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Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
09/21 0.08 0.04 0.06 0.11 0.18 925
09/18 0.09 0.06 0.07 0.12 0.18 896
09/17 0.10 0.06 0.07 0.13 0.19 892
09/16 0.10 0.06 0.07 0.13 0.19 899
09/15 0.10 0.07 0.07 0.13 0.19 938
09/14 0.09 0.06 0.07 0.12 0.18 881
09/11 0.09 0.06 0.07 0.12 0.18 900
09/10 0.09 0.06 0.07 0.13 0.19 924
09/09 0.09 0.06 0.07 0.12 0.18 937
09/08 0.09 0.06 0.07 0.13 0.19 957
09/07 Holiday, no data.
09/04 0.09 0.06 0.07 0.13 0.18 935
09/03 0.10 0.06 0.06 0.12 0.17 955
09/02 0.09 0.05 0.06 0.12 0.17 947
09/01 0.09 0.05 0.06 0.12 0.17 969
08/31 0.09 0.06 0.07 0.13 0.19 934
08/28 0.07 0.04 0.05 0.10 0.16 881
08/27 0.07 0.05 0.05 0.10 0.16 898
08/26 0.07 0.05 0.05 0.10 0.16 938
08/25 0.08 0.05 0.06 0.11 0.17 931
08/24 0.08 0.05 0.06 0.11 0.16 935
08/21 0.07 0.04 0.05 0.10 0.16 959
08/20 0.07 0.04 0.05 0.09 0.16 983
08/19 0.09 0.04 0.07 0.12 0.18 961
08/18 0.09 0.06 0.07 0.12 0.18 977
08/17 0.10 0.07 0.07 0.13 0.19 944
 
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.