🏦 NY Fed Reference Rates Scraper

🚀 Pull the benchmark rates that price trillions in dollar funding. Get SOFR, EFFR, OBFR, TGCR, and BGCR straight from the Federal Reserve Bank of New York, with rate, volume, and the full percentile distribution for each day.

🕒 Last updated: 2026-06-04 · 📊 19 fields per record · 5 core reference rates plus the SOFR Averages and Index · official NY Fed Markets data

The Federal Reserve Bank of New York publishes the U.S. dollar reference rates that anchor floating rate loans, derivatives, and money market instruments. This Actor reads those rates directly from the NY Fed Markets API and returns one clean record per rate. You get the latest published value for every benchmark, or the recent daily history of a single rate, with no API key and no account required at the source.

Coverage spans the secured rates (SOFR, the Tri-Party General Collateral Rate, and the Broad General Collateral Rate), the unsecured rates (the Effective Federal Funds Rate and the Overnight Bank Funding Rate), and the SOFR Averages and Index used in many loan contracts. Each record carries the effective date, the published rate, the trading volume in billions of dollars, and the 1st, 25th, 75th, and 99th percentiles of the underlying transactions.

🎯 Target Audience	💡 Primary Use Cases
Quant analysts and rates traders	Track SOFR and fed funds daily
Treasury and corporate finance teams	Reset floating rate loans and swaps
Fintech and lending platforms	Feed benchmark rates into pricing engines
Economists and researchers	Study funding markets and rate spreads
Risk and compliance teams	Document the rates used in valuations

📋 What the NY Fed Reference Rates Scraper does

This Actor connects to the Federal Reserve Bank of New York Markets API and collects published reference rate observations. It runs in two modes, both auto-detected from your input:

• Latest rates returns the most recent published value for a group of benchmarks. Choose all rates, secured rates only, or unsecured rates only.
• Single rate history returns the recent daily observations for one rate type, for example the last 30 days of SOFR.

Every observation is normalized into a flat record with a human readable rate name, the effective date, the rate, the volume, and the percentile distribution. Rates that carry extra context, such as the federal funds target range on EFFR or the 30, 90, and 180 day averages on the SOFR Averages and Index, include those values too.

🎬 Full Demo (🚧 Coming soon)

⚙️ Input

Field	Type	Description
rateGroup	select	Which group of latest rates to pull. All, secured, or unsecured. Default all.
rateType	select	Pick one rate type to pull its recent daily history instead of the latest snapshot.
historyDays	integer	How many recent daily observations to return in history mode. Default 30.
maxItems	integer	Cap on records returned. Free plans are limited to 10.

Example 1. Latest value for every reference rate

{
  "rateGroup": "all",
  "maxItems": 10
}

Example 2. Last 30 days of SOFR

{
  "rateType": "SOFR",
  "historyDays": 30,
  "maxItems": 30
}

⚠️ Good to Know: When you select a rateType, the Actor switches to history mode and the rateGroup value is ignored. The SOFR Averages and Index record (type SOFRAI) reports compounded averages and an index level rather than a daily percent rate, so its percentRate, percentile, and volume fields stay empty by design.

📊 Output

Each record contains these fields:

Field	Description
🏷 type	Rate code, for example SOFR, EFFR, OBFR, TGCR, BGCR, SOFRAI
📌 rateName	Human readable name of the rate
📅 effectiveDate	Date the rate applies to
📈 percentRate	Published rate as a percent
💵 volumeInBillions	Underlying transaction volume in billions of dollars
📉 percentPercentile1	1st percentile of the rate distribution
📊 percentPercentile25	25th percentile of the rate distribution
📊 percentPercentile75	75th percentile of the rate distribution
📈 percentPercentile99	99th percentile of the rate distribution
🎯 targetRateFrom	Lower bound of the fed funds target range (EFFR)
🎯 targetRateTo	Upper bound of the fed funds target range (EFFR)
📐 average30day	30 day compounded SOFR average (SOFRAI)
📐 average90day	90 day compounded SOFR average (SOFRAI)
📐 average180day	180 day compounded SOFR average (SOFRAI)
🧮 index	SOFR index level (SOFRAI)
🔖 revisionIndicator	Marks a revised observation when present
🔗 sourceUrl	NY Fed API endpoint the record came from
🕒 scrapedAt	Timestamp when the record was collected
❌ error	Null on success, message on failure

Real sample records

{
  "type": "SOFR",
  "rateName": "Secured Overnight Financing Rate",
  "effectiveDate": "2026-06-03",
  "percentRate": 3.61,
  "volumeInBillions": 3098,
  "percentPercentile1": 3.58,
  "percentPercentile25": 3.59,
  "percentPercentile75": 3.67,
  "percentPercentile99": 3.7,
  "targetRateFrom": null,
  "targetRateTo": null,
  "average30day": null,
  "average90day": null,
  "average180day": null,
  "index": null,
  "revisionIndicator": "",
  "sourceUrl": "https://markets.newyorkfed.org/api/rates/all/latest.json",
  "scrapedAt": "2026-06-04T20:16:44.302Z",
  "error": null
}

{
  "type": "EFFR",
  "rateName": "Effective Federal Funds Rate",
  "effectiveDate": "2026-06-03",
  "percentRate": 3.62,
  "volumeInBillions": 119,
  "percentPercentile1": 3.6,
  "percentPercentile25": 3.62,
  "percentPercentile75": 3.63,
  "percentPercentile99": 3.69,
  "targetRateFrom": 3.5,
  "targetRateTo": 3.75,
  "average30day": null,
  "average90day": null,
  "average180day": null,
  "index": null,
  "revisionIndicator": "",
  "sourceUrl": "https://markets.newyorkfed.org/api/rates/all/latest.json",
  "scrapedAt": "2026-06-04T20:16:44.127Z",
  "error": null
}

{
  "type": "SOFRAI",
  "rateName": "SOFR Averages and Index",
  "effectiveDate": "2026-06-04",
  "percentRate": null,
  "volumeInBillions": null,
  "percentPercentile1": null,
  "percentPercentile25": null,
  "percentPercentile75": null,
  "percentPercentile99": null,
  "targetRateFrom": null,
  "targetRateTo": null,
  "average30day": 3.58967,
  "average90day": 3.63898,
  "average180day": 3.68981,
  "index": 1.24583579,
  "revisionIndicator": "",
  "sourceUrl": "https://markets.newyorkfed.org/api/rates/all/latest.json",
  "scrapedAt": "2026-06-04T20:16:44.007Z",
  "error": null
}

✨ Why choose this Actor

• Straight from the source. Data comes from the Federal Reserve Bank of New York Markets API, the official publisher of these rates.
• Full distribution, not just a headline number. Every rate ships with its volume and four percentile points, so you see the shape of the market.
• Two modes, one Actor. Snapshot the whole benchmark set or drill into the daily history of a single rate.
• No source key needed. The NY Fed endpoints are public, so there is nothing to register for at the data source.
• Clean, flat records. Consistent field names across every rate type make the output ready for a spreadsheet, a database, or a model.

📈 How it compares to alternatives

Approach	Setup	Distribution data	History mode	Maintained
This Actor	None at the source	Volume plus four percentiles	Yes	Yes
Manual page checks	Copy and paste daily	Often skipped	Tedious	Manual
Generic HTTP scripts	Build and host yourself	You parse it	You build it	You maintain it

🚀 How to use

1. Sign up. Create a free Apify account using this link.
2. Open the Actor. Go to the NY Fed Reference Rates Scraper in the Apify Console.
3. Set your input. Choose a rate group for the latest snapshot, or pick a single rate type and a number of history days.
4. Run it. Click Start and watch the records arrive in the run log.
5. Collect the data. Open the dataset tab to view or pull the results through the API.

💼 Business use cases

Treasury and lending

Need	How this Actor helps
Reset floating rate loans	Pull the current SOFR or its averages on schedule
Price new facilities	Read the latest benchmark and target range together

Trading and analytics

Need	How this Actor helps
Monitor funding stress	Track the spread between SOFR and EFFR daily
Backtest rate models	Pull recent daily history for a single rate

Risk and valuation

Need	How this Actor helps
Document discount rates	Capture the rate and percentile spread used in a valuation
Validate vendor feeds	Cross check a third party number against the source

Reporting and dashboards

Need	How this Actor helps
Build a rates dashboard	Feed a tidy daily snapshot into your charts
Brief stakeholders	Summarize where overnight funding rates sit today

🔌 Automating NY Fed Reference Rates Scraper

Connect the Actor to the tools your team already runs:

• Make. Trigger a scenario each time a run finishes and route records onward.
• Zapier. Send fresh rates into a sheet or a CRM step.
• Slack. Post the morning SOFR and EFFR to a channel.
• Airbyte. Sync the dataset into your warehouse.
• GitHub. Schedule runs from a workflow and commit snapshots.
• Google Drive. Drop daily exports into a shared folder.

🌟 Beyond business use cases

• Research. Study the behavior of secured and unsecured funding markets over time.
• Personal finance. Follow the benchmark behind adjustable rate products you hold.
• Non-profit. Add transparent, official rate data to public interest reports.
• Experimentation. Prototype a rates model or a teaching example with real numbers.

🤖 Ask an AI assistant

Paste a few records into your favorite assistant and ask for help:

• ChatGPT. Summarize the spread between SOFR and EFFR today.
• Claude. Explain what a rising 99th percentile on SOFR might signal.
• Perplexity. Compare the current fed funds target range with the effective rate.
• Copilot. Draft a script that charts a week of SOFR history.

❓ Frequently Asked Questions

Which rates does the Actor cover? SOFR, the Tri-Party General Collateral Rate (TGCR), the Broad General Collateral Rate (BGCR), the Effective Federal Funds Rate (EFFR), the Overnight Bank Funding Rate (OBFR), and the SOFR Averages and Index.

Where does the data come from? The Federal Reserve Bank of New York Markets API, the official publisher of these reference rates.

Do I need an API key for the source? No. The NY Fed endpoints are public and require no key or registration at the source.

What is the difference between the two modes? Leave rateType empty to get the latest published value for a group of rates. Set rateType to one benchmark to get its recent daily history instead.

How far back can the history go? The Actor requests the most recent observations for a single rate. Set historyDays to choose how many to return.

Why are some fields empty on certain rows? Each rate type reports a different set of values. The SOFR Averages and Index row carries compounded averages and an index level rather than a daily percent rate, while EFFR adds the fed funds target range. Fields that do not apply to a given row stay empty.

What does volumeInBillions mean? It is the dollar volume of the transactions that produced the rate, expressed in billions.

What are the percentile fields? They describe the distribution of the underlying transactions, from the 1st through the 99th percentile, so you can see how tight or wide the market traded.

How current is the data? The Actor returns the latest values the NY Fed has published at the moment you run it. Rates are published on business days.

What does revisionIndicator tell me? When the NY Fed revises a previously published observation, this field marks it. It is empty for standard observations.

Can I track several rates at once? Yes. The default latest mode returns every benchmark in a single run.

How many records can I get on a free plan? Free plans return up to 10 records per run. Paid plans raise that limit.

🔌 Integrate with any app

Every run produces a structured dataset you can pull through the Apify API or connect to Make, Zapier, and other platforms. Schedule the Actor to keep a rolling record of daily rates with no manual work.

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• US Treasury Fiscal Data Scraper. Treasury fiscal datasets including rates and balances.

💡 Pro Tip: browse the complete ParseForge collection.

🆘 Need Help? Open our contact form

⚠️ Disclaimer: independent tool, not affiliated with the Federal Reserve Bank of New York. Only publicly available data is collected.