Home Products USD – SOFR Data

14/05/2025

USD SOFR Data

Name: USD – SOFR Market Data
Creator: TraditionData
Published: 2024-11-19
License: https://www.traditiondata.com/terms-conditions/

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.

Get SOFR Data

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
Date	Bid	Ask	Bid	Ask	Bid	Ask	Bid	Ask
14th May 2025	4.317	4.337	4.3137	4.3337	4.2517	4.2717	4.0592	4.0792
13th May 2025	4.3202	4.3402	4.3169	4.3369	4.2466	4.2666	4.0403	4.0603
12th May 2025	4.3153	4.3353	4.314	4.334	4.2382	4.2582	4.0398	4.0598
8th May 2025	4.3166	4.3366	4.2966	4.3166	4.1839	4.2039	3.9148	3.9348
7th May 2025	4.3191	4.3391	4.2906	4.3106	4.1716	4.1916	3.9045	3.9245
6th May 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
5th May 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
2nd May 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
30th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
29th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
28th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
25th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
24th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
23rd Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
23rd Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
18th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
17th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
16th Apr 2025	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234	4.1234
15th Apr 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:

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

FAQ

Frequently Asked Questions

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.

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.

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

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).

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

Yes, please contact us to request sample files.

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

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

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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+1 212 978 1950

DataSalesAmericas@tradition.com

Asia Pacific:

+65 6533 7976

DataSalesAsia@tradition.com

Europe, Middle East & Africa:

+44 (0)20 7198 5959

DataSalesEMEA@tradition.com

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