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Broad General Collateral Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
12/09 1.53 1.47 1.52 1.53 1.61 413
12/06 1.52 1.47 1.52 1.53 1.61 401
12/05 1.52 1.46 1.51 1.52 1.61 405
12/04 1.50 1.45 1.50 1.51 1.62 413
12/03 1.51 1.47 1.50 1.52 1.61 422
12/02 1.60 1.45 1.60 1.60 1.68 427
11/29 1.62 1.50 1.62 1.63 1.73 406
11/28 Holiday, no data.
11/27 1.50 1.46 1.50 1.51 1.62 406
11/26 1.51 1.47 1.51 1.51 1.60 411
11/25 1.54 1.47 1.53 1.54 1.62 411
11/22 1.56 1.45 1.55 1.56 1.64 417
11/21 1.55 1.49 1.54 1.55 1.63 421
11/20 1.54 1.49 1.54 1.55 1.63 417
11/19 1.53 1.48 1.53 1.53 1.66 429
11/18 1.52 1.48 1.52 1.53 1.62 437
11/15 1.55 1.50 1.54 1.55 1.63 445
11/14 1.55 1.50 1.55 1.55 1.64 444
11/13 1.54 1.48 1.54 1.55 1.63 446
11/12 1.54 1.50 1.54 1.55 1.66 450
11/11 Holiday, no data.
11/08 1.53 1.49 1.53 1.53 1.61 441
11/07 1.53 1.49 1.53 1.53 1.61 449
11/06 1.53 1.48 1.53 1.54 1.62 457
11/05 1.55 1.47 1.55 1.55 1.64 468
11/04 1.54 1.49 1.54 1.54 1.63 473
11/01 1.55 1.50 1.55 1.55 1.65 477
 
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.