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Open datasets, fully documented — searchable here, and readable by any LLM.

1 datasets

money-market
  • US Overnight Funding & Liquidity Intelligence (FRED, keyless)

    US overnight funding & liquidity panel (SOFR/IORB/ON RRP, daily)

    Daily US overnight funding & liquidity panel, 2018-04-03 onward: the Secured Overnight Financing Rate (SOFR), the Overnight Bank Funding Rate (OBFR), the Effective Federal Funds Rate (EFFR), the Interest Rate on Reserve Balances (IORB) and ON RRP facility take-up (billions of USD) — Federal Reserve Bank of New York and Board of Governors releases redistributed keyless via FRED fredgraph.csv. Carries SOFR/EFFR spreads vs the administered IORB rate, the secured-vs-unsecured (SOFR-OBFR) spread, day-over-day funding shocks, ON RRP changes with a trailing 63-day drain gauge, a funding-pressure flag (SOFR >= 10bp above IORB) and a quarter-end flag. One row per SOFR publication day; weekends and market holidays are honest gaps, never filled; the two documented ON RRP no-operation days and pre-2021-07-29 IORB are the only excused nulls. Who joins this: treasury teams watch funding_pressure_flag for secured-funding stress; QT monitors track onrrp_63d_avg_bn as the liquidity-drain gauge; macro models condition on the IORB spreads.

    • sofr
    • money-market
    • funding
    • liquidity
    rows
    2,121
    Quality
    97
    Updated
    Sep 30, 2026
    Fresh
    License
    Commercial use OK

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