Strips the term trades out of the bilateral rate, leaving the piece that is directly comparable with SOFR. A widening gap to SOFR says the pressure is in bilateral rather than tri-party.
30 days to 4 Oct 2026 · 3.610% to 3.910%
This page shows the last 30 days. Overnight cleared bilateral repo rate has 68 readings in the warehouse, back to 25 Jun 2026. A plan opens the rest of it, with CSV export and the analyst.
U.S. Treasury Office of Financial Research
Source: Office of Financial Research, "OFR Short-term Funding Monitor," refreshed daily, financialresearch.gov/short-term-funding-monitor.
The overnight and open-term slice of the DVP average rate, the part directly comparable with SOFR. Preliminary vintage.
Informational research only. Nothing here is personalised investment advice.