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)
04/12 0.01 0.00 0.01 0.01 0.15 377
04/09 0.01 0.00 0.01 0.01 0.15 366
04/08 0.01 0.00 0.01 0.01 0.15 370
04/07 0.01 0.01 0.01 0.01 0.15 366
04/06 0.01 0.01 0.01 0.01 0.15 378
04/05 0.01 0.01 0.01 0.01 0.15 368
04/02 Holiday, no data.
04/01 0.01 0.00 0.01 0.01 0.15 364
03/31 0.01 0.00 0.01 0.01 0.15 348
03/30 0.01 -0.04 0.01 0.01 0.15 338
03/29 0.01 0.00 0.01 0.01 0.15 348
03/26 0.01 0.01 0.01 0.01 0.15 374
03/25 0.01 0.01 0.01 0.01 0.15 385
03/24 0.01 0.00 0.01 0.01 0.15 393
03/23 0.01 0.00 0.01 0.01 0.15 383
03/22 0.01 0.00 0.01 0.01 0.15 358
03/19 0.01 -0.01 0.01 0.01 0.15 362
03/18 0.01 -0.03 0.01 0.01 0.15 363
03/17 0.01 0.00 0.01 0.01 0.15 363
03/16 0.01 0.00 0.01 0.01 0.15 367
03/15 0.01 0.01 0.01 0.01 0.15 364
03/12 0.01 -0.01 0.01 0.01 0.15 369
03/11 0.01 -0.01 0.01 0.01 0.15 371
03/10 0.01 0.01 0.01 0.01 0.15 365
03/09 0.01 0.01 0.01 0.01 0.15 368
03/08 0.01 0.01 0.01 0.01 0.15 362
 
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 For information on the publication calendar for the Treasury repo reference rates, please see Additional Information about the Treasury Repo Reference Rates.