SOFR tail pressure
The gap between the 99th percentile and the median shows how many borrowers are paying well above the clearing rate. It widens before the median moves.
- Latest
- 10.00 bp
- As of
- 1 Oct 2026
- Standard deviations
- 0.44
- Percentile
- 85th percentile
30 days to 4 Oct 2026 · 7.000 bp to 10.00 bp