Broad General Collateral Rate Data
 

The Broad General Collateral Rate (BGCR) is a measure of rates on overnight Treasury general collateral repurchase agreement (repo) transactions. General collateral repo transactions are those for which the specific securities provided as collateral are not identified until after other terms of the trade are agreed. The BGCR includes all trades in the Tri-Party General Collateral Rate plus GCF Repo transactions.

The BGCR is calculated as a volume-weighted median of transaction-level tri-party repo data collected from the Bank of New York Mellon as well as GCF Repo transaction data obtained from DTCC Solutions LLC, an affiliate of the Depository Trust & Clearing Corporation. Each business day, the New York Fed publishes the BGCR on the New York Fed website at approximately 8:00 a.m. ET.a

For more information on the production of the BGCR, please see Additional Information about the Treasury Repo Reference Rates.

To access historical data, please see: Repo Rates Data Historical Search

Download daily historical indicative BGCR and accompanying volumes from August 2014 – March 2018 

Use of the Broad General Collateral Rate is subject to important disclaimers, limitations and indemnification obligations. See the Terms of Use. The New York Fed has no liability for publication of the rate on this webpage or in any other sources.

Data provided under a license granted to the Federal Reserve Bank of New York by DTCC Solutions LLC (“Solutions”), an affiliate of the Depository Trust & Clearing Corporation. DTCC Solutions, its affiliates, and third parties from which they obtained data have no liability for the content of this material.

  
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Broad General Collateral Rate Data
Statistics on the Broad General Collateral Rates
  
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DATE RATE
(Percent) 		PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent) 		25TH
(Percent) 		75TH
(Percent) 		99TH
(Percent)
09/21 0.06 0.02 0.06 0.06 0.12 369
09/18 0.07 0.05 0.07 0.07 0.10 359
09/17 0.07 0.05 0.07 0.07 0.13 364
09/16 0.07 0.05 0.07 0.07 0.13 354
09/15 0.07 0.06 0.07 0.08 0.13 365
09/14 0.07 0.05 0.07 0.07 0.12 363
09/11 0.07 0.05 0.07 0.07 0.13 376
09/10 0.07 0.05 0.07 0.07 0.13 378
09/09 0.07 0.05 0.07 0.07 0.13 379
09/08 0.07 0.05 0.07 0.07 0.13 375
09/07 Holiday, no data.
09/04 0.07 0.05 0.07 0.07 0.13 370
09/03 0.06 0.05 0.06 0.07 0.14 374
09/02 0.06 0.05 0.06 0.06 0.13 376
09/01 0.06 0.04 0.06 0.06 0.14 370
08/31 0.07 0.05 0.07 0.07 0.13 380
08/28 0.05 0.04 0.05 0.05 0.11 369
08/27 0.05 0.04 0.05 0.05 0.11 373
08/26 0.05 0.04 0.05 0.06 0.11 374
08/25 0.06 0.04 0.06 0.06 0.12 368
08/24 0.06 0.04 0.05 0.06 0.11 379
08/21 0.05 0.02 0.05 0.05 0.12 388
08/20 0.05 0.03 0.05 0.05 0.12 385
08/19 0.07 0.01 0.07 0.07 0.12 375
08/18 0.07 0.05 0.07 0.07 0.12 381
08/17 0.07 0.06 0.07 0.07 0.14 380
 
Broad General Collateral Rate Chart
 
r Revised
1 Rate was calculated with reduced volume
2 Rate was calculated using survey data
3 Because of insufficient current data, the published rate is a republication of the prior day's rate


a The Treasury repo reference rates will be published each business day that is not recognized as a holiday by the SIFMA calendar for secondary market trading of U.S. government securities. The Treasury repo reference rates, reflecting activity for the business day preceding a holiday will be published on the subsequent business day. Please note that on days in which trading in U.S. government securities is subject to an early close, the reference rates administered by the Desk will still be published. In the event that market participants recognize a previously unscheduled holiday, the New York Fed will publically communicate its approach to publishing reference rates it administers, with the goal of aligning as closely as possible to the approach used for scheduled holidays.