Half of the collateral split. When the Treasury and agency rates move together the pressure is about cash; when they diverge it is about which collateral lenders will still take.
30 days to 4 Oct 2026 · 3.600% to 3.890%
This page shows the last 30 days. Tri-party repo rate, Treasury collateral has 67 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.
Tri-party average rate against US Treasury collateral. Preliminary vintage.
Informational research only. Nothing here is personalised investment advice.