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Broad General Collateral Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
01/16 1.52 1.47 1.52 1.52 1.58 397
01/15 1.53 1.47 1.53 1.53 1.59 394
01/14 1.52 1.47 1.52 1.52 1.59 388
01/13 1.52 1.47 1.52 1.52 1.58 389
01/10 1.52 1.47 1.52 1.52 1.58 376
01/09 1.52 1.47 1.52 1.52 1.60 387
01/08 1.52 1.47 1.52 1.53 1.60 376
01/07 1.53 1.47 1.53 1.53 1.60 379
01/06 1.52 1.47 1.52 1.53 1.60 384
01/03 1.52 1.47 1.52 1.52 1.60 375
01/02 1.50 1.45 1.50 1.51 1.63 380
01/01 Holiday, no data.
12/31 1.55 1.40 1.55 1.55 1.70 341
12/30 1.51 1.43 1.51 1.52 1.60 348
12/27 1.50 1.43 1.50 1.50 1.60 363
12/26 1.49 1.43 1.49 1.50 1.58 360
12/25 Holiday, no data.
12/24 1.50 1.43 1.50 1.50 1.57 368
12/23 1.50 1.45 1.50 1.50 1.58 372
12/20 1.49 1.42 1.49 1.50 1.57 366
12/19 1.50 1.45 1.50 1.50 1.58 384
12/18 1.50 1.45 1.50 1.51 1.60 398
12/17 1.50 1.45 1.50 1.50 1.61 397
12/16 1.60 1.50 1.59 1.60 1.67 394
12/13 1.50 1.45 1.50 1.50 1.65 413
12/12 1.49 1.44 1.49 1.50 1.58 414
12/11 1.50 1.45 1.50 1.50 1.59 419
 
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 broadly recognized as a holiday 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.