PENSFORD: A SOFR INDUSTRY LEADER
Term | Last | Change |
Overnight SOFR | — | — |
30D Compounded SOFR | — | — |
1M ISDA SOFR | — | — |
CME 1M Term SOFR | — | — |
SOFR CALCULATORS
Cap Pricer Calculator
Quickly ballpark various scenarios and analyze the anticipated protection and month-by-month cost breakdown by pricing both LIBOR and SOFR hedges out to 7 years and up to a 4.00% strike.
DownloadSOFR Forward Curve Calculator
Run analysis using current market data for LIBOR, SOFR, and Prime, with the ability to shock the curves higher and lower.
DownloadIndex Comparison Calculator
Simultaneously compare your projected interest between up to three different indices including various SOFRs and BSBY using real market data. This tool is great for comparing term sheets where lenders are offering financings based on multiple indices.
DownloadPENSFORD SOFR RESOURCES
HELPFUL LINKS
SOFR Resources
Check out all of our SOFR resources, including frequently asked questions, the different rates, agency SOFR caps, and more.
Cap Services
Interest rate caps are one of the most efficient ways to hedge against an increase in LIBOR and are most commonly used to hedge short term financings.
New York Fed SOFR Data
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.
New York Fed SOFR Averages and Index Data
As an extension of the Secured Overnight Financing Rate (SOFR), the SOFR Averages are compounded averages of the SOFR over rolling 30-, 90-, and 180-calendar day periods.
CME Term SOFR Reference Rates
CME Term SOFR Reference Rates provide an indicative, forward-looking measurement of SOFR rates, based on market expectations implied from leading derivatives markets.
New York Fed ARRC SOFR Transition
This transition is essential to a more sound and resilient financial system and requires a significant, coordinated effort.
Bloomberg IBOR Fallback Rate Adjustments Rule Book
Inter-bank Offered Rates (“IBORs”), a series of interest rate benchmarks, are undergoing a period of change as regulators and industry groups have recommended that firms transition away from the London Inter-bank Offered Rate (“LIBOR”) and other IBORs and prepare to replace them with alternative, overnight Risk Free Rates (“RFRs”).
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