CONVEX
Historical Year Data · 2020

SOFR in 2020

SOFR opened 2020 at 1.54% and closed at 0.07%, a -95.45% move for the year. The high of 1.64% was reached on March 3, and the low of 0.01% on March 24.

Open
1.54%
2020-01
Close
0.07%
251 data points
High
1.64%
Mar 3
Low
0.01%
Mar 24
Full Year Change
-95.45%
2019 Change
-50.79%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.54%1.60%1.60%1.53%+3.90%
Feb1.59%1.60%1.60%1.57%+0.63%
Mar1.59%0.01%1.64%0.01%-99.37%
Apr0.01%0.04%0.06%0.01%+300.00%
May0.03%0.06%0.06%0.01%+100.00%
Jun0.06%0.10%0.10%0.06%+66.67%
Jul0.11%0.10%0.13%0.09%-9.09%
Aug0.10%0.09%0.10%0.07%-10.00%
Sep0.09%0.08%0.10%0.06%-11.11%
Oct0.08%0.09%0.10%0.07%+12.50%
Nov0.11%0.09%0.11%0.05%-18.18%
Dec0.08%0.07%0.10%0.06%-12.50%

Events During 2020

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