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Broad General Collateral Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
09/21 0.06 0.02 0.06 0.06 0.12 369
09/18 0.07 0.05 0.07 0.07 0.10 359
09/17 0.07 0.05 0.07 0.07 0.13 364
09/16 0.07 0.05 0.07 0.07 0.13 354
09/15 0.07 0.06 0.07 0.08 0.13 365
09/14 0.07 0.05 0.07 0.07 0.12 363
09/11 0.07 0.05 0.07 0.07 0.13 376
09/10 0.07 0.05 0.07 0.07 0.13 378
09/09 0.07 0.05 0.07 0.07 0.13 379
09/08 0.07 0.05 0.07 0.07 0.13 375
09/07 Holiday, no data.
09/04 0.07 0.05 0.07 0.07 0.13 370
09/03 0.06 0.05 0.06 0.07 0.14 374
09/02 0.06 0.05 0.06 0.06 0.13 376
09/01 0.06 0.04 0.06 0.06 0.14 370
08/31 0.07 0.05 0.07 0.07 0.13 380
08/28 0.05 0.04 0.05 0.05 0.11 369
08/27 0.05 0.04 0.05 0.05 0.11 373
08/26 0.05 0.04 0.05 0.06 0.11 374
08/25 0.06 0.04 0.06 0.06 0.12 368
08/24 0.06 0.04 0.05 0.06 0.11 379
08/21 0.05 0.02 0.05 0.05 0.12 388
08/20 0.05 0.03 0.05 0.05 0.12 385
08/19 0.07 0.01 0.07 0.07 0.12 375
08/18 0.07 0.05 0.07 0.07 0.12 381
08/17 0.07 0.06 0.07 0.07 0.14 380
 
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.