
7th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
6th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
5th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
4th Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
1st Aug 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
31st Jul 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
30th Jul 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234
29th Jul 2025 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234 4.1234

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Key Features & Benefits

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.

Packages

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:

Dataset Description
Tenors
USD OIS SOFR (24hr curve)
O/N – 60Y
USD OIS SOFR vs Fed Fund
1Y – 50Y
USD Spread SOFR vs FOMC Dates
1st FOMC Meeting – 12th FOMC Meeting
USD OIS SOFR Treasury Spreads
2Y – 30Y
USD Spread SOFR Futures Unchanged
6M, 1Y, 2Y Curves
USD OIS SOFR Single Period Swaps
1M, 3M, 6M 12M Curves
USD OIS SOFR Butterfly Spreads
39 Prices

SOFR Data is available via direct feed from TraditionData, on Bloomberg under TIRS and through LSEG under
USDSROIS=TRDL.

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.
Ian Sams, Global Head of Product
Unlock the power of SOFR Data
Request Sample Data
FAQ

Frequently Asked Questions

What is SOFR?

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.

How is SOFR calculated?

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.

What is the source of the SOFR data?

Data is derived directly from our leading desks located in New York, London and Tokyo.

How can the SOFR data be delivered?

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).

How many snap files are available per day?

Hourly Snaps: we snap the data 24hrs a day on the hour with some incremental snaps.

Are sample files available?

Yes, please contact us to request sample files.

How far back to you have historic SOFR data?

Dependant on the currency and product, but in some cases we have 5+ years of historical data.

What is the file format of the historical data?

Data is provided in .csv format (comma separated values).

Discover why our SOFR data was the perfect solution for Copenhagen Business School
Read case study

Get Started with SOFR Data Solution

Ready to enhance your trading and risk management strategies? Request sample data, subscribe to our services, or contact us for more information.

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