SOFR intraday percentile spread (99th-1st) as a funding-dispersion gauge

Fragmentos de código

curl "https://api.oanor.com/fundingspread-api/v1/distribution" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/fundingspread-api/v1/distribution", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/fundingspread-api/v1/distribution");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/fundingspread-api/v1/distribution",
    headers={"x-oanor-key": "oanor_test_..."}
)

Respuesta de ejemplo

Una respuesta real de este endpoint, capturada en la última comprobación de estado.

{
    "data": {
        "note": "SOFR is a volume-weighted median of repo transactions; its intraday percentile spread (99th − 1st) widens when some borrowers pay far above the median — a sign of funding segmentation or stress. interquartile_bps is the 75th−25th. Read fresh per call, lightly cached.",
        "read": "tight SOFR distribution — funding uniform and calm",
        "sofr": 3.59,
        "as_of": "2026-06-10",
        "source": "Federal Reserve Bank of New York (SOFR distribution)",
        "volume_bn": 3023,
        "percentiles": {
            "p1": 3.55,
            "p25": 3.57,
            "p75": 3.64,
            "p99": 3.67
        },
        "interquartile_bps": 7,
        "dispersion_99_1_bps": 12
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:34.583Z",
        "request_id": "e8031d64-f4e6-4e9f-bc9f-8eb6c098a35a"
    },
    "status": "ok",
    "message": "SOFR distribution retrieved successfully",
    "success": true
}