Nyfed Markets MCP server

@pipeworx/nyfed-markets

The New York Fed's Markets Data APIs — operation-level repo/reverse repo (ON RRP) auction results, securities lending operations, SOMA portfolio holdings, the Desk's reference rates (SOFR, EFFR, OBFR, TGCR, BGCR), and primary dealer survey statistics. This is the operation- and security-level data underneath FRED's daily rate aggregates, not a duplicate of them.

Part of Pipeworx — an MCP gateway connecting AI agents to 1679+ live data sources.

Tools

• nyfedrepooperations(operationtype, startdate, end_date, term, limit) — repo/reverse repo (ON RRP) auction results: totals, counterparty counts, award rates, by-security-type breakdown.
• nyfedseclendingoperations(operation, startdate, enddate, cusips, limit) — securities lending operation results (daily program + extended-term).
• nyfedsomaholdings(view, holdingtype, asof_date, cusip, limit) — SOMA portfolio: summary by asset bucket over time, or full CUSIP-level Treasury/Agency snapshots by date, or one CUSIP's full holdings history.
• nyfedreferencerates(rate_type, number) — SOFR/SOFRAI/TGCR/BGCR (secured) and EFFR/OBFR (unsecured), latest or recent history with percentile bands and volume.
• nyfedprimarydealerstats(mode, keyidfilter, seriesbreak, limit) — FR 2004 weekly primary dealer positioning/transaction survey; mode=list_series browses the keyid catalog, mode=latest returns current values.

Auth

Keyless. No registration, no API key, no rate-limit headers observed.

Data sources

• https://markets.newyorkfed.org/api/rp/... — repo/reverse repo operations.
• https://markets.newyorkfed.org/api/seclending/... — securities lending operations.
• https://markets.newyorkfed.org/api/soma/... — SOMA holdings (summary, Treasury, Agency).
• https://markets.newyorkfed.org/api/rates/... — reference rates.
• https://markets.newyorkfed.org/api/pd/... — primary dealer statistics.
• Swagger spec: https://markets.newyorkfed.org/static/docs/markets-api.yml (the .html doc page is a JS SPA that renders this file — fetch the .yml directly, the .html is useless to scrape).

Traps

• /api/rp/results/search.json's operationTypes query parameter is a confirmed SILENT NO-OP. Querying with operationTypes=Reverse Repo still returns Repo rows mixed in (verified live: 21 rows for a 9-day window that should have been ~7 RRP-only rows). method and term on that endpoint are unverified and not trusted either. This pack always filters operationType/term client-side after fetching. The path-based filter on the latest endpoint (/api/rp/{reverserepo|repo|all}/all/results/latest.json) DOES work correctly and is used for same-day queries instead.
• SOMA holdings publish on a ~1 week lag. /api/soma/asofdates/latest.json returned 2026-09-16 when probed on 2026-09-23 — normal, not a bug. asofdate defaults to this latest published date.
• The agency holding-type path segment agency debts contains a literal space (/api/soma/agency/get/agency debts/asof/{date}.json). The tool accepts the friendly agency_debts and URL-encodes the space for you.
• holdingtype=all on the treasury/agency SOMA endpoints returns EVERY CUSIP at that date — hundreds of rows. This pack truncates to limit (default 20) and always reports totalholdings so the truncation is visible rather than silent.
• Primary dealer keyids are opaque codes (e.g. PDPOSMBS-TOT) grouped into "series break" windows whose definitions can change over time (/api/pd/list/seriesbreaks.json is authoritative). This pack resolves "current" as the window whose enddate is 9999-12-31 rather than hardcoding a window id, so it keeps working across the next series break without a code change.
• Reference rates for a given effectiveDate are published the NEXT business day — EFFR/OBFR/TGCR/BGCR "today" have not been observed yet; only SOFR/SOFRAI sometimes show same-day. Not a lag bug.

Shortened. The full README is on GitHub.