Back | Print
Secured Overnight Financing Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
01/21 0.04 0.01 0.02 0.05 0.15 922
01/20 0.06 0.02 0.04 0.07 0.15 883
01/19 0.07 0.04 0.05 0.09 0.15 936
01/18 Holiday, no data.
01/15 0.08 0.05 0.05 0.10 0.15 904
01/14 0.08 0.04 0.05 0.10 0.16 887
01/13 0.08 0.05 0.05 0.10 0.15 911
01/12 0.08 0.05 0.06 0.11 0.16 918
01/11 0.09 0.05 0.07 0.11 0.17 964
01/08 0.09 0.06 0.07 0.12 0.17 992
01/07 0.10 0.06 0.08 0.12 0.18 951
01/06 0.10 0.07 0.08 0.13 0.18 978
01/05 0.11 0.06 0.08 0.13 0.18 986
01/04 0.10 0.05 0.07 0.12 0.17 1,046
01/01 Holiday, no data.
12/31 0.07 0.03 0.06 0.10 0.17 1,095
12/30 0.09 0.05 0.08 0.12 0.17 916
12/29 0.10 0.06 0.08 0.12 0.17 945
12/28 0.09 0.06 0.07 0.12 0.16 946
12/25 Holiday, no data.
12/24 0.08 0.05 0.06 0.10 0.15 895
12/23 0.06 0.04 0.05 0.07 0.15 921
12/22 0.07 0.04 0.06 0.09 0.15 923
12/21 0.09 0.06 0.07 0.11 0.16 922
12/18 0.09 0.06 0.07 0.11 0.16 943
12/17 0.09 0.06 0.07 0.11 0.16 922
12/16 0.09 0.06 0.07 0.11 0.16 914
12/15 0.09 0.06 0.07 0.11 0.16 933
 
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.