USD Reference Rates (SOFR, EFFR, OBFR, BGCR, TGCR)

InfoTrie's USD reference rates dataset carries the rates the Federal Reserve Bank of New York publishes every US business day: the Secured Overnight Financing Rate (SOFR), the Effective Federal Funds Rate (EFFR), the Overnight Bank Funding Rate (OBFR), the Broad General Collateral Rate (BGCR) and the Tri-Party General Collateral Rate (TGCR), plus the SOFR averages and index. Each row is one rate and day, as published, with its percentiles, its volume and the attribution line the New York Fed asks for.

Status: In rollout — available on request

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Key facts

Rates	SOFR, EFFR, OBFR, BGCR, TGCR, the SOFR averages and the SOFR index
Detail	Published percentiles (1st, 25th, 75th, 99th) and volume, where the rate has them
Grain	One row per rate and business day
Values	As published
Update frequency	Every US business day (SIFMA bond market calendar)
Delivery	InfoTrie console datasets and the BI feed, with an API key on a plan that includes market data

Sources

Federal Reserve Bank of New York

Data dictionary

Field	Type	Description
`rate_date`	date	Business day the rate applies to
`rate_name`	string	SOFR, EFFR, OBFR, BGCR, TGCR, a SOFR average or the SOFR index
`currency`	string	USD
`unit`	string	Unit of the value
`rate`	number	The published value
`pct_1 / pct_25 / pct_75 / pct_99`	number	Published percentiles
`volume_mn`	number	Published volume, in millions
`source`	string	The publisher's name
`attribution`	string	The line to show with the data
`updated_at`	timestamp	When InfoTrie last loaded the row

Use cases

Floating-rate instruments. Look up SOFR, its averages and index to accrue or reset floating-rate loans, notes and swaps.
Funding markets. Follow overnight funding conditions through the rates, their percentiles and volumes.
Dashboards. Load the fixings into a BI tool next to your own positions.

Delivery

InfoTrie console: the dataset's quality status and its rows, with an API key on a plan that includes market data
BI feed: OData v4 for Power BI, Excel and Tableau; JSON or CSV pages for Qlik, Google Sheets and Looker Studio

Frequently asked questions

How do I credit the source?

Every row carries the attribution line the New York Fed asks for: "© <year> Federal Reserve Bank of New York. Content from the New York Fed subject to the Terms of Use at newyorkfed.org." Show it with the data. The New York Fed does not endorse InfoTrie or its products.

Where is the euro short-term rate?

In EUR Reference Rates (€STR). This dataset covers the New York Fed's rates only.