@pipeworx/nyfed-markets

Connect: https://gateway.pipeworx.io/nyfed-markets/mcp · Install: one-click buttons

No MCP client? Skip the connection: POST https://gateway.pipeworx.io/v1/tools/search_packs {"query":"..."} to find a tool below, GET /v1/tools/<name> for its schema, POST the same URL with arguments for the data — see For AI agents.

Tools: 5

The New York Fed’s Markets Data APIs — operation-level repo/reverse repo (ON RRP) auction results, securities lending operations, SOMA portfolio holdings, the Desk’s reference rates (SOFR, EFFR, OBFR, TGCR, BGCR), and primary dealer survey statistics. This is the operation- and security-level data underneath FRED’s daily rate aggregates, not a duplicate of them.

Tools

• nyfed_repo_operations(operation_type, start_date, end_date, term, limit) — repo/reverse repo (ON RRP) auction results: totals, counterparty counts, award rates, by-security-type breakdown.
• nyfed_seclending_operations(operation, start_date, end_date, cusips, limit) — securities lending operation results (daily program + extended-term).
• nyfed_soma_holdings(view, holding_type, as_of_date, cusip, limit) — SOMA portfolio: summary by asset bucket over time, or full CUSIP-level Treasury/Agency snapshots by date, or one CUSIP’s full holdings history.
• nyfed_reference_rates(rate_type, number) — SOFR/SOFRAI/TGCR/BGCR (secured) and EFFR/OBFR (unsecured), latest or recent history with percentile bands and volume.
• nyfed_primary_dealer_stats(mode, keyid_filter, seriesbreak, limit) — FR 2004 weekly primary dealer positioning/transaction survey; mode=list_series browses the keyid catalog, mode=latest returns current values.

Auth

Keyless. No registration, no API key, no rate-limit headers observed.

Data sources

• https://markets.newyorkfed.org/api/rp/... — repo/reverse repo operations.
• https://markets.newyorkfed.org/api/seclending/... — securities lending operations.
• https://markets.newyorkfed.org/api/soma/... — SOMA holdings (summary, Treasury, Agency).
• https://markets.newyorkfed.org/api/rates/... — reference rates.
• https://markets.newyorkfed.org/api/pd/... — primary dealer statistics.
• Swagger spec: https://markets.newyorkfed.org/static/docs/markets-api.yml (the .html doc page is a JS SPA that renders this file — fetch the .yml directly, the .html is useless to scrape).

Traps

• /api/rp/results/search.json’s operationTypes query parameter is a confirmed SILENT NO-OP. Querying with operationTypes=Reverse Repo still returns Repo rows mixed in (verified live: 21 rows for a 9-day window that should have been ~7 RRP-only rows). method and term on that endpoint are unverified and not trusted either. This pack always filters operationType/term client-side after fetching. The path-based filter on the latest endpoint (/api/rp/{reverserepo|repo|all}/all/results/latest.json) DOES work correctly and is used for same-day queries instead.
• SOMA holdings publish on a ~1 week lag. /api/soma/asofdates/latest.json returned 2026-09-16 when probed on 2026-09-23 — normal, not a bug. as_of_date defaults to this latest published date.
• The agency holding-type path segment agency debts contains a literal space (/api/soma/agency/get/agency debts/asof/{date}.json). The tool accepts the friendly agency_debts and URL-encodes the space for you.
• holding_type=all on the treasury/agency SOMA endpoints returns EVERY CUSIP at that date — hundreds of rows. This pack truncates to limit (default 20) and always reports total_holdings so the truncation is visible rather than silent.
• Primary dealer keyids are opaque codes (e.g. PDPOSMBS-TOT) grouped into “series break” windows whose definitions can change over time (/api/pd/list/seriesbreaks.json is authoritative). This pack resolves “current” as the window whose enddate is 9999-12-31 rather than hardcoding a window id, so it keeps working across the next series break without a code change.
• Reference rates for a given effectiveDate are published the NEXT business day — EFFR/OBFR/TGCR/BGCR “today” have not been observed yet; only SOFR/SOFRAI sometimes show same-day. Not a lag bug.

Tools

• nyfed_repo_operations — NY Fed Desk repo and reverse repo (ON RRP) operation RESULTS — the actual auctions the Desk ran, not a daily rate aggregate. Each operation: total submitted/accepted USD, counterparty counts, award ra
• nyfed_seclending_operations — NY Fed Desk securities lending operation results — how much of the SOMA portfolio was lent out today (or in a date range), by operation (seclending = the daily program, extensions = extended-term lend
• nyfed_soma_holdings — System Open Market Account (SOMA) portfolio — the Fed’s own securities holdings from QE/reinvestment. view=summary (default) gives total by asset bucket (bills, notesbonds, mbs, agencies, tips) over t
• nyfed_reference_rates — The Desk’s own reference-rate publications: SOFR, SOFRAI (30/90/180-day compounded averages + index), EFFR (effective fed funds), OBFR (overnight bank funding), TGCR/BGCR (tri-party general collateral
• nyfed_primary_dealer_stats — FR 2004 weekly primary dealer positioning/transaction survey (aggregate across all primary dealers). mode=list_series (default) browses the keyid catalog — pass keyid_filter (e.g. “treasury”, “mbs”, ”