structural · SOFR_P99_IORB
SOFR 99th Percentile minus IORB
The SOFR 99th-percentile spread to IORB isolates tail funding pressure relative to the policy-administered reserve rate.
SOFR_P99_IORB · RECENT HISTORYLatest value 2026-10-22
How to interpret it
The SOFR 99th-percentile spread to IORB isolates tail funding pressure relative to the policy-administered reserve rate.
Data definition and provenance
- Series ID
- SOFR_P99_IORB
- Frequency
- daily
- Unit
- percentage points
- Historical coverage
- 2021-07-29 — 2026-10-22 · 1,305 observations
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