`ofr_funding_anomaly`

Pack: ofr-funding · Endpoint: https://gateway.pipeworx.io/ofr-funding/mcp

No MCP client? Call it directly: GET https://gateway.pipeworx.io/v1/tools/ofr_funding_anomaly for the schema, then POST the same URL with its arguments for the data.

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-term funding markets. Pass either the same collateral/tenor/measure/vintage args as ofr_repo_rates (default: tri-party overnight rate), or a raw mnemonic from ofr_search_funding_series/ofr_mmf_holdings. Always states the exact window used (start date, end date, n observations) alongside the number.

Parameters

Name	Type	Required	Description
`mnemonic`	string	no	A raw OFR mnemonic (e.g. from ofr_search_funding_series). Overrides collateral/tenor/measure/vintage when given.
`collateral`	string	no	Used only when mnemonic is omitted. Default tri.
`tenor`	string	no	Used only when mnemonic is omitted. Default overnight.
`measure`	string	no	Used only when mnemonic is omitted. Default rate.
`vintage`	string	no	Used only when mnemonic is omitted. Default preliminary.
`window_days`	number	no	Trailing window size (observations before the latest one). Default 20, min 5, max 120.

Example call

Arguments

{
  "collateral": "tri",
  "tenor": "overnight",
  "measure": "rate",
  "window_days": 20
}

curl

curl -X POST https://gateway.pipeworx.io/ofr-funding/mcp \
  -H 'Content-Type: application/json' \
  -d '{"jsonrpc":"2.0","id":1,"method":"tools/call","params":{"name":"ofr_funding_anomaly","arguments":{"collateral":"tri","tenor":"overnight","measure":"rate","window_days":20}}}'

TypeScript (@pipeworx/sdk)

import { Pipeworx } from '@pipeworx/sdk';
const pipeworx = new Pipeworx();

const result = await pipeworx.call('ofr_funding_anomaly', {
  "collateral": "tri",
  "tenor": "overnight",
  "measure": "rate",
  "window_days": 20
});

Connect

Add this to your MCP client config, or use one-click install buttons:

{
  "mcpServers": {
    "ofr-funding": {
      "url": "https://gateway.pipeworx.io/ofr-funding/mcp"
    }
  }
}

See Getting Started for client-specific install steps.

ofr_funding_anomaly