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Overnight Bank Funding Rate Data
 
DATE OBFR
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
09/21 0.08 0.04 0.08 0.09 0.18 179
09/18 0.09 0.03 0.08 0.09 0.20 164
09/17 0.08 0.04 0.08 0.09 0.20 168
09/16 0.08 0.04 0.08 0.09 0.20 158
09/15 0.09 0.04 0.08 0.09 0.20 148
09/14 0.08 0.03 0.08 0.09 0.20 156
09/11 0.08 0.03 0.08 0.09 0.20 149
09/10 0.08 0.03 0.08 0.09 0.20 165
09/09 0.08 0.04 0.08 0.09 0.20 152
09/08 0.08 0.04 0.08 0.09 0.20 160
09/07 Holiday, no data.
09/04 0.08 0.04 0.08 0.09 0.20 149
09/03 0.08 0.05 0.08 0.09 0.20 171
09/02 0.08 0.04 0.08 0.09 0.20 163
09/01 0.08 0.04 0.08 0.09 0.20 154
08/31 0.08 0.03 0.08 0.09 0.20 173
08/28 0.08 0.05 0.08 0.09 0.20 184
08/27 0.08 0.03 0.08 0.09 0.20 193
08/26 0.08 0.05 0.08 0.09 0.20 179
08/25 0.08 0.05 0.08 0.09 0.20 183
08/24 0.08 0.05 0.08 0.09 0.20 175
08/21 0.08 0.05 0.08 0.09 0.20 175
08/20 0.08 0.05 0.08 0.09 0.20 186
08/19 0.08 0.05 0.08 0.09 0.20 166
08/18 0.09 0.04 0.08 0.09 0.20 155
08/17 0.09 0.04 0.08 0.10 0.20 154
 
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.