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Repo Reference Rates


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

* Secured Overnight Financing Rate (SOFR): 5.30%, no change, $1384B

* Broad General Collateral Rate (BGCR): 5.29%, 0.01%, $558B

* Tri-Party General Collateral Rate (TGCR): 5.28%, no change, $547B

SOFR volumes increased $40B to $1384B for a decent lift off recent lows of $1270 a week ago, but remain comfortably below levels from earlier in the year.

Source: New York Fed

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