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jmbejara
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The U.S. Treasury Department's Office of Financial Research publishes a "Short-term Funding Monitor" that provides data that may address your needs. For example, you can find a data on Treasury constant maturity rates (3-month rates shown here)

3-month Treasury constant maturity rates

as well as the mean interest rate chargecharged on repurchase agreements in different markets. Also, when looking at this data, recall that a reverse repo is just a repo viewed from the perspective of the other party.

Mean rates on repurchase agreements by venue: GCF Repo Service, DVP Service, and tri-party repo

The U.S. Treasury Department's Office of Financial Research publishes a "Short-term Funding Monitor" that provides data that may address your needs. For example, you can find a data on Treasury constant maturity rates (3-month rates shown here)

3-month Treasury constant maturity rates

as well as the mean interest rate charge on repurchase agreements in different markets. Also, when looking at this data, recall that a reverse repo is just a repo viewed from the perspective of the other party.

Mean rates on repurchase agreements by venue: GCF Repo Service, DVP Service, and tri-party repo

The U.S. Treasury Department's Office of Financial Research publishes a "Short-term Funding Monitor" that provides data that may address your needs. For example, you can find data on Treasury constant maturity rates (3-month rates shown here)

3-month Treasury constant maturity rates

as well as the mean interest rate charged on repurchase agreements in different markets. Also, when looking at this data, recall that a reverse repo is just a repo viewed from the perspective of the other party.

Mean rates on repurchase agreements by venue: GCF Repo Service, DVP Service, and tri-party repo

Source Link
jmbejara
  • 9.4k
  • 5
  • 31
  • 81

The U.S. Treasury Department's Office of Financial Research publishes a "Short-term Funding Monitor" that provides data that may address your needs. For example, you can find a data on Treasury constant maturity rates (3-month rates shown here)

3-month Treasury constant maturity rates

as well as the mean interest rate charge on repurchase agreements in different markets. Also, when looking at this data, recall that a reverse repo is just a repo viewed from the perspective of the other party.

Mean rates on repurchase agreements by venue: GCF Repo Service, DVP Service, and tri-party repo