2019-06-23

Another incident with SOFR?

A couple of weeks ago, I reported a manipulation of SOFR by the Fed.

I have now to report an "incident" of unknown nature. The SOFR (and Effective Fed Fund Rate) data is not accessible anymore on the Fed website.


But at the same time the data is still available in Bloomberg.

Does that means that the results of public service work (the Statistics computed by the Fed) are not anymore a public good but can be accessed only through private services requiring a payment to a private company?

It will be interesting to hear the explanation about this problem. I have not heard any explanation for  the "feed" problem of last month end. What actually happened? What would have been the SOFR fixing if the actual data had been used (and not a survey)?

Edit Monday 24-Jun-2014: The page is up and running again. To my knowledge, there was no explanation why it was down yesterday. I will now be able to update my SOFR analysis...

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