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overnight_bank_funding

Overnight Bank Funding.

For the United States, the overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates.

Parameters

start_date: Union[date, str]

Start date of the data, in YYYY-MM-DD format.

Optional: True


end_date: Union[date, str]

End date of the data, in YYYY-MM-DD format.

Optional: True


Returns

results: list[OvernightBankFundingRate]

Serializable results.


provider: Optional[Literal['federal_reserve', 'fred']]

Provider name.


warnings: Optional[list[Warning_]]

list of warnings.


chart: Optional[Chart]

Chart object.


extra: dict[str, Any]

Extra info.


Data

date: Union[date, str]

The date of the data.

rate: float

Overnight Bank Funding Rate.

percentile_1: float

1st percentile of the distribution.

percentile_25: float

25th percentile of the distribution.

percentile_75: float

75th percentile of the distribution.

percentile_99: float

99th percentile of the distribution.

volume: float

The trading volume.The notional volume of transactions (Billions of $).