Benchmark or product
DTCC General Collateral Finance (GCF) Treasury Repo IndexGCF-REPO
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) refers to an institutional financial benchmark and regulatory standard monitored by DTCC FICC (US), currently calibrated at 3.94% (Overnight Rate) as of October 2026.
Updated
Coverage of DTCC General Collateral Finance (GCF) Treasury Repo Index
8 articles
U.S. Treasury Auctions & Liquidity
DTCC General Collateral Finance (GCF) Treasury Repo Index: Q4 2026 Institutional Liquidity & Balance-Sheet Attribution (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing commercial bank reserve elasticity and dealer repo intermediation capacity.
Inflation & Real Yield Analytics
DTCC General Collateral Finance (GCF) Treasury Repo Index: Primary Dealer Auction Bid-to-Cover & Tail Decomposition (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs. off-the-run yield spread
Repo & Money Market Plumbing
DTCC General Collateral Finance (GCF) Treasury Repo Index: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-year tenors.
Central Bank Policy & Macro Rates
DTCC General Collateral Finance (GCF) Treasury Repo Index: Real Yield Sensitivity & Term Premium Decomposition (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation swap basis.
U.S. Treasury Auctions & Liquidity
DTCC General Collateral Finance (GCF) Treasury Repo Index: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo Facility utilization
Inflation & Real Yield Analytics
DTCC General Collateral Finance (GCF) Treasury Repo Index: Treasury Cash-Management & Liquidity Buyback Impact (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet turnover.
Repo & Money Market Plumbing
DTCC General Collateral Finance (GCF) Treasury Repo Index: 2025–2026 Policy Normalization Regime Comparison (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing post-QT reserve management purchases versus prior quantitative tightening e
Central Bank Policy & Macro Rates
DTCC General Collateral Finance (GCF) Treasury Repo Index: Institutional Fixed-Income Desk Hedging & DV01 Playbook (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve steepener execution