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Daily US overnight reference rates published by the Federal Reserve Bank of New York, in percent per year: SOFR, EFFR (with the FOMC target range), OBFR, TGCR, BGCR and the SOFR averages and index. Returns observations newest first for a date range or the most recent published days. OneShot is not affiliated with the New York Fed. The New York Fed does not sanction, endorse, or recommend any products or services offered by OneShot. The rate data is subject to the Terms of Use posted at newyorkfed.org; every answer carries the notice those terms require with any republication, in notice, and it must stay with the data when the answer is shown or passed on.

Authentication

Requires x402 payment in the payment-signature header.

Request Body

string
required
Rate code: sofr, effr, obfr, tgcr, bgcr or sofr_averages. One of sofr, effr, obfr, tgcr, bgcr, sofr_averages.
string
First date, YYYY-MM-DD; give both start_date and end_date or neither. YYYY-MM-DD.
string
Last date, YYYY-MM-DD, inclusive; at most 366 days after start_date and not in the future. YYYY-MM-DD.
integer
Number of most recent published days, 1 to 30, used when no dates are given. From 1 to 30. Defaults to 5.

Response (200 OK)

Top-level envelope: success (boolean) and data (object). All fields below are nested under data.
string
Durable job ID for audit and lookup
string
Job status: completed
string
Always market_interest_rates
object
The answer, described under Result below
object
Where the answer came from and when
string
The public body the data comes from. Always Federal Reserve Bank of New York.
string
public when the data comes from a public body, commercial otherwise
string
When the lookup was made, as an ISO 8601 UTC time
string | null
When the source says the fact was last updated, or null when the source gives no date

Result

Nested under data.result.
string
Rate code asked for, upper-case.
string
The notice and disclaimer the New York Fed requires with any presentation of its reference rate data; keep it with the data.
object[]
One observation per business day, newest first.
string
Business day the rate applies to, YYYY-MM-DD; for sofr_averages, the publication day.
number | null
Rate in percent per year; null for sofr_averages.
number | null
1st percentile of underlying transaction rates, percent per year. null when the source gives no value.
number | null
25th percentile, percent per year. null when the source gives no value.
number | null
75th percentile, percent per year. null when the source gives no value.
number | null
99th percentile, percent per year. null when the source gives no value.
number | null
Volume of underlying transactions, billions of US dollars. null when the source gives no value.
number | null
Lower bound of the FOMC federal funds target range, percent per year; effr only. null when the source gives no value.
number | null
Upper bound of the FOMC federal funds target range, percent per year; effr only. null when the source gives no value.
number | null
30-day compounded SOFR average, percent per year; sofr_averages only. null when the source gives no value.
number | null
90-day compounded SOFR average, percent per year; sofr_averages only. null when the source gives no value.
number | null
180-day compounded SOFR average, percent per year; sofr_averages only. null when the source gives no value.
number | null
SOFR index, compounded from 1.0 on 2018-04-02; sofr_averages only. null when the source gives no value.
boolean
True when the source marks this day as revised.
See Pricing for this tool’s price. A wallet (x402) call receives it in the 402 quote before anything is charged; a call paid from prepaid credits is charged when the API accepts the request and answers 200.

Notes

  • Available rates are the secured overnight financing rate (sofr), the effective federal funds rate (effr, with the FOMC target range), the overnight bank funding rate (obfr), the tri-party general collateral rate (tgcr), the broad general collateral rate (bgcr) and the 30-, 90- and 180-day SOFR averages with the SOFR index (sofr_averages).
  • Returns one observation per business day, newest first, either for a date range (at most 366 days, not in the future) or the last 1 to 30 published days. Each observation carries the rate, its 1st, 25th, 75th and 99th percentiles and the underlying volume in billions of US dollars where the source publishes them; fields that do not apply to a rate are null. revised is true when the source marks the day as revised. A range with no business days returns an empty list.
  • Overnight rates (sofr, effr, obfr, tgcr, bgcr) are dated the business day they apply to and published the next US business day; sofr_averages is dated the day it is published and compounds SOFR through the previous business day. Source: Federal Reserve Bank of New York.
  • Results return inline. The finished job stays available at /v1/requests/{request_id}