macro

Dispersion and volume behind an overnight rate

THE STRESS READ IS THE WIDTH, NOT THE LEVEL. The 1st-to-99th percentile width of the transactions behind a print says how far the worst borrower paid over the best, which a median cannot show. Only the overnight rates the New York Fed calculates from transactions have one; every administered rate and every bill returns no_data.

get/macro/money-markets/stress

Request

  • Base URL: https://kresmion.com/v1
  • URL: https://kresmion.com/v1/macro/money-markets/stress
  • Auth: HTTP bearer

Query parameters

ratestring

Overnight rate key: sofr, effr, obfr, bgcr, tgcr.

startstring nullable

Inclusive start, YYYY-MM-DD.

endstring nullable

Inclusive end, YYYY-MM-DD.

Headers

authorizationstring nullable

Response

Successful Response

object required

Changes

No recorded changes to this operation across all 1 revision of this API.