Secured Overnight Financing Rate: 99th Percentile

SOFR99other indicatorsFree tier

Series IDSOFR99
UnitsPercent
FrequencyDaily
Categoryother indicators
Latest observation2026-10-22
HistoryPoint-in-time: every value as first published plus each revision, so backtests see only what was known on the day

Latest reading

The latest Secured Overnight Financing Rate: 99th Percentile observation, for 2026-10-22, is 3.98 Percent, up from 3.96 for 2026-10-21. It has not been revised since it was first published. 0.0% of observations in this history were revised after first release.

Latest observation2026-10-22
Latest value3.98 Percent
Previous3.96 (2026-10-21)
Change0.02 (+0.5%)
First published value3.98
Last release2026-10-23
Vintages stored1,888
Observations2,135

Get it in Python

import finzdata as yf
df = yf.Client().macro("SOFR99")
df.tail()

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