Secured Overnight Financing Rate: 1st Percentile

SOFR1 • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

4.29

Year-over-Year Change

0.47%

Date Range

10/6/2021 - 8/5/2025

Summary

The Secured Overnight Financing Rate (SOFR) 1st Percentile represents the lowest 1% of overnight lending rates in the U.S. financial markets. This metric provides critical insight into the most conservative borrowing costs and potential stress points in short-term credit markets.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

The SOFR1 indicates the lowest-cost overnight lending transactions, reflecting the most favorable borrowing conditions for financial institutions. Economists and market analysts use this percentile to understand potential liquidity and credit market dynamics during periods of low financial stress.

Methodology

The rate is calculated by aggregating and ranking overnight repurchase agreement (repo) transactions, then identifying the lowest 1% of rates reported by major financial institutions.

Historical Context

Policymakers and central bank officials use this metric to assess short-term credit market conditions and potential systemic risks in the financial system.

Key Facts

  • Represents the lowest 1% of overnight lending rates
  • Calculated from actual repo market transactions
  • Provides insight into most favorable borrowing conditions

FAQs

Q: What does the SOFR1 percentile indicate?

A: The SOFR1 shows the lowest 1% of overnight lending rates, representing the most favorable borrowing conditions in the short-term credit market.

Q: How is the SOFR1 different from other interest rate measures?

A: Unlike broader rate measures, SOFR1 focuses specifically on the lowest-cost transactions, providing a granular view of potential lending conditions.

Q: Why do economists track the SOFR1?

A: Economists use SOFR1 to understand potential liquidity, credit market stress, and the most favorable borrowing environments for financial institutions.

Q: How often is SOFR1 updated?

A: The SOFR1 is typically updated daily, reflecting the most recent overnight lending transactions in the financial markets.

Q: What are the limitations of the SOFR1?

A: The SOFR1 represents only the lowest 1% of rates, which may not fully represent broader market conditions or average lending costs.

Related Trends

Citation

U.S. Federal Reserve, Secured Overnight Financing Rate: 1st Percentile [SOFR1], retrieved from FRED.

Last Checked: 8/1/2025