`ofr_repo_rates`

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_repo_rates for the schema, then POST the same URL with its arguments for the data.

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 trades) and TENOR (overnight, term buckets, or a treasury/agency/corporate/other collateral-type split). measure=rate (default, %) or volume/outstanding ($). This is OFR’s independent collateral/tenor decomposition of the private repo market — neither FRED nor nyfed-markets has this breakdown; FRED only has single daily SOFR/EFFR-style aggregates, and nyfed-markets only has the NY Fed Desk’s OWN operations, not the broader market. Not every collateral/tenor/measure combination exists (upstream 400s “Invalid mnemonic” on an invalid one — try ofr_search_funding_series to browse what does).

Parameters

Name	Type	Required	Description
`collateral`	string	no	Default tri (tri-party, the largest and most-watched segment).
`tenor`	string	no	Default overnight. treasury/agency/corporate/other are collateral-TYPE splits, not term buckets, and are only valid for some collateral segments.
`measure`	string	no	rate = volume-weighted average rate (%). volume = transaction volume ($). outstanding = outstanding volume ($, not available for every segment). Default rate.
`vintage`	string	no	OFR revises rates a few days after first publication. Default preliminary (freshest).
`start_date`	string	no	YYYY-MM-DD, inclusive.
`end_date`	string	no	YYYY-MM-DD, inclusive.
`limit`	number	no	Max observations to return, most recent last. Default 30, max 250.

Example call

Arguments

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

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_repo_rates","arguments":{"collateral":"tri","tenor":"overnight","measure":"rate"}}}'

TypeScript (@pipeworx/sdk)

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

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

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_repo_rates