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Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
07/01 0.11 0.06 0.07 0.13 0.19 1,003
06/30 0.10 0.06 0.07 0.13 0.20 970
06/29 0.08 0.05 0.06 0.12 0.19 940
06/26 0.08 0.05 0.06 0.12 0.19 938
06/25 0.09 0.05 0.07 0.13 0.19 984
06/24 0.08 0.05 0.06 0.12 0.18 1,015
06/23 0.07 0.04 0.05 0.11 0.18 992
06/22 0.08 0.05 0.06 0.12 0.19 1,024
06/19 0.09 0.06 0.06 0.12 0.19 963
06/18 0.09 0.06 0.07 0.12 0.19 1,046
06/17 0.09 0.06 0.07 0.13 0.19 1,012
06/16 0.09 0.06 0.07 0.13 0.20 986
06/15 0.09 0.06 0.07 0.13 0.20 1,000
06/12 0.08 0.05 0.06 0.13 0.19 969
06/11 0.08 0.05 0.06 0.12 0.18 1,009
06/10 0.07 0.05 0.06 0.12 0.18 1,008
06/09 0.08 0.05 0.06 0.13 0.19 1,034
06/08 0.07 0.05 0.06 0.12 0.19 1,032
06/05 0.07 0.05 0.06 0.12 0.18 1,021
06/04 0.07 0.04 0.06 0.12 0.18 1,067
06/03 0.06 0.04 0.05 0.11 0.18 1,024
06/02 0.07 0.05 0.05 0.13 0.18 1,054
06/01 0.06 0.04 0.05 0.12 0.18 1,104
05/29 0.06 0.04 0.05 0.10 0.19 1,061
05/28 0.06 0.04 0.05 0.12 0.19 1,031
 
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.