Skip to content
All terms
SOFRTier 3 · Shadow Banking & Money Markets

Secured Overnight Financing Rate

A broad measure of the cost of borrowing cash overnight secured by US Treasury collateral, published each morning by the New York Fed and the main US replacement for LIBOR.

SOFR is calculated from actual transactions across the Treasury repo market — hundreds of billions of dollars a day — rather than from a panel of banks reporting where they think they could borrow. That is precisely the flaw in LIBOR that SOFR was designed to remove.

Because it is secured, SOFR carries almost no bank credit risk. It therefore behaves differently from LIBOR in a crisis: LIBOR spikes when banks are distrusted, while SOFR can spike when collateral or dealer balance sheet capacity is scarce.

Spikes are diagnostic. When SOFR prints well above the administered floor, it is usually telling you that reserves have become scarce or that dealers cannot expand their books — as in September 2019.

The mechanics

What it measures
Overnight cash borrowing collateralised by Treasuries, transaction-weighted.
Published by
The Federal Reserve Bank of New York, each business morning.
Reads against
IORB and the ON RRP rate — the administered floor it should sit near.

The common misreading

That SOFR is simply the new LIBOR. It is a secured rate with no term structure of its own, which is why term SOFR had to be constructed separately and why lending spreads had to be repriced rather than merely relabelled.

Primary sources

Post it yourself

Reading a definition is not the same as being able to work the mechanism. The playable teaser walks you through a real central bank operation, entry by entry.

Try the T-account demo