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Repo Reference Rates

US TSYS

BGCR and TGCR catch up with the previous 2bp dip in SOFR as year-end effects start to weigh.


REPO REFERENCE RATES (rate, change from prev. day, volume):

* Secured Overnight Financing Rate (SOFR): 4.30%, no change, $1048B

* Broad General Collateral Rate (BGCR): 4.26%, -0.01%, $398B

* Tri-Party General Collateral Rate (TGCR): 4.26%, -0.01%, $385B

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