Dollar & funding · SOFR curves: dates

← Dollar & funding · dollar → bonds → yen → hard assets · data to 2026-10-19

SOFR futures curve: latest vs Tom's comparison dates

latest quote Oct 19 2026: Z26 4.26% · peak U27 4.73% · Z29 4.64%
latest quote Oct 19 2026 vs Jun 10 2026: front Z26 +32 bp, M27 +62 bp
latest quote Oct 19 2026 vs Mar 13 2026: front Z26 +76 bp, M27 +124 bp
latest quote Oct 19 2026 vs Nov 14 2025: front Z26 +112 bp, M27 +155 bp

implied 3-month SOFR rate (100 − price) per contract, latest curve vs the dates on Tom's chart. Tom also shows an Aug 6 2025 curve; our saved history starts Oct 28 2025, so it's left off rather than guessed.

past curves: our daily saved strip (Z26–Z28); 2029 contracts are live yahoo quotes, saved daily from Oct 18 2026, so only the latest curve reaches 2029.