Short-term Funding Monitor - API Mnemonics

Short-term funding markets are the core of liquidity and maturity transformation in financial markets. They provide financing for financial institutions, serve as alternatives to deposits for cash investors, and can be used to obtain securities. However, as unavoidable consequences of their functions, these critical markets are vulnerable to disruptions. Problems faced by financial institutions or other parts of the financial system often appear as stresses in short-term funding markets. As part of the Office of Financial Research’s mission to promote and monitor financial stability, the OFR collects a variety of data on these markets. The Short-term Funding Monitor presents these data and places them in context with other data sources.

Due to changes in form N-MFP, repurchase agreement values displayed for FICC and other counterparties may not be displaying accurately. We are working to resolve the issue and regret any inconvenience this may cause.

Series Information: Mnemonics

https://data.financialresearch.gov/v1/metadata/mnemonics

Description

Returns all series available through the API. If no parameters are specified, then this route returns a list of all mnemonics. Using a parameter returns a list of hashes that contain the mnemonic along with the series name.

Parameters

dataset - The data set for which you want to retrieve mnemonics. Available data sets can be queried by the following keys:

Key	Data Set
mmf	OFR U.S. Money Market Fund Data Release
repo	OFR U.S. Repo Markets Data Release
fnyr	Federal Reserve Bank of New York Reference Rates
nypd	Federal Reserve Bank of New York Primary Dealer Statistics
tyld	Treasury Constant Maturity Rates

output - The only allowable output value is "by_dataset" which will return a hash with the top-level keys being the data sets and their value being a list of mnemonics.

Examples

Call:

https://data.financialresearch.gov/v1/metadata/mnemonics?dataset=nypd

Output:

[
  {
    "mnemonic": "NYPD-PD_AFtD_AG-A",
    "series_name": "Primary Dealer Aggregate Fails to Deliver: Federal Agency and GSE Securities"
  },
  {
    "mnemonic": "NYPD-PD_AFtD_AG_MBS-A",
    "series_name": "Primary Dealer Aggregate Fails to Deliver: Federal Agency and GSE MBS"
  },
  {
    "mnemonic": "NYPD-PD_AFtD_AG_eMBS-A",
    "series_name": "Primary Dealer Aggregate Fails to Deliver: Federal Agency and GSE Securities (Excluding MBS)"
  },
  {
    "mnemonic": "NYPD-PD_AFtD_CORS-A",
    "series_name": "Primary Dealer Aggregate Fails to Deliver: Corporate Securities"
  },
  ...
]

Call:

https://data.financialresearch.gov/v1/metadata/mnemonics?output=by_dataset

Output:

{
  "repo": [
    {
      "mnemonic": "REPO-GCF_OV_AG-P",
      "series_name": "GCF Outstanding Volume: Federal Agency and GSE Securities (Preliminary)"
    },
    {
      "mnemonic": "REPO-TRI_AR_GE30-P",
      "series_name": "Tri-Party Average Rate: 30+ Days (Preliminary)"
    },
    ...
  ]
}

Version

This API endpoint is available in the following versions of the OFR API.