Dollar & funding · SOFR strip

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

SOFR futures curve: latest vs ~3m vs earliest, + SOFR spot

SOFR fut Z26 4.26% · Z28 4.66% (2026-10-19)
front (Z26): latest quote Oct 19 2026 vs 3m +22 bp · vs 1y (Oct 28 2025) +126 bp

SOFR futures strip vs spot