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Reporting on key macro data at the time of release.
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SOFR volume over $1T first time since February 1:
- Secured Overnight Financing Rate (SOFR): 0.05%, $1,067B
- Broad General Collateral Rate (BGCR): 0.05%, $362B
- Tri-Party General Collateral Rate (TGCR): 0.05%, $334B
- (rate, volume levels reflect prior session)
NY Federal Reserve/MNI