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.a

For more information on the production of the TGCR, please see Additional Information about the TGCR, BGCR and SOFR.

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

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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Excel | XML: Volume | Rates
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
04/23 1.67 1.40 1.67 1.67 1.72 331
04/20 1.67 1.59 1.67 1.67 1.73 328
04/19 1.67 1.59 1.66 1.67 1.73 330
04/18 1.69 1.64 1.69 1.70 1.75 335
04/17 1.70 1.66 1.70 1.71 1.75 331
04/16 1.70 1.62 1.70 1.71 1.75 335
04/13 1.68 1.62 1.67 1.68 1.73 333
04/12 1.68 1.59 1.67 1.68 1.73 335
04/11 1.70 1.60 1.70 1.71 1.75 331
04/10 1.70 1.60 1.70 1.71 1.75 325
04/09 1.70 1.60 1.70 1.70 1.75 330
04/06 1.70 1.60 1.70 1.70 1.75 336
04/05 1.70 1.60 1.70 1.70 1.75 331
04/04 1.70 1.57 1.69 1.70 1.74 327
04/03 1.81 1.50 1.80 1.82 1.84 321
04/02 1.77 1.15 1.75 1.77 1.85 329
 
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 Business days are defined as any day of the work week other than holidays widely observed by the market.