CONVEX
Historical Year Data · 2021

SOFR in 2021

SOFR opened 2021 at 0.10% and closed at 0.05%, a -50.00% move for the year. The high of 0.11% was reached on January 5, and the low of 0.01% on February 23.

Open
0.10%
2021-01
Close
0.05%
250 data points
High
0.11%
Jan 5
Low
0.01%
Feb 23
Full Year Change
-50.00%
2020 Change
-95.45%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.10%0.06%0.11%0.03%-40.00%
Feb0.07%0.01%0.07%0.01%-85.71%
Mar0.02%0.01%0.04%0.01%-50.00%
Apr0.01%0.01%0.01%0.01%+0.00%
May0.01%0.01%0.01%0.01%+0.00%
Jun0.01%0.05%0.05%0.01%+400.00%
Jul0.05%0.05%0.05%0.05%+0.00%
Aug0.05%0.05%0.05%0.05%+0.00%
Sep0.05%0.05%0.05%0.05%+0.00%
Oct0.05%0.05%0.05%0.03%+0.00%
Nov0.05%0.05%0.05%0.05%+0.00%
Dec0.05%0.05%0.05%0.04%+0.00%

Events During 2021

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