These six series from the New York Fed represent a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. These rates include all trades in the broad general collateral rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the delivery-versus-payment service offered by the Fixed Income Clearing Corporation, filtered to remove a portion of transactions considered “specials.”
Recent Posts
- Teaching About Diversity in Data | Bring FRED into the Classroom | February 2023
- Teaching About Adjusting for Inflation | Bring FRED into the Classroom | January 2023
- FRED Expands Senior Loan Officer Opinion Survey
- Changes to Freddie Mac Dataset in FRED
- Teaching About Income and Wealth Inequality | Bring FRED into the Classroom | November 2022