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Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
02/21 2.39 2.34 2.37 2.45 2.51 886
02/20 2.39 2.34 2.37 2.46 2.51 913
02/19 2.40 2.35 2.37 2.46 2.51 941
02/18 Holiday, no data.
02/15 2.43 2.38 2.41 2.49 2.56 913
02/14 2.39 2.34 2.36 2.45 2.50 862
02/13 2.38 2.34 2.36 2.44 2.50 928
02/12 2.39 2.33 2.36 2.44 2.50 920
02/11 2.40 2.35 2.40 2.48 2.56 984
02/08 2.37 2.33 2.35 2.44 2.50 912
02/07 2.38 2.34 2.36 2.45 2.51 918
02/06 2.38 2.33 2.35 2.44 2.49 942
02/05 2.40 2.34 2.37 2.45 2.51 932
02/04 2.40 2.30 2.38 2.47 2.53 964
02/01 2.47 2.30 2.44 2.52 2.59 993
01/31 2.58 2.30 2.55 2.65 2.85 1,048
01/30 2.39 2.35 2.36 2.45 2.52 948
01/29 2.40 2.32 2.37 2.45 2.52 934
01/28 2.39 2.32 2.37 2.45 2.52 981
01/25 2.40 2.34 2.38 2.46 2.53 915
01/24 2.41 2.35 2.40 2.48 2.55 994
01/23 2.40 2.35 2.38 2.46 2.52 956
01/22 2.41 2.35 2.37 2.46 2.52 967
01/21 Holiday, no data.
01/18 2.42 2.34 2.37 2.46 2.52 974
01/17 2.41 2.35 2.37 2.46 2.52 969
01/16 2.43 2.35 2.37 2.46 2.52 988
 
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 Business days are defined as any day of the work week other than holidays widely observed by the market.