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Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
12/09 1.56 1.50 1.53 1.61 1.67 1,042
12/06 1.55 1.50 1.52 1.60 1.67 1,017
12/05 1.55 1.50 1.52 1.60 1.66 1,017
12/04 1.54 1.49 1.50 1.59 1.65 1,046
12/03 1.55 1.49 1.51 1.59 1.66 1,050
12/02 1.63 1.54 1.60 1.68 1.75 1,104
11/29 1.65 1.50 1.63 1.70 1.80 1,004
11/28 Holiday, no data.
11/27 1.55 1.48 1.50 1.59 1.66 1,011
11/26 1.54 1.49 1.51 1.59 1.68 1,056
11/25 1.56 1.50 1.54 1.62 1.69 994
11/22 1.58 1.51 1.56 1.64 1.70 1,028
11/21 1.58 1.50 1.55 1.64 1.70 993
11/20 1.57 1.51 1.54 1.63 1.69 1,001
11/19 1.57 1.51 1.53 1.63 1.68 1,008
11/18 1.56 1.50 1.52 1.61 1.68 1,012
11/15 1.59 1.51 1.55 1.63 1.70 1,049
11/14 1.58 1.50 1.55 1.64 1.71 1,027
11/13 1.57 1.50 1.54 1.63 1.70 1,018
11/12 1.57 1.52 1.54 1.63 1.70 1,064
11/11 Holiday, no data.
11/08 1.56 1.50 1.53 1.61 1.68 1,016
11/07 1.56 1.51 1.53 1.62 1.69 1,066
11/06 1.57 1.50 1.53 1.61 1.69 1,083
11/05 1.58 1.51 1.55 1.63 1.70 1,062
11/04 1.56 1.50 1.54 1.62 1.69 1,146
11/01 1.58 1.52 1.55 1.63 1.70 1,118
 
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 “Specials” are repos for specific-issue collateral, which take place at cash-lending rates below those for general collateral repos because cash providers are willing to accept a lesser return on their cash in order to obtain a particular security.
b 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.