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Secured Overnight Financing Rate (SOFR) — Top correlations | Corrlens
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Secured Overnight Financing Rate
SOFR
FRED
rate
US
Updated yesterday
· 200 pairs
Macro directory
rate
US
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Secured Overnight Financing Rate
rate
US
3.62
+36,100%
May 6, 2021 - May 5, 2026
Most synced with
Strongest positive pairs
Fed Funds Rate
FEDFUNDS
+100%
Interest on Reserve Balances
IORB
+100%
1Y Treasury Yield
DGS1
+96%
Most opposite to
Strongest inverse pairs
10Y-3M Yield Spread
T10Y3M
-85%
NZD/USD Exchange Rate
DEXUSNZ
-73%
USD/MXN Exchange Rate
DEXMXUS
-71%
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