US GCF Repo(R) rate hits 5.149% on last day of 2018; tri-party and SOFR up

The US GCF Repo(R) market hit an astounding 5.149% for UST on December 31, 2018, up from 2.551% just the day before.

We heard a high point of 6.125% in the GCF market at one point.

Tri-party data for Dec 31 are not yet live, but the BNYM tri-party Treasury index rose to 2.45% on December 28 and SOFR was 2.46%.

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