General Collateral Repo Rate

Water Cooler
#1

I’m trying to look at some correlations between mREIT valuation and some interest rates. I’m looking for the GC Repo Rate but the best I can find is an article that stated it’s “widely quoted in the marketplace”. Is there a place I can find this? At this point I’m not concerned with the actual rate but more concerned with relative values. Would the O/N LIBOR rate be an acceptable proxy?

Thanks in advance for any insight.

#2

Not really, since LIBOR is based on unsecured lending. I know Bloomberg has generic GC indexes and Reuters probably does too. ICAP has a proprietary index struck twice daily called i-Repo.