Ofr Funding Anomaly
ofr_funding_anomalyCompares the LATEST observation of a repo or MMF series to its trailing window (mean, stddev over the N observations before it) and reports the delta and z-score — "what changed unusually" in short-term funding markets. Pass either the same collateral/tenor/measure/vintage args as ofr_repo_rates (default: tri-party overnight rate), or a raw mnemonic from ofr_search_funding_series/ofr_mmf_holdings. Always states the exact window used (start date, end date, n observations) alongside the number.
Example tool call
This call uses example arguments supplied in the tool’s input schema.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"tenor": "overnight",
"measure": "rate",
"collateral": "tri",
"window_days": 20
},
"name": "ofr_funding_anomaly"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| tenor | No | Used only when mnemonic is omitted. Default overnight. | |
| measure | No | Used only when mnemonic is omitted. Default rate. | |
| vintage | No | Used only when mnemonic is omitted. Default preliminary. | |
| mnemonic | No | A raw OFR mnemonic (e.g. from ofr_search_funding_series). Overrides collateral/tenor/measure/vintage when given. | |
| collateral | No | Used only when mnemonic is omitted. Default tri. | |
| window_days | No | Trailing window size (observations before the latest one). Default 20, min 5, max 120. |