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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):

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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):

Keep reading...Show less