Liquidity Dashboard

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

ChartSOFR − EFFR Spread
On the dashboardFederal Reserve & US economy › CENTRAL BANK/MARKET LIQUIDITY › Policy Rates
SourceFederal Reserve Bank of New York via FRED
Worked out fromSOFR, Effective Fed Funds Rate (EFFR)
AccessPro on the dashboard, in the MCP connector for AI apps and in the data API
Chart idSOFR_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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General information only, not financial advice. Data can be delayed, revised or wrong. Sources and credits.