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- Source
- Public data, traced to source on request
- Coverage
- Finance and procurement datasets
- As of
- 2026-07-29
Chat with public datasets
· In testing
Asked
What evidence do you have that overnight SOFR is 3.64%?
Answered
Here's the complete provenance chain showing how that rate value was produced:
Data Lineage
- Source: AWS S3 bucket s3://edgar-data-full/curves/sofr (raw JSON files from NY Fed)
- External Table: edgar_db.source.curves_sofr_daily_data_ext (Snowflake external table pointing to S3)
- Staging Table: edgar_db.dbt_staging_curves.stg_curves_sofr_daily_data (transformed & validated)
Transformation Logic
The rate is extracted from JSON using this code:
try_to_decimal(rate_obj:percentRate::string, 18, 6) as percent_rateThe transformation:
- Parses JSON field percentRate from the NY Fed API response
- Converts to a decimal with 6 decimal places
- Filters to only valid rates between -5% and 20%
- Deduplicates by effective_date, keeping the most recently modified file
Verified Data
Query results showing the actual values in the warehouse:
| Date | Rate | Volume (billions) |
|---|---|---|
| 2026-07-24 | 3.640000% | $2,979 |
| 2026-07-23 | 3.640000% | $2,971 |
| 2026-07-22 | 3.620000% | $3,026 |
| 2026-07-21 | 3.610000% | $2,975 |
| 2026-07-20 | 3.570000% | $3,012 |
Confidence level: PARSED_LINEAGE (highest tier) — the value comes directly from the NY Fed's official SOFR API JSON feed with no intermediate calculations, verified against live warehouse data.
Traced to
- markets.newyorkfed.org — SOFR API
- stg_curves_sofr_daily_data.sql — internal transformation, not publicly readable
Asked 2026-07-29
