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Data library

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

2 datasets

sofr
  • FRED (St. Louis Fed)

    Secured Overnight Financing Rate

    • interest-rates
    • fed
    • money-markets
    • sofr
    rows
    2,213
    Quality
    99
    Updated
    Sep 27, 2026
    Aging
    License
    Commercial use OK
  • US Funding-Stress Signals (derived)

    US funding-stress signals (money-market rates, stress regimes)

    Daily US money-market funding-stress signals: TED spread (TEDRATE), the Secured Overnight Financing Rate (SOFR), and the Interest Rate on Reserve Balances (IORB), 2018 ->, with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 21-day naive-drift forecasts, SOFR-above-IORB funding-pressure flags, 5-year spread z-scores, and elevated / severe stress-regime flags. The overnight-funding lens on financial stress — the policy-transmission mechanics behind the composite indices. Companion to us-financial-stress-index-signals (STLFSI4/NFCI composites). All rows normalized to country_code USA. Raw series: Federal Reserve / Federal Reserve Bank of New York via FRED.

    • money-markets
    • funding-stress
    • sofr
    • ted-spread
    rows
    5,001
    Quality
    98
    Updated
    Sep 26, 2026
    Stale
    License
    Commercial use OK

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