gptkbp:instanceOf
|
interest rate benchmark
|
gptkbp:abbreviation
|
gptkb:Secured_Overnight_Financing_Rate
|
gptkbp:administeredBy
|
gptkb:Federal_Reserve_Bank_of_New_York
|
gptkbp:alternativeTo
|
gptkb:USD_LIBOR
|
gptkbp:basedOn
|
repo market
|
gptkbp:calculationMethod
|
actual transactions
|
gptkbp:canBe
|
gptkb:U.S._Treasury_securities
|
gptkbp:category
|
reference rate
|
gptkbp:currency
|
gptkb:USD
|
gptkbp:dataSource
|
repo transactions
|
gptkbp:fullName
|
gptkb:Secured_Overnight_Financing_Rate
|
gptkbp:hasTenor
|
overnight
|
https://www.w3.org/2000/01/rdf-schema#label
|
SOFR
|
gptkbp:introducedIn
|
2018-04-03
|
gptkbp:isCollateralized
|
true
|
gptkbp:isPublishedAt
|
8:00 a.m. ET
|
gptkbp:isRiskFreeRate
|
true
|
gptkbp:publishedBy
|
gptkb:Federal_Reserve_Bank_of_New_York
|
gptkbp:publishedIn
|
business days
|
gptkbp:region
|
gptkb:United_States
|
gptkbp:replacedBy
|
gptkb:LIBOR
|
gptkbp:type
|
overnight rate
|
gptkbp:usedBy
|
corporations
investors
financial institutions
government entities
|
gptkbp:usedFor
|
bonds
loans
derivatives
mortgages
syndicated loans
interest rate swaps
floating rate notes
|
gptkbp:bfsParent
|
gptkb:ARRC
|
gptkbp:bfsLayer
|
6
|