Can I download the data in these charts?
Yes, the data in these charts, which display data going back one year from the most recent date, can be downloaded. To download the data, click here

What do these charts show?
The weighted average of the interest rates paid each day on General Collateral Finance (GCF) Repurchase Agreements (Repos) based on U.S. government securities: 1) Treasury Securities (30-year and less), 2) federal agency debt securities, and 3) 30-year mortgage-backed securities issued by Fannie Mae or the Federal Home Loan Mortgage Corporation.

Do the charts show the rates for more than just the previous day?
Yes. You can chart rates for the previous day, week, month or the previous 12 months.

Do the charts show the value of the repo transactions?
In addition to the rates, the charts also show the par value, that is, the total nominal value of GCF Repos submitted each day for clearing to Fixed Income Clearing Corporation. You can view par value by day, week, month or year.

What is a repo (or repurchase agreement)?
A repo is generally a form of short-term secured loan that involves the sale of a security and the subsequent repurchase, typically on the same day, of the same security.

What's a GCF (General Collateral Finance) Repo?
DTCC's Fixed Income Clearing Corporation developed the GCF Repo so that dealers could trade general collateral repos, based on rate, term and underlying product throughout the day without requiring intra-day, trade-for-trade settlement on a delivery-versus-payment basis.

What's the data source?
DTCC's Fixed Income Clearing Corporation, which serves as the clearing house for trading in U.S. government securities.

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