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.
Les titres et les descriptions proviennent des sources de données, en anglais.
- Lignes
- 2 121
- Colonnes
- 18
- Cadence de la source
- Quotidienne
- Dernière actualisation
- 30 sept. 2026
- Thème
- markets
| Colonne | Type | Description |
|---|---|---|
| date | date | SOFR publication day (panel join key). Weekends and market holidays are honest gaps. (unit: date) |
| year_month | string | Calendar month as YYYY-MM. (unit: string) |
| country | string | Country name (shared normalization layer). (unit: string) |
| country_code | string | ISO 3166-1 alpha-3 country code (USA). (unit: string) |
| sofr | float | Secured Overnight Financing Rate (FRED SOFR; Federal Reserve Bank of New York). The binding series: the panel grid is its publication calendar. (unit: percent) |
| obfr | float | Overnight Bank Funding Rate (FRED OBFR; Federal Reserve Bank of New York). (unit: percent) |
| effr | float | Effective Federal Funds Rate (FRED EFFR; Board of Governors of the Federal Reserve System). (unit: percent) |
| iorb | float | Interest Rate on Reserve Balances (FRED IORB; Board of Governors). Null before 2021-07-29 (the administered rate was IOER before then). (unit: percent) |
| onrrp_bn | float | ON RRP facility take-up: Treasury securities sold by the Federal Reserve in overnight reverse repurchase operations (FRED RRPONTSYD; Federal Reserve Bank of New York). Null on the two documented no-operation days (2018-12-04, 2019-04-18). (unit: billions of USD) |
| sofr_iorb_spread_bp | float | (SOFR - IORB) x 100: secured funding pressure vs the administered rate (null before 2021-07-29). (unit: basis points) |
| effr_iorb_spread_bp | float | (EFFR - IORB) x 100: unsecured funding vs the administered rate (null before 2021-07-29). (unit: basis points) |
| sofr_obfr_spread_bp | float | (SOFR - OBFR) x 100: secured-vs-unsecured overnight spread. (unit: basis points) |
| sofr_1d_chg_bp | float | Day-over-day change in SOFR x 100 — the funding-shock gauge (null for the first panel day). (unit: basis points) |
| onrrp_1d_chg_bn | float | Day-over-day change in ON RRP take-up (null for the first panel day and around the two documented no-operation days). (unit: billions of USD) |
| onrrp_63d_avg_bn | float | Trailing 63-trading-day (~one quarter) mean of ON RRP take-up — the QT liquidity-drain gauge (null for the first 63 panel days and around the two documented no-operation days). (unit: billions of USD) |
| funding_pressure_flag | integer | 1 when sofr_iorb_spread_bp >= 10 (SOFR printing materially above the administered rate = secured-funding pressure), 0 otherwise, null before 2021-07-29. (unit: flag) |
| quarter_end | integer | 1 when the date is the last SOFR publication day of a calendar quarter (secured funding reliably tightens), 0 otherwise. (unit: flag) |
| row_hash | string | Deterministic 16-hex sha256 of date + the SOFR level (idempotency key). (unit: string) |
10 premières lignes d’exemple — un aperçu, pas le jeu de données complet.
| date | year_month | country | country_code | sofr | obfr | effr | iorb | onrrp_bn | sofr_iorb_spread_bp | effr_iorb_spread_bp | sofr_obfr_spread_bp | sofr_1d_chg_bp | onrrp_1d_chg_bn | onrrp_63d_avg_bn | funding_pressure_flag | quarter_end | row_hash |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018-04-03 | 2018-04 | United States | USA | 1,83 | 1,68 | 1,69 | — | 8,695 | — | — | 15 | — | — | — | — | 0 | 8911d822e6a46236 |
| 2018-04-04 | 2018-04 | United States | USA | 1,74 | 1,69 | 1,69 | — | 4,57 | — | — | 5 | -9 | -4,125 | — | — | 0 | 1d2d95ba4ac3133a |
| 2018-04-05 | 2018-04 | United States | USA | 1,75 | 1,69 | 1,69 | — | 4,645 | — | — | 6 | 1 | 0,075 | — | — | 0 | 6ec16d4f427c310d |
| 2018-04-06 | 2018-04 | United States | USA | 1,75 | 1,69 | 1,69 | — | 4,895 | — | — | 6 | 0 | 0,25 | — | — | 0 | 3ace887902daf543 |
| 2018-04-09 | 2018-04 | United States | USA | 1,75 | 1,69 | 1,69 | — | 4,07 | — | — | 6 | 0 | -0,825 | — | — | 0 | ec5b3907df350cde |
| 2018-04-10 | 2018-04 | United States | USA | 1,75 | 1,69 | 1,69 | — | 3,99 | — | — | 6 | 0 | -0,08 | — | — | 0 | 1a0b316a58f433df |
| 2018-04-11 | 2018-04 | United States | USA | 1,76 | 1,69 | 1,69 | — | 2,361 | — | — | 7 | 1 | -1,629 | — | — | 0 | 39b87c8909525140 |
| 2018-04-12 | 2018-04 | United States | USA | 1,73 | 1,69 | 1,69 | — | 4,12 | — | — | 4 | -3 | 1,759 | — | — | 0 | 9021335b6b3cd089 |
| 2018-04-13 | 2018-04 | United States | USA | 1,72 | 1,69 | 1,69 | — | 3,471 | — | — | 3 | -1 | -0,649 | — | — | 0 | c0b84c9f9eba6fa1 |
| 2018-04-16 | 2018-04 | United States | USA | 1,77 | 1,69 | 1,69 | — | 3,372 | — | — | 8 | 5 | -0,099 | — | — | 0 | 0adce2851115e38a |
Profilé le 1 oct. 2026 à partir de l’instantané 20260930T202212Z-0bf4aafd5027
Mesuré- Complétude
- 90,8 %
- Lignes
- 2 121
- Colonnes
- 18
- Colonnes incomplètes
- 8
| Colonne | Manquant | Distinctes | Plage | Distribution |
|---|---|---|---|---|
| datedate | 0 % | 2 184 | 3 avr. 2018 → 29 sept. 2026 | — |
| year_monthvarchar | 0 % | 116 | — |
|
| countryvarchar | 0 % | 1 | — |
|
| country_codevarchar | 0 % | 1 | — |
|
| sofrdouble | 0 % | 284 | 0,01 → 5,4médiane 2,43 | 11 hors du 1er–99e centile |
| obfrdouble | 0 % | 99 | 0,03 → 5,33médiane 2,4 | 23 hors du 1er–99e centile |
| effrdouble | 0 % | 95 | 0,04 → 5,33médiane 2,4 | 4 hors du 1er–99e centile |
| iorbdouble | 39,2 % | 15 | 0,15 → 5,4médiane 4,4 | |
| onrrp_bndouble | 0,09 % | 1 909 | 0 → 2 554médiane 96,97 | 22 hors du 1er–99e centile |
| sofr_iorb_spread_bpdouble | 39,2 % | 83 | -21 → 32médiane -9 | 26 hors du 1er–99e centile |
| effr_iorb_spread_bpdouble | 39,2 % | 12 | -9 → -1médiane -7 | 132 hors du 1er–99e centile |
| sofr_obfr_spread_bpdouble | 0 % | 101 | -13 → 300médiane 0 | 41 hors du 1er–99e centile |
| sofr_1d_chg_bpdouble | 0,05 % | 132 | -270 → 282médiane 0 | 44 hors du 1er–99e centile |
| onrrp_1d_chg_bndouble | 0,24 % | 1 966 | -365,44 → 245,4médiane 0,003 | 44 hors du 1er–99e centile |
| onrrp_63d_avg_bndouble | 8,9 % | 1 730 | 0,0344 → 2 232médiane 163,15 | 42 hors du 1er–99e centile |
| funding_pressure_flagbigint | 39,2 % | 2 | 0 → 1médiane 0 | |
| quarter_endbigint | 0 % | 2 | 0 → 1médiane 0 | |
| row_hashvarchar | 0 % | 1 725 | — |
|
- Actuelle
20260930T202212Z-0bf4aafd5027 · sha256 0bf4aafd5027…
2 121 lignes · premier instantané
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).
curl "https://datazimuts.com/v1/datasets/fred_money_market_intel/us_overnight_funding_liquidity_daily" | jq '{title, rows, columns_count, license}'import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fred_money_market_intel/us_overnight_funding_liquidity_daily").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)Point d’accès API : https://datazimuts.com/v1/datasets/fred_money_market_intel/us_overnight_funding_liquidity_daily
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.
D’où viennent ces données et ce qui en a été fait. Le travail des autres apparaît sous forme de décomptes ; seuls les projets partagés sont nommés.
Citer cet instantané
Épinglé à l’instantané 20260930T202212Z-0bf4aafd5027 et à son empreinte, pour que vos lecteurs obtiennent exactement les données utilisées.
US Overnight Funding & Liquidity Intelligence (FRED, keyless). (2026). US overnight funding & liquidity panel (SOFR/IORB/ON RRP, daily) [Data set, snapshot 20260930T202212Z-0bf4aafd5027, sha256 0bf4aafd5027]. Datazimuts. Retrieved 2026-10-01, from https://datazimuts.com/fr/datasets/fred_money_market_intel/us_overnight_funding_liquidity_daily?snapshot=20260930T202212Z-0bf4aafd5027
@misc{dz_fred_money_market_intel_us_overnight_fun_0bf4aafd,
title = {{US overnight funding \& liquidity panel (SOFR/IORB/ON RRP, daily)}},
author = {{US Overnight Funding \& Liquidity Intelligence (FRED, keyless)}},
year = {2026},
publisher = {Datazimuts},
howpublished = {\url{https://datazimuts.com/fr/datasets/fred_money_market_intel/us_overnight_funding_liquidity_daily?snapshot=20260930T202212Z-0bf4aafd5027}},
note = {Snapshot 20260930T202212Z-0bf4aafd5027, sha256 0bf4aafd5027b4342e947ac354ecf4c7ea29a820ac1053edd9923876c2983381; accessed 2026-10-01}
}Intégrer un tableau ou un graphique
Collez ce code dans n’importe quelle page. L’intégration est épinglée au même instantané, suit le thème clair ou sombre du lecteur et affiche toujours la source, la licence et un lien de retour.
<iframe src="https://datazimuts.com/embed/chart?dataset=fred_money_market_intel%2Fus_overnight_funding_liquidity_daily&lang=fr&theme=auto&snapshot=20260930T202212Z-0bf4aafd5027&x=date&y=sofr&agg=avg" title="US overnight funding & liquidity panel (SOFR/IORB/ON RRP, daily)" width="100%" height="380" style="border:0" loading="lazy"></iframe>
Posez une question sur ce jeu de données. Les réponses viennent uniquement de sa fiche, de son profil mesuré et de son historique, et citent les faits utilisés.