Secured Overnight Financing Rate (SOFR), daily

At a glance

Publisher

Federal Reserve Bank of New York · homepage

Category

Banking & financial statistics

Jurisdiction

United States (federal)

Publisher updates

Each business day at about 8:00 a.m. Eastern

SourceFinch checks

Daily by default

Records per run

30 in the latest run

Record key

effective_date

Acquired from

Publisher's public API: https://markets.newyorkfed.org/api/rates/secured/sofr/last/30.json

Recipe

v1.0.0, approved October 12, 2026

Verified since

October 12, 2026

Last green run

October 12, 2026

What the data contains

SOFR is a broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities, and the main U.S. dollar reference rate for loans and derivatives. The Federal Reserve Bank of New York publishes it each business day at about 8:00 a.m. Eastern for the previous business day, in cooperation with the Treasury's Office of Financial Research, through its keyless Markets Data API. This source reads the 30 most recent days on each daily run and makes one record per business day, keyed by the effective date, with the rate, the 1st, 25th, 75th and 99th volume-weighted percentiles and the transaction volume in billions of dollars, all as numbers. The New York Fed may revise a published rate the same day; the revision indicator shows when it has, and a monitor reports the change. The data describes money markets and contains no personal data. The SOFR data is subject to the Terms of Use posted at newyorkfed.org; SourceFinch is not affiliated with the New York Fed, which does not sanction or endorse SourceFinch's republication.

Fields and types

Every record has these fields. The key field effective_date identifies a record across runs, so changes are reported field by field.

Sample output

The first 5 of 30 records from SourceFinch's own run on October 12, 2026, exactly as delivered.

[
  {
    "rate_type": "SOFR",
    "percent_rate": 3.87,
    "percentile_1": 3.83,
    "percentile_25": 3.85,
    "percentile_75": 3.91,
    "percentile_99": 3.95,
    "effective_date": "2026-10-08",
    "volume_billions": 2963,
    "revision_indicator": ""
  },
  {
    "rate_type": "SOFR",
    "percent_rate": 3.88,
    "percentile_1": 3.81,
    "percentile_25": 3.86,
    "percentile_75": 3.92,
    "percentile_99": 3.96,
    "effective_date": "2026-10-07",
    "volume_billions": 2968,
    "revision_indicator": ""
  },
  {
    "rate_type": "SOFR",
    "percent_rate": 3.9,
    "percentile_1": 3.84,
    "percentile_25": 3.88,
    "percentile_75": 3.95,
    "percentile_99": 3.98,
    "effective_date": "2026-10-06",
    "volume_billions": 2997,
    "revision_indicator": ""
  },
  {
    "rate_type": "SOFR",
    "percent_rate": 3.89,
    "percentile_1": 3.84,
    "percentile_25": 3.87,
    "percentile_75": 3.94,
    "percentile_99": 3.97,
    "effective_date": "2026-10-05",
    "volume_billions": 3007,
    "revision_indicator": ""
  },
  {
    "rate_type": "SOFR",
    "percent_rate": 3.88,
    "percentile_1": 3.83,
    "percentile_25": 3.86,
    "percentile_75": 3.93,
    "percentile_99": 3.96,
    "effective_date": "2026-10-02",
    "volume_billions": 3013,
    "revision_indicator": ""
  }
]

Evidence behind every value

• Each run keeps the publisher's exact response, hashed with SHA-256. This sample came from a response with hash 2fc0c1bbcae8fa9f81c4d924af6fda44124c8b9873f2b8379efed209565928a2.
• Every value records where it came from in that response: a JSON Pointer into the retained capture.
• Each run gets a signed manifest (Ed25519) timestamped by an RFC 3161 authority: this run's manifest hash is 03e0b80d178ec553155cfaf50f310ae0f6d0c2339f020ff884b39b51b1ab7be1, timestamped October 12, 2026.
• The compliance state at capture is recorded with the evidence: robots.txt hash and verdict, AI-preference signals, crawler identity and the usage rights below.
• Download any run as an evidence bundle (WACZ) and check it offline, without trusting SourceFinch: sourcefinch verify-bundle run.wacz.

Terms posture and usage rights

The New York Fed's Terms of Use grant a non-exclusive licence to use, copy and distribute its content for personal or business purposes, on condition that modified content is labelled, redistribution carries the same terms and no endorsement is implied. Anyone using or distributing reference rate data must include the New York Fed's notice and disclaimer, and products using a rate's name must say they are not affiliated with the New York Fed. SOFR is calculated partly from data licensed from DTCC Solutions LLC, which has no liability for it. markets.newyorkfed.org serves no robots.txt (HTTP 404), which RFC 9309 treats as allowing access, and the API needs no key.

The Secured Overnight Financing Rate (SOFR) data is subject to the Terms of Use posted at newyorkfed.org. The New York Fed is not responsible for publication of the SOFR data by SourceFinch, does not sanction or endorse any particular republication, and has no liability for your use. SourceFinch is not affiliated with the New York Fed. The New York Fed does not sanction, endorse, or recommend any products or services offered by SourceFinch.

Usage rights travel with every record SourceFinch delivers (API, exports, webhooks and evidence bundles). They are our documented understanding of the publisher's stated terms, not legal advice.

Reliability

Runs, last 30 days

1

Green

100%

Failed

0

Median run time

1.5 s

Latest run

success, October 12, 2026

Measured on completed runs of this recipe version across SourceFinch, anonymized, within a rolling 30-day window. First successful observation: October 12, 2026. A new recipe has only the history collected since that date; this is not a 30-day uptime guarantee.

Use it

Every surface creates the same monitor from this Verified recipe. Monitors keep record history, report field-level changes and deliver by webhook, export or email. You confirm you have the right to collect the source (rights: true).

{
  "schema": "sourcefinch/source@1",
  "name": "Secured Overnight Financing Rate (SOFR), daily",
  "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/last/30.json",
  "recipe": {
    "mode": "http",
    "format": "json",
    "items": "refRates[*]",
    "fields": {
      "rate_type": "type",
      "percent_rate": "percentRate",
      "percentile_1": "percentPercentile1",
      "percentile_25": "percentPercentile25",
      "percentile_75": "percentPercentile75",
      "percentile_99": "percentPercentile99",
      "effective_date": "effectiveDate",
      "volume_billions": "volumeInBillions",
      "revision_indicator": "revisionIndicator"
    },
    "required": [
      "effective_date",
      "percent_rate"
    ],
    "types": {
      "effective_date": "date",
      "percent_rate": "number",
      "percentile_1": "number",
      "percentile_25": "number",
      "percentile_75": "number",
      "percentile_99": "number",
      "volume_billions": "number"
    }
  },
  "schedule": "daily",
  "key_field": "effective_date"
}

{
  "name": "Secured Overnight Financing Rate (SOFR), daily",
  "url": "https://markets.newyorkfed.org/api/rates/secured/sofr/last/30.json",
  "recipe": {
    "mode": "http",
    "format": "json",
    "items": "refRates[*]",
    "fields": {
      "rate_type": "type",
      "percent_rate": "percentRate",
      "percentile_1": "percentPercentile1",
      "percentile_25": "percentPercentile25",
      "percentile_75": "percentPercentile75",
      "percentile_99": "percentPercentile99",
      "effective_date": "effectiveDate",
      "volume_billions": "volumeInBillions",
      "revision_indicator": "revisionIndicator"
    },
    "required": [
      "effective_date",
      "percent_rate"
    ],
    "types": {
      "percent_rate": "number",
      "percentile_1": "number",
      "percentile_25": "number",
      "percentile_75": "number",
      "percentile_99": "number",
      "effective_date": "date",
      "volume_billions": "number"
    }
  },
  "key_field": "effective_date",
  "schedule": "daily",
  "rights": true,
  "catalog": {
    "slug": "new-york-fed-sofr",
    "version_id": "6a2bcd79-eb6f-4f16-b41c-60f8ed188cd7"
  }
}

# the Verified entry (fields, recipe, sample, terms) as JSON
curl https://sourcefinch.com/v1/catalog/new-york-fed-sofr -H "Authorization: Bearer $SOURCEFINCH_API_KEY"

# create the monitor from source.json (below)
curl -X POST https://sourcefinch.com/v1/sources \
  -H "Authorization: Bearer $SOURCEFINCH_API_KEY" \
  -H "Content-Type: application/json" \
  -H "Idempotency-Key: $(uuidgen)" \
  -d @source.json

# then run it now (later runs follow the schedule)
curl -X POST https://sourcefinch.com/v1/sources/$SOURCE_ID/runs \
  -H "Authorization: Bearer $SOURCEFINCH_API_KEY" \
  -H "Idempotency-Key: $(uuidgen)"

sourcefinch login
sourcefinch catalog get new-york-fed-sofr --source-json > source.json
sourcefinch sources create --file source.json
sourcefinch runs create $SOURCE_ID --wait
sourcefinch records $SOURCE_ID

import { SourceFinch } from "@sourcefinch/sdk";

const sf = new SourceFinch({ apiKey: process.env.SOURCEFINCH_API_KEY });
const entry = await sf.catalog.get("new-york-fed-sofr");
const source = await sf.sources.create({
  catalog: { slug: entry.slug, version_id: entry.recipe.version_id },
  name: entry.name.slice(0, 100),
  url: entry.acquisition_path.endpoint,
  recipe: entry.recipe.definition,
  key_field: entry.recipe.key_field,
  schedule: entry.recipe.schedule,
  rights: true, // you confirm you have the right to collect this source
});
const run = await sf.runs.wait((await sf.runs.create(source.id)).id);
console.log(run.status);

claude mcp add --transport http sourcefinch https://sourcefinch.com/mcp

# then ask your agent:
"Use SourceFinch to monitor Secured Overnight Financing Rate (SOFR), daily: get_catalog_source new-york-fed-sofr,
then create_source with its create_source_args (dry run first), then run_source."

Pricing

Each check is one run, whatever the number of records, and failed runs are free. On its default daily schedule this source uses about 30 runs a month, which fits the Free plan's 300 runs. It uses HTTP acquisition, so no browser runs are needed. See plans.

Guides using this source

• Watch U.S. and UK economic indicators as they are released

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