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Broad General Collateral Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
10/10 1.82 1.74 1.82 1.82 1.91 456
10/09 1.82 1.77 1.82 1.82 1.91 462
10/08 1.82 1.77 1.82 1.82 1.91 454
10/07 1.80 1.76 1.79 1.80 1.90 457
10/04 1.79 1.75 1.79 1.79 1.90 454
10/03 1.81 1.77 1.81 1.81 1.89 458
10/02 1.82 1.76 1.81 1.82 1.92 471
10/01 1.84 1.73 1.84 1.85 2.00 457
09/30 2.35 1.80 2.30 2.35 2.50 436
09/27 1.80 1.73 1.80 1.80 1.90 453
09/26 1.82 1.75 1.81 1.83 1.91 462
09/25 2.00 1.75 1.99 2.00 2.10 467
09/24 1.94 1.73 1.93 1.94 2.05 481
09/23 1.82 1.78 1.82 1.82 2.10 490
09/20 1.85 1.78 1.85 1.85 1.99 504
09/19 1.91 1.70 1.90 1.93 2.05 516
09/18 2.50 2.00 2.50 2.50 4.50 532
09/17 5.25 2.00 5.00 5.50 8.00 533
09/16 2.42 2.35 2.41 2.42 3.50 516
09/13 2.19 2.14 2.18 2.19 2.30 509
09/12 2.18 2.12 2.18 2.18 2.29 534
09/11 2.14 2.10 2.14 2.14 2.25 524
09/10 2.13 2.08 2.13 2.13 2.24 529
09/09 2.11 2.08 2.11 2.11 2.20 522
09/06 2.15 2.02 2.15 2.15 2.24 535
 
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.