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SeriesMagCorrSyncOverlapThrough

Secured Overnight Financing Rate (SOFR) — Top correlations | Corrlens

F

SOFR

Secured Overnight Financing Rate

632 pairs

Updated last week

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Most synced with

Strongest positive pairs

Federal Funds Effective RateFEDFUNDS+100%
Interest Rate on Reserve Balances (IORB Rate)IORB+100%
1-Year Constant Maturity, Quoted on an Investment BasisDGS1+96%

Most opposite to

Strongest inverse pairs

10-Year Treasury Constant Maturity Minus 3-Month TreasuryT10Y3M-84%
NZD/USDDEXUSNZ-73%
USD/MXNDEXMXUS-71%

FIORBfredInterest Rate on Reserve Balances (IORB Rate)+100%Sync100%Overlap1,211Through2026-06-05
FFEDFUNDSfredFederal Funds Effective Rate+100%Sync93%Overlap98Through2026-05-31
FGDPfredGross Domestic Product+73%Sync—Overlap32Through2026-01-31
FGDPDEFfredGross Domestic Product: Implicit Price Deflator+72%Sync—Overlap32Through2026-01-31
FGDPC1fredReal Gross Domestic Product+72%Sync—Overlap32Through2026-01-31
FA939RX0Q048SBEAfredReal gross domestic product per capita+70%Sync—Overlap32Through2026-01-31
FGDPPOTfredReal Potential Gross Domestic Product+67%Sync—Overlap33Through2026-04-30
FM2VfredVelocity of M2 Money Stock+64%Sync—Overlap32Through2026-01-31
FPAYEMSfredAll Employees, Total Nonfarm+83%Sync61%Overlap98Through2026-05-31
FDGS1fred1-Year Constant Maturity, Quoted on an Investment Basis+96%Sync49%Overlap2,042Through2026-06-05
FDFII10fred10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed+94%Sync49%Overlap2,042Through2026-06-05
FREAINTRATREARAT10Yfred10-Year Real Interest Rate+90%Sync51%Overlap98Through2026-05-31
FCPILFESLfredCPI: All Items Less Food and Energy+74%Sync61%Overlap96Through2026-04-30
FDGS2fred2-Year Constant Maturity, Quoted on an Investment Basis+94%Sync48%Overlap2,042Through2026-06-05
FPCEPILFEfredPersonal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index)+74%Sync61%Overlap97Through2026-04-30
FDBAAfredMoody's Seasoned Baa Corporate Bond Yield+89%Sync50%Overlap2,041Through2026-06-05
FDGS10fred10-Year Constant Maturity, Quoted on an Investment Basis+90%Sync49%Overlap2,042Through2026-06-05
FDGS30fred30-Year Constant Maturity, Quoted on an Investment Basis+89%Sync49%Overlap2,042Through2026-06-05
FPCEfredPersonal Consumption Expenditures+72%Sync61%Overlap97Through2026-04-30
FDGS5fred5-Year Constant Maturity, Quoted on an Investment Basis+91%Sync48%Overlap2,042Through2026-06-05
FTOTALSLfredTotal Consumer Credit Owned and Securitized+75%Sync57%Overlap97Through2026-04-30
FPCEPIfredPersonal Consumption Expenditures: Chain-type Price Index+74%Sync59%Overlap97Through2026-04-30
FCPIAUCSLfredCPI: All Items+74%Sync58%Overlap96Through2026-04-30
FMORTGAGE15USfred15-Year Fixed Rate Mortgage Average in the United States+94%Sync45%Overlap427Through2026-06-07
FDEXTAUSfredUSD/TWD+81%Sync51%Overlap2,034Through2026-06-05
FDEXJPUSfredUSD/JPY+83%Sync50%Overlap2,034Through2026-06-05
FMORTGAGE30USfred30-Year Fixed Rate Mortgage Average in the United States+93%Sync44%Overlap427Through2026-06-07
FDEXNOUSfredUSD/NOK+74%Sync54%Overlap2,034Through2026-06-05
FAAAfredMoody's Seasoned Aaa Corporate Bond Yield+89%Sync44%Overlap98Through2026-05-31
FPCEC96fredReal Personal Consumption Expenditures+68%Sync57%Overlap97Through2026-04-30
FCES0500000003fredAverage Hourly Earnings of All Employees, Total Private+67%Sync57%Overlap98Through2026-05-31
FDEXCHUSfredUSD/CNY+75%Sync50%Overlap2,034Through2026-06-05
FDEXSDUSfredUSD/SEK+73%Sync50%Overlap2,034Through2026-06-05
FDTWEXAFEGSfredUS Dollar Index (Advanced Foreign Economies)+70%Sync51%Overlap2,034Through2026-06-05
FDEXKOUSfredUSD/KRW+71%Sync50%Overlap2,034Through2026-06-05
FDEXSFUSfredUSD/ZAR+67%Sync53%Overlap2,034Through2026-06-05
FCSUSHPINSAfredS&P Cotality Case-Shiller U.S. National Home Price Index+64%Sync55%Overlap96Through2026-03-31
FDEXSLUSfredUSD/LKR+68%Sync51%Overlap2,034Through2026-06-05
FDEXCAUSfredUSD/CAD+67%Sync51%Overlap2,034Through2026-06-05
FDEXINUSfredUSD/INR+68%Sync49%Overlap2,034Through2026-06-05
FBAMLH0A0HYM2EYfredICE BofA US High Yield Index Effective Yield+67%Sync50%Overlap746Through2026-06-05
FRSAFSfredAdvance Retail Sales: Retail Trade and Food Services+64%Sync51%Overlap97Through2026-04-30
FBAMLC0A0CMfredICE BofA US Corporate Index Option-Adjusted Spread+65%Sync50%Overlap745Through2026-06-05
FDEXMXUSfredUSD/MXN-71%Sync51%Overlap2,034Through2026-06-05
FT10Y2Yfred10-Year Treasury Constant Maturity Minus 2-Year Treasury-69%Sync51%Overlap2,042Through2026-06-05
FDEXUSNZfredNZD/USD-73%Sync48%Overlap2,034Through2026-06-05
FT10Y3Mfred10-Year Treasury Constant Maturity Minus 3-Month Treasury-84%Sync47%Overlap2,042Through2026-06-05
FDEXUSALfredAUD/USD-68%Sync47%Overlap2,034Through2026-06-05

Series MagTrendCorr Sync Overlap Through

FInterest Rate on Reserve Balances (IORB Rate)IORBfred+100%100%1,2112026-06-05

FFederal Funds Effective RateFEDFUNDSfred+100%93%982026-05-31

FGross Domestic ProductGDPfred+73%—322026-01-31

FGross Domestic Product: Implicit Price DeflatorGDPDEFfred+72%—322026-01-31

FReal Gross Domestic ProductGDPC1fred+72%—322026-01-31

FReal gross domestic product per capitaA939RX0Q048SBEAfred+70%—322026-01-31

FReal Potential Gross Domestic ProductGDPPOTfred+67%—332026-04-30

FVelocity of M2 Money StockM2Vfred+64%—322026-01-31

FAll Employees, Total NonfarmPAYEMSfred+83%61%982026-05-31

F1-Year Constant Maturity, Quoted on an Investment BasisDGS1fred+96%49%2,0422026-06-05

F10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-IndexedDFII10fred+94%49%2,0422026-06-05

F10-Year Real Interest RateREAINTRATREARAT10Yfred+90%51%982026-05-31

FCPI: All Items Less Food and EnergyCPILFESLfred+74%61%962026-04-30

F2-Year Constant Maturity, Quoted on an Investment BasisDGS2fred+94%48%2,0422026-06-05

FPersonal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index)PCEPILFEfred+74%61%972026-04-30

FMoody's Seasoned Baa Corporate Bond YieldDBAAfred+89%50%2,0412026-06-05

F10-Year Constant Maturity, Quoted on an Investment BasisDGS10fred+90%49%2,0422026-06-05

F30-Year Constant Maturity, Quoted on an Investment BasisDGS30fred+89%49%2,0422026-06-05

FPersonal Consumption ExpendituresPCEfred+72%61%972026-04-30

F5-Year Constant Maturity, Quoted on an Investment BasisDGS5fred+91%48%2,0422026-06-05

FTotal Consumer Credit Owned and SecuritizedTOTALSLfred+75%57%972026-04-30

FPersonal Consumption Expenditures: Chain-type Price IndexPCEPIfred+74%59%972026-04-30

FCPI: All ItemsCPIAUCSLfred+74%58%962026-04-30

F15-Year Fixed Rate Mortgage Average in the United StatesMORTGAGE15USfred+94%45%4272026-06-07

FUSD/TWDDEXTAUSfred+81%51%2,0342026-06-05

FUSD/JPYDEXJPUSfred+83%50%2,0342026-06-05

F30-Year Fixed Rate Mortgage Average in the United StatesMORTGAGE30USfred+93%44%4272026-06-07

FUSD/NOKDEXNOUSfred+74%54%2,0342026-06-05

FMoody's Seasoned Aaa Corporate Bond YieldAAAfred+89%44%982026-05-31

FReal Personal Consumption ExpendituresPCEC96fred+68%57%972026-04-30

FAverage Hourly Earnings of All Employees, Total PrivateCES0500000003fred+67%57%982026-05-31

FUSD/CNYDEXCHUSfred+75%50%2,0342026-06-05

FUSD/SEKDEXSDUSfred+73%50%2,0342026-06-05

FUS Dollar Index (Advanced Foreign Economies)DTWEXAFEGSfred+70%51%2,0342026-06-05

FUSD/KRWDEXKOUSfred+71%50%2,0342026-06-05

FUSD/ZARDEXSFUSfred+67%53%2,0342026-06-05

FS&P Cotality Case-Shiller U.S. National Home Price IndexCSUSHPINSAfred+64%55%962026-03-31

FUSD/LKRDEXSLUSfred+68%51%2,0342026-06-05

FUSD/CADDEXCAUSfred+67%51%2,0342026-06-05

FUSD/INRDEXINUSfred+68%49%2,0342026-06-05

FICE BofA US High Yield Index Effective YieldBAMLH0A0HYM2EYfred+67%50%7462026-06-05

FAdvance Retail Sales: Retail Trade and Food ServicesRSAFSfred+64%51%972026-04-30

FICE BofA US Corporate Index Option-Adjusted SpreadBAMLC0A0CMfred+65%50%7452026-06-05

FUSD/MXNDEXMXUSfred-71%51%2,0342026-06-05

F10-Year Treasury Constant Maturity Minus 2-Year TreasuryT10Y2Yfred-69%51%2,0422026-06-05

FNZD/USDDEXUSNZfred-73%48%2,0342026-06-05

F10-Year Treasury Constant Maturity Minus 3-Month TreasuryT10Y3Mfred-84%47%2,0422026-06-05

FAUD/USDDEXUSALfred-68%47%2,0342026-06-05