Report published August 17, 2026
Curvature Securities: Repo Market Commentary – August 17, 2026
Source and citation context
- Issuer
- Curvature Securities
- Report date
- August 17, 2026
- Analysis as of
- August 17, 2026
Authors / editors: Scott E.D. Skyrm
Finvaulta summarizes Curvature Securities's analysis. Attribute opinions, forecasts, time-sensitive values, and chronology to the issuer and report date; do not treat this page as an independent verification or a current market-data source.
Curvature Securities reports daily repo and money market rate indications for August 17, 2026, highlighting that General Collateral closed at 3.66% and SOFR printed at 3.620%. RRP facility volume has dwindled to $250 million across six participants, nearing full exhaustion.
Key Takeaways
- 1.Fed Reverse Repo Facility (RRP) volume has dropped to $250 million across six remaining participants and is projected to hit zero shortly.
- 2.General Collateral repo traded in a range of 3.65% to 3.71%, closing at 3.66% with a 10:00 AM average of 3.692%.
- 3.Benchmark money market rates were set with EFFR at 3.630%, SOFR (T-1) at 3.620%, and Agency MBS repo at 3.694%.
Table of Contents
- RRP Update
- 2 Year: Overnight Rates
- 3 Year: Overnight Rates
- 5 Year: Overnight Rates
- 10 Year: Overnight Rates
- Overnight Rates: GC, SOFR, Fed Funds
- MBS/GC Spread
- GC: Open, High, Low, Close
- GC/Fed Funds Spread
- RRP Volume
- 20 Year: Overnight Rates
Report data
RRP Volume — as of August 17, 2026.
| Metric | Estimate | Context |
|---|---|---|
| Fed Reverse Repo (RRP) Facility Volume | 250.0 USD Millions | Facility volume is down to $250 million across six remaining participants. |
| Fed Reverse Repo (RRP) Peak Volume | 2.55 USD Trillions | Historical peak level of RRP facility balance. |
| General Collateral Repo Rate Close | 3.66% | General Collateral repo rate daily close. |
| SOFR (T-1) | 3.62% | Prior-day SOFR benchmark rate. |
| Fed Funds / EFFR | 3.63% | Effective Federal Funds rate at 10:00 AM average table reference. |
Reports in this series
Repo Market Commentary is shown in chronological order through this edition, published on August 17, 2026.
Part of the Repo Market Commentary series — view all 3 editions
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Authors / Editors
Reported Data Context
- Fed Reverse Repo (RRP) Facility Volume: 250.0 USD Millions (2026-08-17)
- Fed Reverse Repo (RRP) Peak Volume: 2.55 USD Trillions (2022-12-31)
- General Collateral Repo Rate Close: 3.66 % (2026-08-17)
- SOFR (T-1): 3.62 % (2026-08-17)
- Fed Funds / EFFR: 3.63 % (2026-08-17)