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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)
09/21 0.06 0.04 0.06 0.06 0.09 339
09/18 0.07 0.05 0.07 0.07 0.09 347
09/17 0.07 0.05 0.07 0.07 0.09 348
09/16 0.07 0.05 0.07 0.07 0.09 341
09/15 0.07 0.06 0.07 0.07 0.10 348
09/14 0.07 0.05 0.07 0.07 0.09 347
09/11 0.07 0.05 0.07 0.07 0.09 356
09/10 0.07 0.05 0.07 0.07 0.10 358
09/09 0.07 0.05 0.07 0.07 0.10 362
09/08 0.07 0.05 0.07 0.07 0.10 351
09/07 Holiday, no data.
09/04 0.07 0.05 0.07 0.07 0.10 349
09/03 0.06 0.04 0.06 0.06 0.11 351
09/02 0.06 0.04 0.06 0.06 0.12 359
09/01 0.06 0.04 0.06 0.06 0.12 353
08/31 0.07 0.04 0.07 0.07 0.13 361
08/28 0.05 0.04 0.05 0.05 0.11 354
08/27 0.05 0.04 0.05 0.05 0.10 360
08/26 0.05 0.04 0.05 0.06 0.10 359
08/25 0.06 0.04 0.06 0.06 0.11 354
08/24 0.06 0.04 0.05 0.06 0.11 360
08/21 0.05 0.02 0.05 0.05 0.10 365
08/20 0.05 0.03 0.05 0.05 0.09 366
08/19 0.07 0.01 0.07 0.07 0.11 360
08/18 0.07 0.05 0.07 0.07 0.12 361
08/17 0.07 0.06 0.07 0.07 0.13 359
 
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 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.