September 03, 2024 12:04 GMT
STIR: Repo Reference Rates
STIR
REPO REFERENCE RATES (rate, change from prev. day, volume):
- Secured Overnight Financing Rate (SOFR): 5.32%, -0.01%, $2011B
- Broad General Collateral Rate (BGCR): 5.32%, no change, $767B
- Tri-Party General Collateral Rate (TGCR): 5.32%, no change, $732B
SOFR fell back another 1bp to 5.32% on Friday for month-end.
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