SOFR, EFFR & NY Fed Repo Data
Pricing
$0.20 / 1,000 rows
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SOFR, EFFR & NY Fed Repo Data
Official New York Fed markets data: SOFR, EFFR, OBFR, TGCR, BGCR and SOFR averages/index with percentiles and volumes, repo and reverse repo operation results, and weekly SOMA holdings. Daily history back to 2018 (EFFR to 2000).
Pricing
$0.20 / 1,000 rows
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Pushbuild Data
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Official money-market reference rates and Federal Reserve operations data from the Federal Reserve Bank of New York (markets.newyorkfed.org).
Datasets
- Reference rates: SOFR, EFFR, OBFR, TGCR, BGCR with 1st/25th/75th/99th percentiles and volume; EFFR adds the FOMC target range. SOFRAI gives the 30/90/180-day SOFR averages and the SOFR index.
- Repo operations: results of standing repo and overnight reverse repo (ON RRP) operations: amounts submitted and accepted, rates, counterparties, security type breakdown.
- SOMA holdings: weekly System Open Market Account totals by asset type (bills, notes and bonds, TIPS, FRN, MBS, CMBS, agencies).
Input examples
- Last 30 days of SOFR and EFFR:
{} - SOFR index since 2024:
{"rates": ["SOFRAI"], "dateFrom": "2024-01-01"} - Reverse repo usage this year:
{"dataset": "repoOperations", "operationType": "reverseRepo", "dateFrom": "2026-01-01"} - Fed balance sheet holdings:
{"dataset": "somaSummary", "dateFrom": "2020-01-01"}
Rates are published around 08:00 ET for the prior business day. Pricing: per row returned.
