Fed / US · CENTRAL BANK/MARKET LIQUIDITY · Pro
SOFR − EFFR Spread
SOFR minus EFFR. A rising spread points to repo stress, as in September 2019.
Part of Liquidity Dashboard Pro, with 305 other charts: US$20 a month or US$80 a year, free for 7 days.
About this chart
| Chart | SOFR − EFFR Spread |
|---|---|
| On the dashboard | Federal Reserve & US economy › CENTRAL BANK/MARKET LIQUIDITY › Policy Rates |
| Source | Federal Reserve Bank of New York via FRED |
| Worked out from | SOFR, Effective Fed Funds Rate (EFFR) |
| Access | Pro on the dashboard, in the MCP connector for AI apps and in the data API |
| Chart id | SOFR_EFFR |
On the dashboard you can change the range (1 week to the full history), expand it, compare it with other series in a custom chart, set an alert on it and download it as PNG, SVG, CSV or JSON. Those are Pro features.
In AI apps and your own code
Ask Claude, ChatGPT or another AI app about it with the MCP connector, or read its data from your own scripts with a Pro API key (chart id SOFR_EFFR).
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All Fed / US charts · all 306 charts
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Start free trialGeneral information only, not financial advice. Data can be delayed, revised or wrong. Sources and credits.
