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Free SOFR Forecast

Forecast of SOFR Secured Overnight Financing Rate

SOFR Forecast Values

Percent. End of Month

MonthDateForecast ValueAvg Error
0Aug 20222.29±0.00
1Sep 20223.01±0.08
2Oct 20223.00±0.094
3Nov 20223.75±0.10
4Dec 20224.25±0.11
5Jan 20234.75±0.11
6Feb 20234.75±0.12
7Mar 20234.75±0.12
8Apr 20234.75±0.12
Modified: September 23, 2022

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