Broad General Collateral Rate (BGCR)
-17.3% YoY · as of Jul 1, 2026 · Federal Reserve Bank of New York — Reference Rates
The volume-weighted median rate on overnight tri-party and GCF repo transactions collateralized by Treasury securities, published daily by the New York Fed.
2019–2026 · 1,840 observationssource: Federal Reserve Bank of New York — Reference Rates · vintage 2026-07-04
Methodology
Published by the Federal Reserve Bank of New York in cooperation with the Office of Financial Research, as a volume-weighted median of tri-party and GCF repo transactions (broader than TGCR, narrower than SOFR which adds bilateral cleared repo). Ingested from the NY Fed Markets API.