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Stories: SOFR

Nested bars showing TGCR, BGCR and SOFR repo data layers, with the lowest 20 percent of DVP volume trimmed before a volume-weighted median is taken
SOFR ·

What Is SOFR? How the New York Fed Calculates It

Where SOFR comes from, how repo trades become a volume-weighted median, and how the averages and index work.

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