SOFR Forward Curve: Today’s Market-Implied Path
The 3M SOFR forward curve from live USD swap quotes, with the 1M and 6M variants a click away. Chart it, read the year-by-year forecast, or download the full horizon to Excel.
Last update:
3M SOFR forward curve · year-end forwards
| Date | Forward Rate |
|---|---|
| 31 Dec 2026 | 3.89% |
| 31 Dec 2027 | 4.00% |
| 31 Dec 2028 | 3.98% |
| 31 Dec 2029 | 3.90% |
| 31 Dec 2030 | |
| 31 Dec 2031 | |
Curves bootstrapped from live interdealer swap quotes. Read how we build these curves.
Unlock the full curve
Get the complete SOFR forward curve in Excel
- Every forward, out to the longest quoted tenor
- One-click download to Excel
- Excel Add-in & API access
- Curves for 30+ currencies, refreshed all day
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“We stopped chasing the bank for a mid. BlueGamma is our curve of record now.”
The SOFR forward curve in Excel & API
If you’re copying this curve into a model more than once a month, you don’t need a download, you need a feed. One function per forward period, always current, straight into your model.
// Excel: any SOFR forward period in a cell =BlueGamma.FORWARD_RATE("SOFR", start_date, end_date) # API: the same rate, one GET away GET api.bluegamma.io/v1/forward_rate ?index=SOFR&start_date=2027-06-30&end_date=3M x-api-key: your_api_key
The curve prices your float. The desk quotes a par rate.
When you fix, the bank quotes one number for the whole term. Check it against an independent SOFR mid before you sign: the difference is their margin.
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Other SOFR forward curve tenors
FAQs
Quotes stream straight from tier-one inter-dealer brokers and exchanges. We sanity-check every feed before building the curve.
Yes. Pick any valuation date (and even time) and download the historical curve to Excel.
Curves update intraday from live swap quotes; the Excel download is built on the very latest ticks the moment you hit Download.
SOFR, SONIA, EURIBOR, CORRA, BBSY, STIBOR, NIBOR, JIBAR and 30-plus others — all forward curves and discount factors.
Yes. Pull curves via a REST API or use the Excel function =BLUEGAMMA(). Same numbers everywhere, no manual uploads.
Absolutely. Load any swap (fixed-for-floating, amortising or bullet), drop in the notional schedule and get a mark-to-market in minutes — or roll the clock back for historic pricing.
Most free forward curves are published once a month as a static chart. BlueGamma rebuilds the SOFR curve from live swap quotes throughout the trading day, shows the dated values rather than a picture, and lets you download the full grid to Excel during a free trial.
More on SOFR
SOFR Swap Rates
Today's USD SOFR swap rates across the full tenor grid, with history.
Compounded SOFR
Daily and period-compounded SOFR rates for floating-leg calculations.
Fed Funds Forward Curve
The market-implied path for the effective Fed Funds rate.
Build a SOFR curve with the API
Pull and chart the SOFR forward curve in Python, step by step.
Forward curve basics
How forward curves are built, read and used in models.
Pull a curve into Excel
How to pull a forward curve directly into a spreadsheet, step by step.
More from BlueGamma
Or browse the full forward curve catalogue, covering every curve we publish.