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)
09/21 0.06 0.04 0.06 0.06 0.09 339
09/18 0.07 0.05 0.07 0.07 0.09 347
09/17 0.07 0.05 0.07 0.07 0.09 348
09/16 0.07 0.05 0.07 0.07 0.09 341
09/15 0.07 0.06 0.07 0.07 0.10 348
09/14 0.07 0.05 0.07 0.07 0.09 347
09/11 0.07 0.05 0.07 0.07 0.09 356
09/10 0.07 0.05 0.07 0.07 0.10 358
09/09 0.07 0.05 0.07 0.07 0.10 362
09/08 0.07 0.05 0.07 0.07 0.10 351
09/07 Holiday, no data.
09/04 0.07 0.05 0.07 0.07 0.10 349
09/03 0.06 0.04 0.06 0.06 0.11 351
09/02 0.06 0.04 0.06 0.06 0.12 359
09/01 0.06 0.04 0.06 0.06 0.12 353
08/31 0.07 0.04 0.07 0.07 0.13 361
08/28 0.05 0.04 0.05 0.05 0.11 354
08/27 0.05 0.04 0.05 0.05 0.10 360
08/26 0.05 0.04 0.05 0.06 0.10 359
08/25 0.06 0.04 0.06 0.06 0.11 354
08/24 0.06 0.04 0.05 0.06 0.11 360
08/21 0.05 0.02 0.05 0.05 0.10 365
08/20 0.05 0.03 0.05 0.05 0.09 366
08/19 0.07 0.01 0.07 0.07 0.11 360
08/18 0.07 0.05 0.07 0.07 0.12 361
08/17 0.07 0.06 0.07 0.07 0.13 359
 
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 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.