Line
Overnight Repo Rates
Average overnight rates in the three U.S. repo segments, %
0 of 3 series are above their level a year earlier
Plays the chart through its history. Pauses are where the data set a record or moved most.
Office of Financial Research, Short-term Funding Monitor. Preliminary values, revised by the OFR.
What it costs to borrow cash overnight against Treasury collateral, in each part of the repo market. Gaps between them and spikes above the Fed's range are funding stress.
What this chart reads
- DVP Repo Rate (Overnight Average)as “DVP (cleared)”latest 2026-10-20
- GCF Repo Rate (Overnight Average)as “GCF (cleared)”latest 2026-10-20
- Tri-Party Repo Rate (Overnight Average)as “Tri-party”latest 2026-10-19
Sources
DVP Repo Rate (Overnight Average). Source: Office of Financial Research, Short-term Funding Monitor (REPO-DVP_AR_OO-P). Public domain.
GCF Repo Rate (Overnight Average). Source: Office of Financial Research, Short-term Funding Monitor (REPO-GCF_AR_OO-P). Public domain.
Tri-Party Repo Rate (Overnight Average). Source: Office of Financial Research, Short-term Funding Monitor (REPO-TRI_AR_OO-P). Public domain.
Charts are drawn from Palanor's signal library and recomputed from source data on every view. Transformations (changes, indexing, year-on-year rates) are Palanor's.