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Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
10/10 1.85 1.78 1.82 1.91 1.98 1,124
10/09 1.85 1.80 1.82 1.90 1.97 1,061
10/08 1.85 1.80 1.82 1.91 1.98 1,070
10/07 1.83 1.78 1.80 1.89 1.95 1,070
10/04 1.82 1.77 1.79 1.88 1.94 1,094
10/03 1.84 1.79 1.81 1.89 1.96 1,120
10/02 1.85 1.80 1.82 1.90 1.98 1,147
10/01 1.88 1.82 1.84 1.96 2.05 1,183
09/30 2.35 2.00 2.35 2.50 3.20 1,097
09/27 1.82 1.75 1.80 1.88 1.96 1,084
09/26 1.85 1.78 1.82 1.90 2.03 1,092
09/25 2.01 1.80 2.00 2.10 2.23 1,080
09/24 1.96 1.89 1.94 2.02 2.10 1,085
09/23 1.85 1.80 1.82 1.91 2.10 1,140
09/20 1.86 1.80 1.85 1.90 2.08 1,121
09/19 1.95 1.82 1.92 2.05 2.50 1,137
09/18 2.55 2.10 2.50 3.00 5.00 1,196
09/17 5.25 2.25 5.00 5.85 9.00 1,177
09/16 2.43 2.38 2.42 2.55 4.60 1,156
09/13 2.20 2.16 2.19 2.27 2.40 1,134
09/12 2.20 2.15 2.18 2.28 2.35 1,156
09/11 2.15 2.12 2.14 2.23 2.30 1,179
09/10 2.14 2.11 2.13 2.22 2.28 1,186
09/09 2.12 2.09 2.11 2.19 2.27 1,243
09/06 2.15 2.10 2.15 2.23 2.30 1,222
 
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.