Throughout October the ‘Tradition predictive overnight repo‘ (TPOR) product closely tracked the NY Fed’s Secured Overnight Financing Rate (SOFR), with a correlation of 0.987.

The service also recorded five perfect matches on October 1, 14, 16, 23, and 26. The results highlight the data product’s consistency and reliability in predicting overnight repo market movements.

Learn more about TPOR here and visualise the product’s accuracy in October via the video below.

USD-SOFR Indicative rate service
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Tradition predictive overnight repo

A valuable insight during the trading day as to where SOFR will fix tomorrow.

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