Tag Archives: Bloomberg

Quick Note: The NY Fed is Publishing Compounded SOFR Screen Rates

The Federal Reserve Bank of New York announced last week that it will be publishing “Average SOFR” for 30, 90 and 180 days on its website starting on March 2, 2020. The confusing thing about this announcement is that the Fed has named these rates the “SOFR Averages” when the rates clearly use the ISDA … Continue Reading
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