SOFR Forward Curve & Rate Modeling | Live Daily

Solutions

Analytical Tools

Market Insight

Resources

Rates

The interest rate people. Expertise, strategy, market insight, and analytical tools exclusively for commercial real estate.

Forward Curve

Loading forward curve...

Loading chart...

Fed Funds Probabilities

No data available.

Floating

1-Month Term SOFR 30D Average SOFR (NYFED) FOMC Dot Plot

3-Month Term SOFR Daily SOFR Simple Average SOFR 1-Month ISDA SOFR 3-Month ISDA SOFR Prime 1-Month LIBOR 3-Month LIBOR Fed Funds

Fixed

5YR Treasury 7YR Treasury 10YR Treasury

3YR Treasury 2YR Treasury 1YR Treasury 6MO Treasury 3MO Treasury 1MO Treasury

Swaps

5YR SOFR Swap 7YR SOFR Swap 10YR SOFR Swap

3YR SOFR Swap 2YR SOFR Swap 1YR SOFR Swap 6MO SOFR Swap 3MO SOFR Swap 1MO SOFR Swap

Shocks

Parallel Shift Fed Projections (Dot Plot)