Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

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Line 1 - Effective Federal Funds Rate: 1st Percentile
Line 1
(a) Effective Federal Funds Rate: 1st Percentile, Percent, Not Seasonally Adjusted (EFFR1)
The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises. The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates. For more information, see https://www.newyorkfed.org/markets/obfrinfo

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    For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

    Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

    Finally, you can change the units of your new series.

    Select a date that will equal 100 for your custom index:
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    Line 1 - Effective Federal Funds Rate: 1st Percentile
    Line 2
    (a) Effective Federal Funds Rate: 99th Percentile, Percent, Not Seasonally Adjusted (EFFR99)
    The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises. The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates. For more information, see https://www.newyorkfed.org/markets/obfrinfo

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD
    to

    Write a custom formula to transform one or more series or combine two or more series.

    You can begin by adding a series to combine with your existing series.

    Type keywords to search for data

      Now create a custom formula to combine or transform the series.

      For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

      Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

      Finally, you can change the units of your new series.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

      Line 1 - Effective Federal Funds Rate: 1st Percentile
      Line 3
      (a) Secured Overnight Financing Rate, Percent, Not Seasonally Adjusted (SOFR)

      Select a date that will equal 100 for your custom index:
        Enter date as YYYY-MM-DD
      to

      Write a custom formula to transform one or more series or combine two or more series.

      You can begin by adding a series to combine with your existing series.

      Type keywords to search for data

        Now create a custom formula to combine or transform the series.

        For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

        Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

        Finally, you can change the units of your new series.

        Select a date that will equal 100 for your custom index:
            Enter date as YYYY-MM-DD

        Line 1 - Effective Federal Funds Rate: 1st Percentile
        Line 4
        (a) Secured Overnight Financing Rate: 1st Percentile, Percent, Not Seasonally Adjusted (SOFR1)

        Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD
        to

        Write a custom formula to transform one or more series or combine two or more series.

        You can begin by adding a series to combine with your existing series.

        Type keywords to search for data

          Now create a custom formula to combine or transform the series.

          For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

          Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

          Finally, you can change the units of your new series.

          Select a date that will equal 100 for your custom index:
              Enter date as YYYY-MM-DD

          Line 1 - Effective Federal Funds Rate: 1st Percentile
          Line 5
          (a) Secured Overnight Financing Rate: 99th Percentile, Percent, Not Seasonally Adjusted (SOFR99)

          Select a date that will equal 100 for your custom index:
            Enter date as YYYY-MM-DD
          to

          Write a custom formula to transform one or more series or combine two or more series.

          You can begin by adding a series to combine with your existing series.

          Type keywords to search for data

            Now create a custom formula to combine or transform the series.

            For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

            Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

            Finally, you can change the units of your new series.

            Select a date that will equal 100 for your custom index:
                Enter date as YYYY-MM-DD

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            Line 1
            Effective Federal Funds Rate: 1st Percentile
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            Line 2
            Effective Federal Funds Rate: 99th Percentile
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            Line 3
            Secured Overnight Financing Rate
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            Line 4
            Secured Overnight Financing Rate: 1st Percentile
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            Line 5
            Secured Overnight Financing Rate: 99th Percentile
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            Notes

            Effective Federal Funds Rate: 1st Percentile  (EFFR1)

            Source: Federal Reserve Bank of New York  

            Release: Federal Funds Data  

            Units:  Percent, Not Seasonally Adjusted

            Frequency:  Daily

            Notes:

            The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.

            The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.

            For more information, see https://www.newyorkfed.org/markets/obfrinfo

            Suggested Citation:

            Federal Reserve Bank of New York, Effective Federal Funds Rate: 1st Percentile [EFFR1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EFFR1, April 3, 2025.

            Effective Federal Funds Rate: 99th Percentile  (EFFR99)

            Source: Federal Reserve Bank of New York  

            Release: Federal Funds Data  

            Units:  Percent, Not Seasonally Adjusted

            Frequency:  Daily

            Notes:

            The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.

            The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.

            For more information, see https://www.newyorkfed.org/markets/obfrinfo

            Suggested Citation:

            Federal Reserve Bank of New York, Effective Federal Funds Rate: 99th Percentile [EFFR99], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EFFR99, April 3, 2025.

            Secured Overnight Financing Rate  (SOFR)

            Source: Federal Reserve Bank of New York  

            Release: Secured Overnight Financing Rate Data  

            Units:  Percent, Not Seasonally Adjusted

            Frequency:  Daily

            Suggested Citation:

            Federal Reserve Bank of New York, Secured Overnight Financing Rate [SOFR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR, April 3, 2025.

            Secured Overnight Financing Rate: 99th Percentile  (SOFR99)

            Source: Federal Reserve Bank of New York  

            Release: Secured Overnight Financing Rate Data  

            Units:  Percent, Not Seasonally Adjusted

            Frequency:  Daily

            Suggested Citation:

            Federal Reserve Bank of New York, Secured Overnight Financing Rate: 99th Percentile [SOFR99], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR99, April 3, 2025.

            Secured Overnight Financing Rate: 1st Percentile  (SOFR1)

            Source: Federal Reserve Bank of New York  

            Release: Secured Overnight Financing Rate Data  

            Units:  Percent, Not Seasonally Adjusted

            Frequency:  Daily

            Suggested Citation:

            Federal Reserve Bank of New York, Secured Overnight Financing Rate: 1st Percentile [SOFR1], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/SOFR1, April 3, 2025.

            Release Tables

            Secured Overnight Financing Rate Data

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            Tags

            Percentile New York Fed Federal Daily Rate Copyrighted: Citation Required Nation Not Seasonally Adjusted United States of America Financing Overnight Securities

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