SOFR, EFFR & NY Fed Repo Data
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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).