Interest Rates
USD SOFR swap curve
| Maturity | Fixed swap rate |
|---|---|
| 1 month | 3.92% |
| 3 months | 4.03% |
| 1 year | 4.39% |
| 2 years | 4.59% |
| 3 years | 4.67% |
| 4 years | 4.69% |
| 5 years | 4.70% |
| 7 years | 4.75% |
| 8 years | 4.77% |
| 10 years | 4.83% |
| 15 years | 4.96% |
| 20 years | 5.01% |
| 30 years | 4.93% |
Source: BlueGamma
Rounded, indicative market rates derived from interdealer broker and exchange quotes. BlueGamma par swap rates are quoted against compounded SOFR.
Use these quotes as inputs when building a curve. Match the SOFR swap payment frequencies, day-count conventions, settlement dates, and calendars. Zero rates and forward rates require bootstrapping.
ICE USD SOFR 1100 is a separately licensed benchmark.
October 8 snapshot. Automatic updates are pending licensed data access.
Historical rates, July 31, 2025
SOFR reference rates
| Reference rate | Rate |
|---|---|
| Overnight SOFR | 4.39000% |
| 30-day compounded SOFR | 4.34098% |
| 90-day compounded SOFR | 4.33951% |
| 180-day compounded SOFR | 4.37470% |
Source: Federal Reserve Bank of New York, via FRED and ALFRED.
Compounded averages: 30 days · 90 days · 180 days.
These are historical observations for July 31. The overnight fixing for July 31 was published the following business day, August 1, 2025.
The 30-, 90-, and 180-day figures are backward-looking compounded averages, not forward-looking swap quotes.
Treasury par yield curve
| Maturity | Treasury yield |
|---|---|
| 1 month | 4.49% |
| 3 months | 4.41% |
| 6 months | 4.31% |
| 1 year | 4.10% |
| 2 years | 3.94% |
| 3 years | 3.89% |
| 5 years | 3.96% |
| 7 years | 4.14% |
| 10 years | 4.37% |
| 20 years | 4.89% |
| 30 years | 4.89% |
Historical SOFR/OIS curve
The Federal Housing Finance Agency publishes historical interest-rate curve workbooks for market risk scenarios, including Treasury, SOFR, and OIS curves.
FHFA July 31, 2025 interest-rate curves (Excel) · FHFA archive
The archive lists the July 31, 2025 workbook. Its individual SOFR and OIS curve points have not been verified here.
For your model, pair July 31, 2025 SOFR/OIS curve data with July 31, 2025 swap quotes. Do not mix the July 2025 SOFR fixing with the October 2026 swaps above. That would combine two different market valuation dates.