Tri-Party General Collateral Rate Data
 

The Tri-Party General Collateral Rate (TGCR) is a measure of rates on overnight, specific-counterparty tri-party general collateral repurchase agreement (repo) transactions secured by Treasury securities. 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 TGCR is calculated as a volume-weighted median of transaction-level tri-party repo data collected from the Bank of New York Mellon. Each business day, the New York Fed publishes the TGCR on the New York Fed website at approximately 8:00 a.m. ET.a

For more information on the production of the TGCR, 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 TGCR and accompanying volumes from August 2014 – March 2018 

Use of the Tri-Party 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.

 
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Tri-Party General Collateral Rate Data
Statistics on the Tri-Party General Collateral Rates
 
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DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
03/02 0.02 0.01 0.02 0.02 0.15 349
03/01 0.01 0.01 0.01 0.01 0.15 337
02/26 0.01 0.01 0.01 0.01 0.15 336
02/25 0.02 0.01 0.02 0.02 0.15 332
02/24 0.01 0.01 0.01 0.01 0.15 340
02/23 0.01 0.01 0.01 0.01 0.15 344
02/22 0.02 0.01 0.01 0.02 0.15 327
02/19 0.01 0.01 0.01 0.01 0.15 331
02/18 0.02 0.01 0.02 0.02 0.15 333
02/17 0.05 0.02 0.05 0.05 0.15 343
02/16 0.04 0.03 0.04 0.05 0.15 337
02/15 Holiday, no data.
02/12 0.03 0.02 0.03 0.03 0.15 332
02/11 0.04 0.03 0.04 0.04 0.15 332
02/10 0.05 0.03 0.05 0.05 0.15 337
02/09 0.03 0.02 0.03 0.03 0.15 332
02/08 0.01 0.01 0.01 0.01 0.15 329
02/05 0.01 0.01 0.01 0.01 0.15 332
02/04 0.03 0.02 0.03 0.03 0.15 333
02/03 0.06 0.03 0.06 0.06 0.15 329
02/02 0.05 0.03 0.05 0.06 0.15 334
02/01 0.05 0.02 0.05 0.05 0.15 339
01/29 0.04 0.02 0.04 0.04 0.15 317
01/28 0.03 0.01 0.03 0.03 0.15 325
01/27 0.02 0.01 0.02 0.02 0.15 325
01/26 0.02 0.01 0.02 0.02 0.15 321
 
Tri-Party 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.