Data access: reverse repo rate vs 3-6 month treasuries

Question

I was browsing through the St. Louis Fed's website to look for time series data on rates for short term cash / sovereign notes.

The goal is to basically scrape what data I can find and plot the two series together in a simple line chart, but never realized that the actual data source is not so easy to find.

Question

Is there public domain for this type of data? If not time series, then perhaps some official reporting of the rates on a discrete basis?

Context: given there was an adjustment to the reverse repo facility on June 16th, I wanted to see how the 5bp increase compares to short-dated treasury yields. Hence, a line chart of these series would be helpful: perhaps 2019-most current.

Answer 1

The U.S. Treasury Department's Office of Financial Research publishes a "Short-term Funding Monitor" that provides data that may address your needs. For example, you can find data on Treasury constant maturity rates (3-month rates shown here)

as well as the mean interest rate charged on repurchase agreements in different markets. Also, when looking at this data, recall that a reverse repo is just a repo viewed from the perspective of the other party.