SOFR Averages definition

SOFR Averages means the computation bearing the same name as published on the New York Fed's Website;
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SOFR Averages means the computation bearing the same name as published on the SOFR Administrator’s Website;
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SOFR Averages means the computation bearing the same name as published on the New York Federal Reserve’s Website.
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Examples of SOFR Averages in a sentence

  • For the purposes of this provision, references in the SOFR Averages compounding formula and related definitions to “calculation period” shall be replaced with “Observation Period” and the words “that is, 30-, 90-, or 180- calendar days” shall be removed.

  • For the purposes of this provision, references in the SOFR Averages compounding formula and related definitions to "calculation period" shall be replaced with “Observation Period” and the words “that is, 30-, 90-, or 180- calendar days” shall be removed.

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  • Indeed the ARRC now publishes 30, 90 and 180 day SOFR Averages and in addition also produces a SOFR Index.

  • The New York Fed also publishes a set of SOFR Averages and a SOFR Index, available here.

  • The SOFR Averages are compounded averages over rolling 30-, 90-, and 180-calendar day periods, and the SOFR Index allows for the calculation of compounded average rates over custom time periods.

  • This method is based on ISDA’s formula for Compounded SOFR in Arrears (the same formula on which SOFR Averages and the SOFR Index published by the Federal Reserve Bank of New York are based).o Noncumulative Compounded Rate.

  • See FAQ 11 for details on the use of SOFR Averages in financial contracts and the smoothness of those averages.

  • The convention for both Term SOFR and SOFR Averages is to use the rate published two US Government Securities Business Days before the first day of the interest period.

  • The SOFR starter kit includes background on the impetus for the transition and the ARRC’s work to select a preferred rate, facts and figures about SOFR, and next steps for market participants.• The ARRC’s recommended Term SOFR use cases and the related Term SOFR FAQ.• Forward Looking Term SOFR and SOFR Averages conventions for syndicated and bilateral business loans.• Publication of updated ARRC objectives for 2022.See question 18 for more information on lending association activities.


More Definitions of SOFR Averages

SOFR Averages means the computation bearing the same name as published on the New York Federal Reserve's Website; SOFR Index with respect to any U.S. Government Securities Business Day, means:
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Related to SOFR Averages

  • Average Contract Value means the higher of (inclusive of carbon tax but exclusive of goods and services tax) the (i) average of the total amount payable by the Consumer to the Retailer based on the average electricity consumption of three (3) months (before the date of termination) or (ii) the total amount payable by the Consumer to the Retailer based on the Declared Monthly Consumption.