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Overnight Bank Funding Rate Data
 
DATE OBFR
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
01/16 1.54 1.50 1.53 1.55 1.75 177
01/15 1.54 1.47 1.53 1.55 1.75 174
01/14 1.54 1.48 1.53 1.55 1.67 179
01/13 1.54 1.48 1.53 1.55 1.65 190
01/10 1.54 1.50 1.53 1.55 1.65 192
01/09 1.54 1.48 1.53 1.55 1.66 192
01/08 1.54 1.48 1.53 1.55 1.67 186
01/07 1.54 1.45 1.53 1.55 1.65 182
01/06 1.54 1.45 1.53 1.55 1.65 178
01/03 1.54 1.45 1.53 1.55 1.65 187
01/02 1.54 1.46 1.53 1.55 1.70 170
01/01 Holiday, no data.
12/31 1.55 1.00 1.53 1.58 1.75 99
12/30 1.54 1.45 1.53 1.55 1.75 196
12/27 1.54 1.45 1.53 1.55 1.75 188
12/26 1.54 1.47 1.53 1.55 1.65 208
12/25 Holiday, no data.
12/24 1.54 1.50 1.53 1.55 1.65 195
12/23 1.54 1.47 1.53 1.55 1.65 191
12/20 1.54 1.47 1.53 1.55 1.75 179
12/19 1.54 1.45 1.53 1.55 1.75 178
12/18 1.54 1.45 1.53 1.55 1.70 185
12/17 1.54 1.47 1.53 1.55 1.75 166
12/16 1.55 1.45 1.53 1.59 1.75 170
12/13 1.54 1.45 1.53 1.55 1.75 161
12/12 1.54 1.45 1.53 1.55 1.75 179
12/11 1.54 1.45 1.53 1.55 1.75 179
 
The New York Fed publishes the OBFR for general information purposes and you assume the risk for your use. The New York Fed reserves the right to alter the methods of calculation, publication schedule, rate revision practices or availability of the OBFR and the right to cease publication. The rate is provided without warranty of any kind. The New York Fed is not liable in any way for your use of the rate. See the Terms of Use.


r Revised
1 Rate was calculated with reduced volume
2 Rate was calculated using brokered data
3 Because of insufficient current data, the published rate is a republication of the prior day's rate


a Beginning on May 1, 2019, deposits reported in the FR 2420 Report of Selected Money Market Rates in Part D, “Selected Deposits”, were added to the transaction base of the OBFR.
b The calculation of the OBFR began with the March 1, 2016 rate. For background on the OBFR, please see the following statements:
  Statement Regarding Planned Changes to the Calculation of the Federal Funds Effective Rate and the Publication of an Overnight Bank Funding Rate
  Statement Regarding the Calculation Methodology for the Effective Federal Funds Rate and Overnight Bank Funding Rate
  Statement Regarding the Implementation of Planned Changes to the Effective Federal Funds Rate and Publication of the Overnight Bank Funding Rate
c The EFFR and the OBFR will be published each business day that is not included in the Federal Reserve Bank of New York's Holiday Schedule. The EFFR and the OBFR, reflecting activity for the business day preceding the holiday, will be published on the subsequent business day. 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.