@pipeworx/ofr-funding

Connect: https://gateway.pipeworx.io/ofr-funding/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: 4

The Office of Financial Research (US Treasury) Short-Term Funding Monitor API — collateral- and tenor-level US repo market rates/volumes (DVP, GCF, tri-party) and money-market-fund balance-sheet composition, neither of which FRED or the NY Fed Desk’s own release carries.

Tools

• ofr_repo_rates(collateral, tenor, measure, vintage, start_date, end_date, limit) — repo rates or volumes for one collateral segment (dvp/gcf/tri/tri_ex_fed) x tenor (overnight/term bucket/collateral-type split) x measure (rate/volume/outstanding).
• ofr_mmf_holdings(category, start_date, end_date, limit) — monthly money-market-fund investment composition (repo by collateral/counterparty type, outright Treasuries/agencies, bank-related assets).
• ofr_search_funding_series(query, dataset, limit) — name/mnemonic lookup across the full 206-series repo+mmf catalog (OFR has no live search endpoint).
• ofr_funding_anomaly(mnemonic OR collateral/tenor/measure/vintage, window_days) — compares the latest observation to a trailing window and reports delta + z-score, stating the exact window used.

Auth

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

Data sources

• https://data.financialresearch.gov/v1/series/timeseries?mnemonic=... — the only live per-query route. Returns a bare [[date, value], ...] array for one mnemonic. Used by all four tools for every actual data point returned.
• https://data.financialresearch.gov/v1/series/dataset?dataset=repo and ?dataset=mmf — bulk metadata+data dump (~9MB gzip’d, ~450KB for mmf) used ONCE (2026-09-23) to generate src/catalog.ts (mnemonic → human name → start date → frequency). Never called at request time; too large to fetch per call in a Worker, and would be a bulk mirror if it were. The actual VALUES this pack returns always come from the timeseries endpoint above, live, per request.
• https://www.financialresearch.gov/short-term-funding-monitor/ — the human-facing site these APIs back.

Traps

• /v1/series/search, /v1/series/metadata, /v1/metadata/series, /v1/series/datasets all answer 403 {"message":"Missing Authentication Token"}. This is API Gateway’s stock response for an undefined route, not an actual auth requirement — there is no public discovery/search endpoint at all. That’s why ofr_search_funding_series exists as a static, generated lookup table instead of a live search call.
• Mnemonic grammar: REPO-{COLLATERAL}_{MEASURE}_{TENOR}-{VINTAGE} for repo, MMF-{...}-M for MMF. Not every collateral/tenor/measure combination exists — e.g. DVP has no Treasury/Agency/Corporate collateral-type split, only GCF/TRI do. An invalid combination 400s upstream with body Invalid mnemonic; ofr_repo_rates surfaces that with a pointer to ofr_search_funding_series rather than guessing validity client-side.
• Vintage matters: OFR publishes a preliminary value first and a final revision a few days later, as a SEPARATE mnemonic suffix (-P vs -F), not an in-place update. Defaulting to preliminary gets you the freshest number; final is more accurate for anything more than a few days old.
• Reporting lag: the latest repo-rate observation is typically 1-2 calendar days behind today (e.g. probed 2026-09-23, latest tri-party overnight rate was dated 2026-09-21) — this is normal publication lag, not an outage.
• ofr_funding_anomaly’s z-score is computed by this pack, not an OFR-published statistic — it excludes the latest point from its own trailing window so the window and the point being judged never overlap.

Tools

• ofr_repo_rates — US repo market rates/volumes broken out by COLLATERAL segment (dvp = FICC DVP service, gcf = GCF Repo service, tri = tri-party, tri_ex_fed = tri-party excluding the Fed’s own ON RRP counterparty trade
• ofr_mmf_holdings — Money market mutual fund investment composition, monthly, from OFR’s MMF Data Release — how much of aggregate MMF assets sit in repo (overall, or split by Treasury/agency/other collateral and by count
• ofr_search_funding_series — Browse the full catalog of OFR repo-market and money-market-fund mnemonics by name (e.g. “tri-party”, “GCF”, “corporate debt”, “federal reserve”) — use this to find the exact series behind ofr_repo_ra
• ofr_funding_anomaly — Compares the LATEST observation of a repo or MMF series to its trailing window (mean, stddev over the N observations before it) and reports the delta and z-score — “what changed unusually” in short-te