structural · SOFR_P99
SOFR 99th Percentile
The SOFR 99th percentile captures the expensive tail of secured overnight Treasury financing transactions.
SOFR_P99 · RECENT HISTORYLatest value 2026-10-22
How to interpret it
The SOFR 99th percentile captures the expensive tail of secured overnight Treasury financing transactions.
Data definition and provenance
- Series ID
- SOFR_P99
- Frequency
- daily
- Unit
- percent
- Historical coverage
- 2018-04-02 — 2026-10-22 · 2,136 observations
Solo investigación; no es asesoramiento financiero.