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SOFR Volumes Pull Back

STIR

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

* Secured Overnight Financing Rate (SOFR): 5.30%, no change, $1314B

* Broad General Collateral Rate (BGCR): 5.29%, no change, $542B

* Tri-Party General Collateral Rate (TGCR): 5.28%, no change, $534B


SOFR volumes pull back by $70B having increased a solid $40B the prior session.


Source: Bloomberg

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