Secured Overnight Financing Rate: 25th Percentile

SOFR25 • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

4.33

Year-over-Year Change

0.93%

Date Range

10/6/2021 - 8/5/2025

Summary

The Secured Overnight Financing Rate (SOFR) 25th Percentile represents the lower quartile of short-term borrowing costs in the U.S. financial markets. This metric provides critical insight into funding conditions and potential stress in the overnight lending market.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

The 25th percentile of SOFR indicates the lower range of overnight lending rates, reflecting the borrowing costs for financial institutions with less favorable credit conditions. Economists use this metric to assess market liquidity, credit risk, and potential financial system stress.

Methodology

The rate is calculated by the Federal Reserve Bank of New York using transaction data from tri-party repo markets, cleared derivatives, and bilateral repo transactions.

Historical Context

This indicator is crucial for monetary policy analysis, helping the Federal Reserve understand short-term lending dynamics and potential economic pressures.

Key Facts

  • Represents the lower quartile of overnight borrowing rates
  • Calculated using actual market transaction data
  • Provides insight into financial market stress and liquidity

FAQs

Q: What does the 25th percentile of SOFR indicate?

A: It shows the lower range of overnight lending rates, representing borrowing costs for institutions with less favorable credit conditions.

Q: How is SOFR different from LIBOR?

A: SOFR is based on actual transactions, while LIBOR was based on bank submissions, making SOFR more transparent and reliable.

Q: How often is SOFR25 updated?

A: The rate is calculated daily, reflecting the most recent overnight lending market conditions.

Q: Why do policymakers care about SOFR25?

A: It helps assess market liquidity, potential financial stress, and informs monetary policy decisions.

Q: What are the limitations of SOFR25?

A: It represents a specific percentile and may not capture the entire market's lending dynamics, requiring complementary analysis.

Similar SOFR Trends

Citation

U.S. Federal Reserve, Secured Overnight Financing Rate: 25th Percentile [SOFR25], retrieved from FRED.

Last Checked: 8/1/2025