Press Enter to search · ESC to close

Macro

SOFR Falls to 3.62% on Sept. 10 as Fed Funds Rate Holds at 3.63%

The secured overnight financing rate (SOFR) printed at 3.62% on Sept. 10, down from 3.64% the prior day. The effective federal funds rate for the same day held at 3.63%, unchanged from the previous session. The reading came on the eve of the release of US CPI data.

Original source

AI take

The spread between SOFR and the effective fed funds rate has narrowed to a single basis point, which matters because it signals that repo-market pressure is easing and that the two funding benchmarks are converging rather than diverging. That calm is the backdrop for the CPI release, which is the nearer-term driver for rate expectations. Whether the spread stays this tight after the inflation print is the open question.

Generated by AI for reference only.

Share

Related News

TREE NEWS share card
Long-press image above → Save to Photos / Share
Pitch us Feedback