SOFR 99th percentile rises 23 basis points on the repo fixing, 100th percentile
SOFR 99th percentile rose 23 basis points to 3.93% on Thursday, the 100.0th percentile of 398 moves recorded on the repo fixing since 2025.
- Reading
- 3.930%
- Observed
- 17 Sept 2026
- Percentile
- 100th percentile
What it means
Of 398 earlier occurrences with a comparable print, 158 moved the same way and 0 moved at least as far in that direction. The move is measured from the previous print on Wednesday, because this series is published as a period close rather than a live quote.
How it was measured
Federal Reserve Bank of New York. NY Fed Treasury repo reference rates, move measured print to print against 398 earlier occurrences, 17 September 2026.
Series: SOFR 99th percentile