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Broad General Collateral Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
01/21 0.02 0.01 0.02 0.02 0.15 353
01/20 0.04 0.00 0.04 0.04 0.15 355
01/19 0.05 0.04 0.05 0.05 0.15 350
01/18 Holiday, no data.
01/15 0.05 0.04 0.05 0.06 0.15 347
01/14 0.05 0.04 0.05 0.05 0.15 340
01/13 0.05 0.04 0.05 0.06 0.15 353
01/12 0.06 0.04 0.06 0.07 0.15 356
01/11 0.07 0.04 0.06 0.07 0.15 360
01/08 0.07 0.04 0.07 0.07 0.15 363
01/07 0.08 0.05 0.08 0.08 0.15 361
01/06 0.08 0.06 0.08 0.08 0.15 361
01/05 0.08 0.04 0.08 0.08 0.15 358
01/04 0.06 0.05 0.06 0.07 0.15 367
01/01 Holiday, no data.
12/31 0.06 0.01 0.05 0.06 0.15 351
12/30 0.08 0.04 0.07 0.08 0.15 338
12/29 0.08 0.04 0.07 0.08 0.15 361
12/28 0.07 0.05 0.07 0.07 0.15 354
12/25 Holiday, no data.
12/24 0.06 0.04 0.06 0.06 0.15 362
12/23 0.05 0.03 0.04 0.05 0.15 355
12/22 0.06 0.02 0.05 0.06 0.15 360
12/21 0.07 0.03 0.07 0.07 0.15 359
12/18 0.07 0.05 0.07 0.07 0.15 356
12/17 0.07 0.04 0.07 0.07 0.15 355
12/16 0.07 0.05 0.07 0.07 0.15 352
12/15 0.07 0.05 0.07 0.07 0.15 359
 
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.