在学习过程中,我发现了一些相关利率的查询源头,供大家参考
IORB在美联储官网的policy tools 里可以查看。
https://www.federalreserve.gov/datadownload/Chart.aspx?rel=PRATES&series=c27939ee810cb2e929a920a6bd77d9f6&lastobs=&from=&to=&filetype=csv&label=include&layout=seriescolumn&type=package&pp=Download
https://www.federalreserve.gov/monetarypolicy/reserve-balances.htm
SOFR、BGCR、TGCR、Repo、Rev repo都在纽约联储的官网里可以查到
https://www.newyorkfed.org/markets/reference-rates