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PENSFORD: A SOFR INDUSTRY LEADER

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Term Last Change
Overnight SOFR 0.050% 0.00
30D Compounded SOFR 0.050% 0.00
1M ISDA SOFR 0.16448% 0.00
CME 1M Term SOFR 0.05003% 0.00266

WHAT IS SOFR?


SOFR is a secured overnight (backward looking) risk free rate based on actual borrowing collateralized by Treasurys which has been established as an alternative to LIBOR.  SOFR rates used for loans are calculated several different ways.  Read on or contact a team member to learn more.

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SOFR CALCULATORS

SOFR Basis Risk Calculator

Quantify the projected basis risk from a mismatch in the LIBOR fallback language between your loan & hedge using real market data.

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Cap Pricer Calculator

Quickly ballpark various scenarios and analyze the anticipated protection and month-by-month cost breakdown by pricing both LIBOR and SOFR hedges out to 7 years and up to a 4.00% strike.

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SOFR Forward Curve Calculator

Run analysis using current market data for LIBOR, SOFR, and Prime, with the ability to shock the curves higher and lower.

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CONTACT US

Want to talk to one of our experts about SOFR? Fill out the form and you’ll hear from us in 2 hours.

Thank you for considering Pensford. We hope to hear from you soon!