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Free SOFR Forecast

Forecast of SOFR Secured Overnight Financing Rate

SOFR Forecast Values

Percent. End of Month

MonthDateForecast ValueAvg Error
0Sep 20222.98±0.00
1Oct 20223.06±0.08
2Nov 20223.75±0.094
3Dec 20224.23±0.10
4Jan 20234.81±0.11
5Feb 20234.81±0.11
6Mar 20234.81±0.12
7Apr 20234.81±0.12
8May 20234.81±0.12
Modified: October 04, 2022

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