Compounded SOFR Averages: 30-Day, 90-Day, 180-Day & 12-Month
Daily SOFR averages compounded in arrears from official New York Fed SOFR fixings — the same construction as the NY Fed's published 30-, 90- and 180-day SOFR Averages, plus a 12-month window.
| Date | SOFR | 30-Day Average SOFR | 90-Day Average SOFR | 180-Day Average SOFR | 12-Month Average SOFR |
|---|---|---|---|---|---|
| 10 Jul 2026 | 3.55000% | 3.63175% | 3.63382% | 3.66785% | 3.95310% |
| 09 Jul 2026 | 3.53000% | 3.63409% | 3.63471% | 3.66847% | 3.95541% |
| 08 Jul 2026 | 3.58000% | 3.63576% | 3.63459% | 3.66881% | 3.95752% |
| 07 Jul 2026 | 3.62000% | 3.63609% | 3.63426% | 3.66892% | 3.95951% |
| 06 Jul 2026 | 3.63000% | 3.63608% | 3.63415% | 3.66904% | 3.96147% |
| 02 Jul 2026 | 3.64000% | 3.63379% | 3.63494% | 3.67074% | 3.96939% |
| 01 Jul 2026 | 3.66000% | 3.63346% | 3.63493% | 3.67125% | 3.97138% |
| 30 Jun 2026 | 3.68000% | 3.63179% | 3.63459% | 3.67232% | 3.97332% |
| 29 Jun 2026 | 3.62000% | 3.63211% | 3.63527% | 3.67373% | 3.97542% |
| 26 Jun 2026 | 3.62000% | 3.63279% | 3.63561% | 3.67589% | 3.98215% |
As of , the 30-day average SOFR (compounded in arrears) is 3.63175%, the 90-day average is 3.63382%, the 180-day average is 3.66785% and the 12-month average is 3.95310%.
Compounded in arrears over 30, 90 and 180 calendar-day windows (the 12-month average uses 360 days) with an Actual/360 day count convention and no lookback — the same calculation as the New York Fed's published SOFR Averages.
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“I do debt service forecasting for any of the facilities where we have floating rate exposure… I like this option to just pull the forward curve monthly or quarterly going out.”
That's what the last period cost. See where it's heading.
SOFR averages tell you what an interest period has already cost. Forward rates imply the path of future fixings: what your next period is likely to cost, straight from today's market pricing.
See the SOFR forward curveSOFR averages in Excel & API
If you're rebuilding this table in a spreadsheet every month-end, you don't need a rate, you need a feed. One function, official fixings, straight into your accrual model.
// Excel: any day's 90-day average SOFR in a cell =BlueGamma.FIXING("3M COMPOUNDED SOFR", accrual_date) # API: the same rate, one GET away GET api.bluegamma.io/v1/fixing ?index=3M COMPOUNDED SOFR&valuation_date=YYYY-MM-DD x-api-key: your_api_key
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FAQs
Backward-looking interest rates calculated by compounding daily SOFR fixings in arrears over a set window of calendar days, such as 30, 90 or 180 days. The New York Fed publishes official 30-, 90- and 180-day SOFR Averages each business day; the rates on this page follow the same construction and add a 12-month window.
Yes. We use the official fixings and replicate the NY Fed’s calculation: daily rates are compounded over the calendar-day window with an Actual/360 day count and no lookback, applying the preceding business day’s SOFR when the window starts on a weekend or holiday.
Checking compounded interest between two exact dates? Use our free Risk Free Rate Calculator.
In practice, yes — many market participants refer to the 30-day average as “1-month SOFR”, the 90-day average as “3-month SOFR”, and so on. The difference is only labelling: the official averages are defined in calendar days, not months.
No. These are backward-looking averages compounded from realised fixings over a period that has already ended. Term SOFR is forward-looking: a rate for the coming 1, 3 or 6 months, derived from SOFR futures and administered by CME.
Read more in our Term SOFR explainer.
More on SOFR
Risk Free Rate Calculator
Compound SOFR over the exact start and end dates of your interest period.
SOFR Forward Curve
The market-implied path for SOFR: live forward curve, charted and downloadable.
USD Swap Rates
Live and historical SOFR swap rates across all liquid tenors.
Federal Reserve Rate Forecast
Where the market expects the Fed to take its policy rate next, updated daily.
What is Term SOFR?
How the forward-looking term rate differs from compounded SOFR averages, and when each is used.