Report published August 28, 2026
Curvature Securities: Daily Repo Market Commentary – August 28, 2026
Source and citation context
- Issuer
- Curvature Securities
- Report date
- August 28, 2026
- Analysis as of
- August 28, 2026
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 provides daily overnight repo rates and spreads for August 28, 2026, showing General Collateral trading between 3.60% and 3.69% with a 10:00 AM average of 3.686%. SOFR (T-1) was 3.640% and Fed Funds average was 3.630%.
Key Takeaways
- 1.General Collateral repo opened at 3.68%, reached a high of 3.69%, and closed at 3.60%, with a 10:00 AM average of 3.686%.
- 2.Effective Fed Funds Rate (EFFR) 10:00 AM average stood at 3.630%, while SOFR (T-1) was reported at 3.640% and Agency MBS at 3.697%.
- 3.Treasury specials trading showed 5-Year notes trading tightest to close at 3.55%, compared to 2-Year at 3.60%, 7-Year at 3.58%, 10-Year at 3.66%, 20-Year at 3.67%, and 30-Year at 3.67%.
Table of Contents
- Repo Market Commentary
- 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
August 28, 2026 Overnight Rates Table — as of August 28, 2026.
| Metric | Estimate | Context |
|---|---|---|
| General Collateral Repo Rate 10:00 AM Average | 3.686% | 10:00 AM Average for General Collateral repo rate. |
| Fed Funds / EFFR 10:00 AM Average | 3.63% | 10:00 AM Average for Fed Funds/EFFR. |
| SOFR (T-1) | 3.64% | Secured Overnight Financing Rate for prior trading day. |
| Agency MBS Repo Rate 10:00 AM Average | 3.697% | 10:00 AM Average for Agency MBS repo. |
Reports in this series
Repo Market Commentary is shown in chronological order through this edition, published on August 28, 2026.
Part of the Repo Market Commentary series — view all 3 editions
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Reported Data Context
- General Collateral Repo Rate 10:00 AM Average: 3.686 % (2026-08-28)
- Fed Funds / EFFR 10:00 AM Average: 3.63 % (2026-08-28)
- SOFR (T-1): 3.64 % (2026-08-27)
- Agency MBS Repo Rate 10:00 AM Average: 3.697 % (2026-08-28)