SOFR 99th percentile
The rate paid by the most constrained borrowers in the repo market on the day.
- Latest
- 3.970%
- As of
- 1 Oct 2026
- Standard deviations
- 0.70
- Percentile
- 78th percentile
30 days to 4 Oct 2026 · 3.690% to 3.990%
The archive behind this
This page shows the last 30 days. SOFR 99th percentile has 2,122 readings in the warehouse, back to 2 Apr 2018. A plan opens the rest of it, with CSV export and the analyst.
Source
Federal Reserve Bank of New York
© 2026 Federal Reserve Bank of New York. Content from the New York Fed subject to the Terms of Use at newyorkfed.org.
Ninety-ninth percentile of the SOFR transaction distribution. The gap to the median measures repo tail pressure.
Informational research only. Nothing here is personalised investment advice.