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Broad General Collateral Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
04/08 0.01 0.01 0.01 0.01 0.10 470
04/07 0.01 0.01 0.01 0.01 0.08 476
04/06 0.01 0.00 0.01 0.01 0.08 475
04/03 0.01 0.01 0.01 0.01 0.07 471
04/02 0.01 0.00 0.01 0.01 0.10 467
04/01 0.01 0.00 0.01 0.01 0.08 455
03/31 0.01 -0.03 0.01 0.01 0.03 411
03/30 0.01 0.00 0.01 0.01 0.07 443
03/27 0.01 0.00 0.01 0.01 0.08 460
03/26 0.01 0.00 0.01 0.01 0.10 467
03/25 0.01 0.00 0.01 0.01 0.11 482
03/24 0.01 0.00 0.01 0.01 0.06 478
03/23 0.01 0.00 0.01 0.02 0.07 489
03/20 0.03 0.00 0.03 0.04 0.10 479
03/19 0.05 0.01 0.05 0.06 0.11 500
03/18 0.10 0.03 0.08 0.10 0.20 511
03/17 0.50 0.02 0.50 0.53 0.86 516
03/16 0.23 0.10 0.22 0.23 1.50 502
03/13 1.08 1.02 1.08 1.09 1.20 502
03/12 1.20 1.00 1.19 1.20 1.28 536
03/11 1.14 1.05 1.13 1.14 1.22 509
03/10 1.10 1.05 1.09 1.10 1.20 511
03/09 1.08 1.00 1.08 1.08 1.20 496
03/06 1.08 1.04 1.08 1.08 1.15 490
03/05 1.11 1.06 1.11 1.11 1.18 497
 
r Revised
1 Rate was calculated with reduced volume
2 Rate was calculated using survey data
3 Because of insufficient current data, the published rate is a republication of the prior day's rate


a The Treasury repo reference rates will be published each business day that is not recognized as a holiday by the SIFMA calendar for secondary market trading of U.S. government securities. The Treasury repo reference rates, reflecting activity for the business day preceding a holiday will be published on the subsequent business day. Please note that on days in which trading in U.S. government securities is subject to an early close, the reference rates administered by the Desk will still be published. In the event that market participants recognize a previously unscheduled holiday, the New York Fed will publically communicate its approach to publishing reference rates it administers, with the goal of aligning as closely as possible to the approach used for scheduled holidays.