Fixed Income

US overnight reference rates (SOFR/repo complex)

The Federal Reserve Bank of New York US overnight reference-rate complex for the latest publication: secured SOFR / BGCR / TGCR (Treasury repo) and unsecured EFFR / OBFR (rate, volume, 1st/99th percentiles), plus the SOFR 30/90/180-day averages + SOFR index, and derived funding spreads (SOFR-EFFR basis, secured-vs-unsecured) in bps.

get/api/v2/fixed-income/treasury/reference-rates

Response

Latest overnight rates, SOFR averages/index, and funding spreads.

Example response

{
  "data": {
    "sofr_averages": {
      "effective_date": "2026-07-01",
      "average_30day": 3.633,
      "average_90day": 3.635,
      "average_180day": 3.671,
      "index": 1.2492301
    },
    "spreads": {
      "sofr_effr_bps": 5,
      "secured_unsecured_bps": 5
    }
  },
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "data_age_days": 8.532,
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ],
    "period": "2026-Q1",
    "notes": "the UKMTO report behind these counts is dated 2026-08-21 and is 11 days old"
  }
}

Changes

Changed in 2 of the 23 revisions of this API.15

    • added the optional property meta/data_age_days to the response with the 200 status

      response-optional-property-added

    • added the optional property meta/notes to the response with the 200 status

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    • added the optional property meta/period to the response with the 200 status

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    • added the optional property code to the response with the 401 status

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    • added the optional property code to the response with the 429 status

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    • added the optional property code to the response with the 503 status

      response-optional-property-added

    • added the optional property hint to the response with the 401 status

      response-optional-property-added

    • added the optional property hint to the response with the 429 status

      response-optional-property-added

    • added the optional property hint to the response with the 503 status

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    • added the optional property plan to the response with the 401 status

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    • added the optional property plan to the response with the 429 status

      response-optional-property-added

    • added the optional property plan to the response with the 503 status

      response-optional-property-added

    • added the optional property reason to the response with the 401 status

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    • added the optional property reason to the response with the 429 status

      response-optional-property-added

    • added the optional property reason to the response with the 503 status

      response-optional-property-added