10Y Treasury vs SOFR — Compare on Scrolld®

Compare 10Y Treasury and SOFR side by side on Scrolld with a Pearson correlation computed over their shared observation window.

Correlation

10Y Treasury and SOFR moved with a Pearson correlation of +0.0107 on daily percentage-point changes.

Computed on 2,121 common days, 2018-04-03 to 2026-09-29.

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis — historical observations

16,171 observations from 1962-01-02 to 2026-09-29. Frequency: daily.

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis — historical observations239 points from 1962-01-02 to 2026-09-29; first 4.06 Percent, last 5.26 Percent; range 0.52–15.84 Percent.4.06%1962-01-025.26%2026-09-29
The chart shows 239 sampled observations, retaining the minimum and maximum of each time bucket. Statistics use all 16,171 observations.

Statistics over the available window

Latest recorded value: 5.26% on . Minimum: 0.52%. Maximum: 15.84%. Arithmetic mean: 5.8046%. Observation count: 16,171. First date: . Last date: .

1-month change: 0.53% (11.21%), from 4.73% on to 5.26% on .

1-year change: 1.11% (26.75%), from 4.15% on to 5.26% on .

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis: 24 most recent observations, newest first (Percent)
Observation dateRecorded value
5.26%
5.24%
5.17%
5.18%
5.11%
4.96%
4.96%
5.01%
4.94%
5.01%
5%
4.97%
4.96%
4.95%
4.83%
4.8%
4.78%
4.77%
4.79%
4.79%
4.75%
4.73%
4.67%
4.66%

Secured Overnight Financing Rate — historical observations

2,121 observations from 2018-04-03 to 2026-09-29. Frequency: daily.

Secured Overnight Financing Rate — historical observations228 points from 2018-04-03 to 2026-09-29; first 1.83 Percent, last 3.88 Percent; range 0.01–5.4 Percent.1.83%2018-04-033.88%2026-09-29
The chart shows 228 sampled observations, retaining the minimum and maximum of each time bucket. Statistics use all 2,121 observations.

Statistics over the available window

Latest recorded value: 3.88% on . Minimum: 0.01%. Maximum: 5.4%. Arithmetic mean: 2.6863%. Observation count: 2,121. First date: . Last date: .

1-month change: 0.23% (6.30%), from 3.65% on to 3.88% on .

1-year change: -0.25% (-6.05%), from 4.13% on to 3.88% on .

Secured Overnight Financing Rate: 24 most recent observations, newest first (Percent)
Observation dateRecorded value
3.88%
3.9%
3.9%
3.88%
3.87%
3.87%
3.85%
3.85%
3.85%
3.62%
3.64%
3.62%
3.62%
3.62%
3.64%
3.64%
3.65%
3.66%
3.65%
3.66%
3.68%
3.65%
3.64%
3.64%

Source: FRED, Federal Reserve Bank of St. Louis (FRED series DGS10). Public domain; credit Federal Reserve Bank of St. Louis

Source: Federal Reserve Bank of New York, via FRED; reuse with attribution

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