<p>The U.S. Treasury Department's Office of Financial Research publishes a <a href="https://www.financialresearch.gov/short-term-funding-monitor/" rel="nofollow noreferrer">&quot;Short-term Funding Monitor&quot;</a> that provides data that may address your needs. For example, you can find data on Treasury constant maturity rates (<a href="https://www.financialresearch.gov/short-term-funding-monitor/datasets/tyld-single/?mnemonic=TYLD-TCMR-3Mo-A" rel="nofollow noreferrer">3-month rates shown here</a>)</p>
<p><a href="https://i.sstatic.net/rcIaC.png" rel="nofollow noreferrer"><img src="https://i.sstatic.net/rcIaC.png" alt="3-month Treasury constant maturity rates" /></a></p>
<p>as well as the <a href="https://www.financialresearch.gov/short-term-funding-monitor/market-digests/rates/chart-18/" rel="nofollow noreferrer">mean interest rate charged on repurchase agreements</a> in different markets. Also, when looking at this data, recall that a <a href="https://www.investopedia.com/ask/answers/041615/what-difference-between-repurchase-agreement-and-reverse-repurchase-agreement.asp" rel="nofollow noreferrer">reverse repo is just a repo viewed from the perspective of the other party</a>.</p>
<p><a href="https://i.sstatic.net/E7khy.png" rel="nofollow noreferrer"><img src="https://i.sstatic.net/E7khy.png" alt="Mean rates on repurchase agreements by venue: GCF Repo Service, DVP Service, and tri-party repo" /></a></p>

CC BY-SA 4.0
2021-08-30T15:28:37.757Z
2021-09-01T15:02:44.757Z
2021-09-01T15:02:44.757Z
jmbejara
<p>I was browsing through the <a href="https://fred.stlouisfed.org/searchresults/?st=repo%20rate" rel="nofollow noreferrer">St. Louis Fed's website</a> to look for time series data on rates for short term cash / sovereign notes.</p>
<p>The goal is to basically scrape what data I can find and plot the two series together in a simple line chart, but never realized that the actual data source is not so easy to find.</p>
<h2>Question</h2>
<p>Is there public domain for this type of data? If not time series, then perhaps some official reporting of the rates on a discrete basis?</p>
<p><strong>Context</strong>: given there was an adjustment to the reverse repo facility on June 16th, I wanted to see how the 5bp increase compares to short-dated treasury yields. Hence, a line chart of these series would be helpful: perhaps 2019-most current.</p>

<monetary-policy><data-request>
Data access: reverse repo rate vs 3-6 month treasuries
Arash Howaida
# Data access: reverse repo rate vs 3-6 month treasuries

(Asked by: username_0 on 2021-06-21)

I was browsing through the [St. Louis Fed's website](https://fred.stlouisfed.org/searchresults/?st=repo%20rate) to look for time series data on rates for short term cash / sovereign notes.

The goal is to basically scrape what data I can find and plot the two series together in a simple line chart, but never realized that the actual data source is not so easy to find.

## Question

Is there public domain for this type of data? If not time series, then perhaps some official reporting of the rates on a discrete basis?

**Context**: given there was an adjustment to the reverse repo facility on June 16th, I wanted to see how the 5bp increase compares to short-dated treasury yields. Hence, a line chart of these series would be helpful: perhaps 2019-most current.

**Tags:** monetary-policy, data-request


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## 1 answers

### Answer by username_1 on 2021-08-30. Score: 2 | Accepted answer

The U.S. Treasury Department's Office of Financial Research publishes a ["Short-term Funding Monitor"](https://www.financialresearch.gov/short-term-funding-monitor/) that provides data that may address your needs. For example, you can find data on Treasury constant maturity rates ([3-month rates shown here](https://www.financialresearch.gov/short-term-funding-monitor/datasets/tyld-single/?mnemonic=TYLD-TCMR-3Mo-A))

[![3-month Treasury constant maturity rates](https://i.sstatic.net/rcIaC.png)](https://i.sstatic.net/rcIaC.png)

as well as the [mean interest rate charged on repurchase agreements](https://www.financialresearch.gov/short-term-funding-monitor/market-digests/rates/chart-18/) in different markets. Also, when looking at this data, recall that a [reverse repo is just a repo viewed from the perspective of the other party](https://www.investopedia.com/ask/answers/041615/what-difference-between-repurchase-agreement-and-reverse-repurchase-agreement.asp).

[![Mean rates on repurchase agreements by venue: GCF Repo Service, DVP Service, and tri-party repo](https://i.sstatic.net/E7khy.png)](https://i.sstatic.net/E7khy.png)


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