Catalog / Rates, Plumbing & Crypto / Data feed
Rates, Plumbing & Crypto · daily ban:none tA

NY Fed Reverse Repo (RRP) daily take-up

Total $ volume awarded at ON RRP facility, number of counterparties

Feed detail
Measures
Total $ volume awarded at ON RRP facility, number of counterparties
Source
newyorkfed.org/markets/omo/dmm/temp.html or FRED series RRPONTSYD
Access
csv
Cadence
dailyupdates once a day
Thesis
RRP balance draining vs rising signals system liquidity/excess cash sloshing toward bills, front-running QT/QE turning points and bill supply absorption capacity
Maps to
SOFR, T-bill yields, front-end rates, USD liquidity regime
Crowdedness
contested
Tier
tA
Ban-risk
ban:none
Where this stands

This is a catalogued data feed with a research idea attached, not a validated edge. Being listed here means it has a specific source and a one-sentence causal mechanism mapped to what it should move — it doesn’t mean it has cleared the five-stage validation gate (point-in-time hygiene, out-of-sample holdout, multiple-testing correction, and the portfolio-layer backstop). As of today, every score on this site is prior-only; zero signals in the catalog have been promoted to “measured” status. See the methodology page for the full validation process and current counts.

Browse the rest of Rates, Plumbing & CryptoMoney-market plumbing, funding rates, and on-chain signals — the internals of rates and crypto, not just the headline levels.