CONVEX
Historical Year Data · 2024

SOFR in 2024

SOFR opened 2024 at 5.40% and closed at 4.49%, a -16.85% move for the year. The high of 5.40% was reached on January 2, and the low of 4.30% on December 19.

Open
5.40%
2024-01
Close
4.49%
250 data points
High
5.40%
Jan 2
Low
4.30%
Dec 19
Full Year Change
-16.85%
2023 Change
+24.83%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.40%5.32%5.40%5.31%-1.48%
Feb5.32%5.32%5.32%5.30%+0.00%
Mar5.31%5.34%5.34%5.31%+0.56%
Apr5.35%5.34%5.35%5.30%-0.19%
May5.32%5.34%5.34%5.31%+0.38%
Jun5.35%5.33%5.35%5.31%-0.37%
Jul5.40%5.38%5.40%5.32%-0.37%
Aug5.35%5.32%5.35%5.31%-0.56%
Sep5.34%4.96%5.38%4.82%-7.12%
Oct5.05%4.90%5.05%4.81%-2.97%
Nov4.86%4.59%4.86%4.56%-5.56%
Dec4.64%4.49%4.65%4.30%-3.23%

Events During 2024

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