May 24, 2024 12:09 GMT
Repo Reference Rates
STIR
REPO REFERENCE RATES (rate, change from prev. day, volume):
- Secured Overnight Financing Rate (SOFR): 5.31%, no change, $1916B
- Broad General Collateral Rate (BGCR): 5.30%, no change, $725B
- Tri-Party General Collateral Rate (TGCR): 5.30%, no change, $715B
SOFR holds at its particularly stable recent rate of 5.31%, whilst volumes remain at the high end of their range.
Source: NY Fed
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