How the Treasury Clearing Rule for Repo Might Affect SOFR

Ashlyn Cenicola and Corey Garriott

No 25-01, The OFR Blog from Office of Financial Research, US Department of the Treasury

Abstract: The SEC's clearing rule will bring more repos into the SOFR computation. OFR researchers show that SOFR is not disturbed by the inclusion of new repos.

Date: 2025-04-22
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