Get SOFR rate history
Returns daily SOFR rates published by the New York Fed from 2023 onwards, including the compounded SOFR index and 30/90/180-day compounded averages. The rate can be null for the latest date because the index is published one business day ahead of the rate. Supports filtering by date range (whole days, inclusive).
Query Parameters
Date input (ISO 8601 string or epoch in ms)
"2024-01-01T00:00:00.000Z"
Date input (ISO 8601 string or epoch in ms)
"2024-01-01T00:00:00.000Z"
Response
OK
Effective date of the rate (as published by the New York Fed)
"2024-01-10"
Daily SOFR rate in percent, null when not yet published for the date
"1234.56789"
SOFR compounded index
"1234.56789"
30-day compounded average SOFR in percent
"1234.56789"
90-day compounded average SOFR in percent
"1234.56789"
180-day compounded average SOFR in percent
"1234.56789"