Funding Markets Monitor
Every number that drives the price of overnight cash in the US — repo rates, the Fed's corridor, Treasury supply and bank reserves — on one dashboard.
Open the dashboard →What's inside
Latest SOFR, TGCR, BGCR, EFFR, DTCC GCF and DVP repo, key spreads, reserves and ON RRP, with daily and weekly changes.
Overnight rates against IORB, the ON RRP floor and the Standing Repo Facility, plus SOFR's percentile distribution.
Estimated net issuance by settlement date and month, upcoming auctions, and five years of monthly net issuance.
What moved bank reserves each week — Fed holdings, the TGA, reverse repos — and the Fed's holdings by type.
GSE cash week and month- and quarter-end behaviour by year and month, with heat-map grids.
SR1 − ZQ expiry estimates, primary dealer Treasury positions and financing, bills vs. SOFR, 2y and 7y moves.