Sofr comes down from all-time highs

The Secured Overnight Financing Rate (Sofr), the chosen alternative to dollar Libor rates, has shown more volatility, spiking to an all-time high toward the end of last week before moving back down this week.

  • By Alexander Saeedy
  • 11 Dec 2018
Average Sofr rates have ranged up and down between 2.23% and 2.34% through the five days they have been measured thus far in December, reflecting recent premium spikes in the overnight Treasury repo market. The latter rate is the highest recorded average since the Fed began to formally ...

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2 Barclays 633 1 14.82
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4 Citi 467 1 10.94
5 Morgan Stanley 455 1 10.66

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