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Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
04/08 0.01 0.01 0.01 0.03 0.16 1,152
04/07 0.01 0.00 0.01 0.02 0.16 1,226
04/06 0.01 0.00 0.01 0.02 0.15 1,254
04/03 0.01 0.00 0.01 0.02 0.16 1,266
04/02 0.01 0.01 0.01 0.03 0.17 1,202
04/01 0.01 -0.01 0.01 0.03 0.17 1,226
03/31 0.01 -0.03 0.01 0.01 0.17 1,127
03/30 0.01 -0.02 0.01 0.01 0.18 1,157
03/27 0.01 -0.01 0.01 0.01 0.20 1,222
03/26 0.01 0.00 0.01 0.02 0.23 1,233
03/25 0.01 0.00 0.01 0.02 0.22 1,229
03/24 0.01 0.00 0.01 0.03 0.20 1,280
03/23 0.02 0.00 0.01 0.04 0.20 1,277
03/20 0.04 0.01 0.03 0.07 0.18 1,235
03/19 0.06 0.03 0.05 0.11 0.27 1,319
03/18 0.10 0.06 0.08 0.16 0.42 1,358
03/17 0.54 0.09 0.50 0.74 1.00 1,335
03/16 0.26 0.20 0.23 0.35 2.00 1,306
03/13 1.10 1.06 1.08 1.15 1.22 1,298
03/12 1.20 1.07 1.20 1.25 1.42 1,293
03/11 1.15 1.10 1.14 1.20 1.28 1,222
03/10 1.11 1.08 1.10 1.17 1.23 1,264
03/09 1.09 1.05 1.08 1.14 1.22 1,256
03/06 1.10 1.06 1.08 1.15 1.22 1,295
03/05 1.12 1.08 1.11 1.17 1.25 1,254
 
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 recognized as a holiday by the SIFMA calendar 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.