US Repo Interest Rate
US daily repo interest rates across major funding market segments, from the Office of Financial Research.
| Indicator | 24-09-2026 | 23-09-2026 | 22-09-2026 | 21-09-2026 | 18-09-2026 | 17-09-2026 | 16-09-2026 | 15-09-2026 | 14-09-2026 | 11-09-2026 | 10-09-2026 | 09-09-2026 | 08-09-2026 | 04-09-2026 | 03-09-2026 | 02-09-2026 | 01-09-2026 | 31-08-2026 | 28-08-2026 | 27-08-2026 | 26-08-2026 | 25-08-2026 | 24-08-2026 | 21-08-2026 | 20-08-2026 | 19-08-2026 | 18-08-2026 | 17-08-2026 | 14-08-2026 | 13-08-2026 | 12-08-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tri-party (total)8 | 3.91 | 3.91 | 3.89 | 3.9 | 3.84 | 3.67 | 3.68 | 3.67 | 3.66 | 3.67 | 3.68 | 3.68 | 3.69 | 3.7 | 3.69 | 3.69 | 3.71 | 3.69 | 3.68 | 3.68 | 3.69 | 3.69 | 3.69 | 3.66 | 3.67 | 3.69 | 3.69 | 3.66 | 3.66 | 3.67 | ||
| Overnight and open maturity | 3.86 | 3.86 | 3.85 | 3.85 | 3.83 | 3.61 | 3.63 | 3.61 | 3.61 | 3.61 | 3.63 | 3.64 | 3.64 | 3.65 | 3.64 | 3.64 | 3.67 | 3.64 | 3.63 | 3.63 | 3.64 | 3.64 | 3.64 | 3.62 | 3.61 | 3.64 | 3.65 | 3.61 | 3.61 | 3.62 | ||
| Maturity 2-7 days | 3.91 | 3.9 | 3.89 | 3.9 | 3.79 | 3.7 | 3.69 | 3.68 | 3.66 | 3.67 | 3.68 | 3.68 | 3.68 | 3.68 | 3.69 | 3.7 | 3.68 | 3.68 | 3.67 | 3.69 | 3.68 | 3.68 | 3.66 | 3.66 | 3.68 | 3.68 | 3.66 | 3.66 | 3.66 | 3.67 | ||
| Maturity 8-30 days | 4.16 | 4.17 | 4.13 | 4.16 | 4.01 | 3.95 | 3.93 | 3.95 | 3.95 | 3.91 | 3.81 | 3.98 | 3.98 | 3.87 | 3.91 | 3.94 | 3.79 | 3.92 | 3.91 | 3.97 | 3.95 | 3.95 | 3.9 | 3.9 | 3.93 | 3.92 | 3.95 | 3.93 | 3.94 | 3.96 | ||
| Maturity over 30 days | 4.19 | 4.19 | 4.18 | 4.18 | 3.96 | 3.96 | 3.96 | 3.96 | 3.96 | 3.97 | 3.97 | 3.97 | 3.97 | 3.97 | 3.97 | 3.97 | 3.96 | 3.96 | 3.97 | 3.96 | 3.96 | 3.97 | 3.96 | 3.96 | 3.97 | 3.97 | 3.96 | 3.96 | 3.96 | 4 | ||
| Treasury-backed | 3.85 | 3.84 | 3.83 | 3.83 | 3.82 | 3.6 | 3.62 | 3.6 | 3.6 | 3.6 | 3.62 | 3.62 | 3.63 | 3.64 | 3.63 | 3.63 | 3.66 | 3.63 | 3.62 | 3.62 | 3.63 | 3.63 | 3.63 | 3.6 | 3.6 | 3.63 | 3.63 | 3.6 | 3.6 | 3.61 | ||
| Federal agency and GSE-backed securities | 3.87 | 3.86 | 3.85 | 3.85 | 3.82 | 3.62 | 3.63 | 3.62 | 3.62 | 3.62 | 3.64 | 3.64 | 3.65 | 3.65 | 3.65 | 3.65 | 3.67 | 3.64 | 3.64 | 3.64 | 3.65 | 3.64 | 3.64 | 3.62 | 3.62 | 3.64 | 3.65 | 3.62 | 3.62 | 3.62 | ||
| Corporate bonds-backed | 4.09 | 4.08 | 4.09 | 4.09 | 3.88 | 3.85 | 3.85 | 3.85 | 3.85 | 3.86 | 3.85 | 3.86 | 3.86 | 3.86 | 3.85 | 3.86 | 3.86 | 3.86 | 3.86 | 3.85 | 3.86 | 3.86 | 3.86 | 3.86 | 3.85 | 3.86 | 3.85 | 3.85 | 3.84 | 3.85 | ||
| Other asset-backed | 4.06 | 4.06 | 4.05 | 4.06 | 3.92 | 3.83 | 3.83 | 3.83 | 3.83 | 3.83 | 3.84 | 3.84 | 3.84 | 3.84 | 3.84 | 3.85 | 3.85 | 3.84 | 3.84 | 3.84 | 3.84 | 3.84 | 3.84 | 3.83 | 3.83 | 3.84 | 3.84 | 3.83 | 3.83 | 3.86 | ||
| Tri-party excluding FED transactions | 3.91 | 3.91 | 3.89 | 3.9 | 3.84 | 3.67 | 3.68 | 3.67 | 3.66 | 3.67 | 3.68 | 3.68 | 3.69 | 3.7 | 3.69 | 3.69 | 3.71 | 3.69 | 3.68 | 3.68 | 3.69 | 3.69 | 3.69 | 3.66 | 3.67 | 3.69 | 3.69 | 3.66 | 3.66 | 3.67 | ||
| FICC DVP4 | 3.88 | 3.88 | 3.86 | 3.75 | 3.75 | 3.83 | 3.61 | 3.64 | 3.61 | 3.62 | 3.63 | 3.65 | 3.66 | 3.66 | 3.67 | 3.66 | 3.68 | 3.7 | 3.67 | 3.65 | 3.65 | 3.68 | 3.67 | 3.67 | 3.64 | 3.63 | 3.66 | 3.67 | 3.64 | 3.64 | 3.64 | |
| Overnight and open maturity | 3.88 | 3.88 | 3.86 | 3.75 | 3.75 | 3.83 | 3.61 | 3.64 | 3.61 | 3.61 | 3.63 | 3.65 | 3.66 | 3.66 | 3.67 | 3.66 | 3.68 | 3.7 | 3.67 | 3.65 | 3.65 | 3.68 | 3.67 | 3.66 | 3.64 | 3.63 | 3.66 | 3.67 | 3.64 | 3.63 | 3.63 | |
| Maturity 2-7 days | 3.89 | 3.9 | 3.92 | 3.9 | 3.89 | 3.91 | 3.85 | 3.79 | 3.73 | 3.69 | 3.69 | 3.7 | 3.68 | 3.67 | 3.7 | 3.71 | 3.72 | 3.72 | 3.72 | 3.79 | 3.72 | 3.71 | 3.72 | 3.69 | 3.68 | 3.67 | 3.67 | 3.69 | 3.68 | 3.68 | 3.69 | |
| Maturity 8-30 days | 3.92 | 3.87 | 3.7 | 3.85 | 3.89 | 3.88 | 3.76 | 3.78 | 3.78 | 3.77 | 3.71 | 3.73 | 3.71 | 3.81 | 3.69 | 3.7 | 3.72 | 3.72 | 3.69 | 3.68 | 3.65 | 3.68 | 3.68 | 3.65 | 3.69 | 3.68 | 3.68 | |||||
| Maturity over 30 days | 3.96 | 4.18 | 3.93 | 3.95 | 4.06 | 4.09 | 3.9 | 3.8 | 3.84 | 3.91 | 3.89 | 3.85 | 3.8 | 3.95 | 3.84 | 3.85 | 3.78 | 3.8 | 3.78 | 3.77 | 3.75 | 3.77 | 3.77 | 3.78 | 3.76 | 3.71 | 3.8 | |||||
| FICC GCF Repo4 | 3.92 | 3.91 | 3.9 | 3.9 | 3.9 | 3.91 | 3.68 | 3.71 | 3.68 | 3.67 | 3.69 | 3.68 | 3.69 | 3.7 | 3.7 | 3.7 | 3.71 | 3.72 | 3.7 | 3.69 | 3.7 | 3.71 | 3.69 | 3.68 | 3.67 | 3.67 | 3.69 | 3.69 | 3.68 | 3.69 | 3.69 | |
| Overnight and open maturity | 3.91 | 3.7 | 3.67 | 3.7 | 3.71 | 3.7 | 3.67 | 3.69 | 3.68 | 3.68 | ||||||||||||||||||||||
| Maturity over 30 days | 3.9 | 3.73 | ||||||||||||||||||||||||||||||
| Treasury-backed | 3.9 | 3.9 | 3.9 | 3.9 | 3.89 | 3.9 | 3.67 | 3.69 | 3.66 | 3.66 | 3.68 | 3.66 | 3.67 | 3.67 | 3.68 | 3.69 | 3.71 | 3.71 | 3.69 | 3.7 | 3.68 | 3.7 | 3.67 | 3.67 | 3.68 | 3.67 | 3.68 | 3.69 | 3.67 | 3.67 | 3.67 | |
| Federal agency and GSE-backed securities | 3.92 | 3.92 | 3.91 | 3.9 | 3.9 | 3.91 | 3.68 | 3.71 | 3.69 | 3.67 | 3.69 | 3.69 | 3.7 | 3.7 | 3.7 | 3.7 | 3.71 | 3.73 | 3.7 | 3.69 | 3.7 | 3.71 | 3.69 | 3.68 | 3.67 | 3.68 | 3.69 | 3.69 | 3.68 | 3.69 | 3.69 |
Latest reading
Tri-party (total) stood at 3.91 %/year in Sep 23, 2026. That is unchanged from Sep 22, 2026 and −0.2 pp from a year earlier. The series on this page is daily and runs from Aug 22, 2014 to Sep 23, 2026. Source: Office of Financial Research (Short-term Funding Monitor).
- Latest
- 3.91 %/year
- Sep 23, 2026
- vs previous period
- 0.0 pp
- Sep 22, 2026
- vs a year earlier
- −0.2 pp
Look up any date
Pick a date between Aug 22, 2014 and Sep 24, 2026 to see every series in this table on that day. If there is no reading that day (weekend, holiday, or a weekly release), the last reading before it is shown.
About this data
US daily repo interest rates across major funding market segments, from the Office of Financial Research. Track volume-weighted average borrowing costs by maturity and collateral type, including Treasury and agency-backed securities. The data series begins in 2014 and updates daily with each release.
Frequently asked questions
- What does the US repo interest rate measure?
- The US repo interest rate measures the volume-weighted average cost of short-term borrowing collateralized by securities in the United States repurchase agreement market.
- How often is the repo interest rate published and how far back does it go?
- The data is published daily by the Office of Financial Research through its Short-term Funding Monitor, with historical series beginning in 2014.
- Which market segments and collateral types are available?
- The table tracks four segments including tri-party repo, tri-party repo excluding Federal Reserve transactions, FICC DVP, and FICC GCF Repo, broken down by collateral such as Treasuries, agency securities, and corporate bonds.
- How are maturities categorized in the repo interest rate data?
- Maturities are categorized into overnight and open maturity, 2 to 7 days, 8 to 30 days, and over 30 days.
