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Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
08/22 2.09 2.05 2.07 2.16 2.22 1,160
08/21 2.10 2.05 2.08 2.16 2.24 1,188
08/20 2.13 2.08 2.12 2.19 2.26 1,228
08/19 2.11 2.07 2.10 2.17 2.24 1,241
08/16 2.13 2.08 2.12 2.20 2.27 1,247
08/15 2.18 2.10 2.18 2.26 2.34 1,218
08/14 2.13 2.08 2.12 2.20 2.27 1,244
08/13 2.16 2.03 2.16 2.24 2.32 1,183
08/12 2.12 2.05 2.11 2.19 2.26 1,177
08/09 2.11 2.08 2.10 2.18 2.25 1,186
08/08 2.09 2.06 2.07 2.15 2.25 1,218
08/07 2.10 2.06 2.09 2.16 2.23 1,196
08/06 2.11 2.08 2.10 2.18 2.25 1,234
08/05 2.13 2.10 2.12 2.20 2.28 1,253
08/02 2.19 2.10 2.18 2.25 2.33 1,185
08/01 2.19 2.11 2.19 2.27 2.33 1,183
07/31 2.55 2.35 2.53 2.63 2.78 1,217
07/30 2.39 2.35 2.38 2.46 2.53 1,158
07/29 2.40 2.30 2.39 2.47 2.54 1,153
07/26 2.41 2.35 2.40 2.48 2.56 1,142
07/25 2.42 2.38 2.41 2.50 2.57 1,153
07/24 2.41 2.35 2.40 2.48 2.56 1,139
07/23 2.40 2.36 2.39 2.47 2.53 1,091
07/22 2.40 2.36 2.38 2.47 2.53 1,123
07/19 2.41 2.35 2.40 2.48 2.55 1,140
 
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.