Free Trial

Repo Reference Rates


[from earlier today]

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

* Secured Overnight Financing Rate (SOFR): 5.31%, -0.01%, $1578B

* Broad General Collateral Rate (BGCR): 5.30%, no change, $600B

* Tri-Party General Collateral Rate (TGCR): 5.30%, no change, $585B

SOFR dipped back 1bp to 5.31% yesterday, where it ran through Nov 20-22 for the lowest since Oct 30. SOFR volumes are still confined to recent ranges.

Source: NY Fed

To read the full story



MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.