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Tri-Party General Collateral Rate Data
 
DATE RATE
(Percent)
PERCENTILES
VOLUME (US$ BILLIONS)
1ST
(Percent)
25TH
(Percent)
75TH
(Percent)
99TH
(Percent)
12/09 1.53 1.47 1.52 1.53 1.57 388
12/06 1.52 1.47 1.52 1.52 1.57 385
12/05 1.52 1.46 1.51 1.52 1.57 390
12/04 1.50 1.45 1.50 1.51 1.56 393
12/03 1.51 1.47 1.50 1.51 1.58 396
12/02 1.60 1.45 1.60 1.60 1.64 397
11/29 1.62 1.50 1.62 1.63 1.65 382
11/28 Holiday, no data.
11/27 1.50 1.46 1.50 1.50 1.57 382
11/26 1.51 1.46 1.51 1.51 1.56 388
11/25 1.54 1.47 1.53 1.54 1.59 390
11/22 1.56 1.45 1.55 1.56 1.61 394
11/21 1.55 1.45 1.54 1.55 1.60 402
11/20 1.54 1.49 1.54 1.54 1.60 399
11/19 1.53 1.48 1.53 1.53 1.59 405
11/18 1.52 1.48 1.52 1.52 1.59 414
11/15 1.55 1.50 1.54 1.55 1.60 418
11/14 1.55 1.50 1.55 1.55 1.59 421
11/13 1.54 1.48 1.54 1.55 1.58 418
11/12 1.54 1.50 1.54 1.55 1.58 420
11/11 Holiday, no data.
11/08 1.53 1.48 1.53 1.53 1.57 421
11/07 1.53 1.49 1.53 1.53 1.58 427
11/06 1.53 1.48 1.53 1.53 1.57 432
11/05 1.55 1.46 1.55 1.55 1.59 441
11/04 1.54 1.48 1.54 1.54 1.58 445
11/01 1.55 1.50 1.55 1.55 1.60 445
 
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 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.