November 27, 2024 18:17 GMT
US TSYS/OVERNIGHT REPO: Steady Reference Rates
US TSYS/OVERNIGHT REPO
No change in yesterday's reference rates, released earlier today. No sign of a further drift higher in SOFR towards the earlier effective month-end with Thanksgiving on Thursday.
REPO REFERENCE RATES (rate, change from prev. day, volume):
- Secured Overnight Financing Rate (SOFR): 4.58%, no change, $2214B
- Broad General Collateral Rate (BGCR): 4.57%, no change, $804B
- Tri-Party General Collateral Rate (TGCR): 4.57%, no change, $777B
New York Fed EFFR for prior session (rate, chg from prev day):
- Daily Effective Fed Funds Rate: 4.58%, no change, volume: $101B
- Daily Overnight Bank Funding Rate: 4.58%, no change, volume: $279B
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