Office of Financial Research (OFR), U.S. Department of the Treasury

Name: Office of Financial Research (OFR), U.S. Department of the Treasury
Creator: Office of Financial Research, U.S. Department of the Treasury
License: https://www.usa.gov/government-works

Open · redistributedU.S. Government Work (public domain)Money & Banking

Redistributable. This source is served as canonical Parquet under the license below, with attribution and provenance preserved.

Coverage

Series catalogued

423

Temporal coverage

2010-11-30 – 2026-06-22

Licensing & provenance

License: U.S. Government Work (public domain)
License URL: https://www.usa.gov/government-works
Required attribution: Source: Office of Financial Research, U.S. Department of the Treasury
Redistribution: Permitted (served here)
Commercial use: Yes
Modification: Permitted
Provider homepage: https://www.financialresearch.gov/
Provider terms: https://www.financialresearch.gov/legal-notices/

How to cite

Office of Financial Research (OFR), U.S. Department of the Treasury. Retrieved from https://www.financialresearch.gov/. Compiled and redistributed by the Elkassabgi Data Library.

Processing: Retrieved from the official source, normalized to a long {series_key, obs_date, value} schema (period-start dates), de-duplicated, and stored as zstd Parquet. Compiled and redistributed by the Elkassabgi Data Library.

Access & mirrors

Download: Select & download ofr series as CSV →
API: Get a free API key, then GET /v1/series/<id>.csv
Canonical landing: https://econdatalibrary.com/ofr
Update cadence: daily
Automated refresh: live — this database is on the daily update run
Update strategy: extend by date
Storage layout: overwrite-multi-file, ONE parquet per dataset: data/clean_full/ofr/{fnyr,repo,mmf,nypd}.parquet (~4 files, ~425K obs total, COVERAGE small). Schema (explicit SCHEMA, lines 31-36): series_id (str), obs_date (date32), value (float64), dataset (str). Each written once via pq.write_table (full overwrite when file absent).

Full description

OFR (Office of Financial Research) data ingest. Datasets available at data.financialresearch.gov/v1/series/dataset: fnyr - Federal Reserve Bank of NY Reference Rates (BGCR, TGCR, SOFR, EFFR, OBFR + distributions) repo - OFR U.S. Repo Markets Data Release (164 series: GC repo by collateral/maturity) mmf - OFR U.S. Money Market Fund Data Release (42 series: AUM, flows, composition) nypd - Federal Reserve Bank of NY Primary Dealer Statistics (194 series) License: US public domain (OFR is a US federal agency created by Dodd-Frank). Source: Office of Financial Research, U.S. Department of the Treasury. No API key required. Run: python jobs/ingest_ofr.py

Structured metadata

schema.org/Dataset (Google Dataset Search)

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  "@type": "Dataset",
  "name": "Office of Financial Research (OFR), U.S. Department of the Treasury",
  "description": "U.S. secured-funding and repo reference rates — broad general collateral rate and percentiles. OFR. 423 series, 2010–2026. Free download under public domain.",
  "url": "https://econdatalibrary.com/ofr",
  "identifier": "ofr",
  "isAccessibleForFree": true,
  "publisher": {
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    "url": "https://econdatalibrary.com"
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  "creator": {
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    "alternateName": "OFR",
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  "keywords": [
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  ],
  "temporalCoverage": "2010-11-30/2026-06-22",
  "citation": "Office of Financial Research (OFR), U.S. Department of the Treasury. Retrieved from https://www.financialresearch.gov/. Compiled and redistributed by the Elkassabgi Data Library.",
  "sameAs": [
    "https://huggingface.co/datasets/econdatalibrary-ofr",
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  "distribution": [
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}

Croissant (ML-ready, schema.org JSON-LD)

{
  "@context": {
    "@language": "en",
    "@vocab": "https://schema.org/",
    "cr": "http://mlcommons.org/croissant/",
    "data": {
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  "@type": "sc:Dataset",
  "conformsTo": "http://mlcommons.org/croissant/1.0",
  "name": "ofr",
  "description": "U.S. secured-funding and repo reference rates — broad general collateral rate and percentiles. OFR. 423 series, 2010–2026. Free download under public domain.",
  "url": "https://econdatalibrary.com/ofr",
  "creator": {
    "@type": "sc:Organization",
    "name": "Office of Financial Research, U.S. Department of the Treasury",
    "alternateName": "OFR",
    "url": "https://www.financialresearch.gov/"
  },
  "publisher": {
    "@type": "sc:Organization",
    "name": "Econ Data Library",
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  "license": "https://www.usa.gov/government-works",
  "keywords": [
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  "temporalCoverage": "2010-11-30/2026-06-22",
  "citation": "Office of Financial Research (OFR), U.S. Department of the Treasury. Retrieved from https://www.financialresearch.gov/. Compiled and redistributed by the Elkassabgi Data Library.",
  "distribution": [
    {
      "@type": "cr:FileObject",
      "@id": "ofr-csv",
      "name": "ofr-csv",
      "description": "Per-series CSV, downloadable with a free API key.",
      "contentUrl": "https://econdatalibrary.com/download.html?source=ofr",
      "encodingFormat": "text/csv"
    }
  ]
}

Part of the Econ Data Library catalog · metadata generated 2026-08-02 from the central registry · browse all datasets