May 28, 2024 12:10 GMT
Repo Reference Rates
STIR
REPO REFERENCE RATES (rate, change from prev. day, volume):
- Secured Overnight Financing Rate (SOFR): 5.32%, 0.01%, $1909B
- Broad General Collateral Rate (BGCR): 5.31%, 0.01%, $728B
- Tri-Party General Collateral Rate (TGCR): 5.31%, 0.01%, $718B
A 1bp increase for SOFR after a particularly steady run at 5.31% since May 1, but it's still comfortably smaller than previous uplifts in recent months.
Source: NY Fed
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