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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)
01/21 0.02 0.01 0.02 0.02 0.15 324
01/20 0.04 0.01 0.04 0.04 0.15 323
01/19 0.05 0.04 0.05 0.05 0.15 323
01/18 Holiday, no data.
01/15 0.05 0.04 0.05 0.06 0.15 324
01/14 0.05 0.04 0.05 0.05 0.15 321
01/13 0.05 0.03 0.05 0.06 0.15 330
01/12 0.06 0.04 0.06 0.06 0.15 334
01/11 0.07 0.04 0.06 0.07 0.15 332
01/08 0.07 0.04 0.07 0.07 0.15 340
01/07 0.08 0.05 0.08 0.08 0.15 340
01/06 0.08 0.05 0.08 0.08 0.15 335
01/05 0.08 0.04 0.07 0.08 0.15 336
01/04 0.06 0.05 0.06 0.07 0.15 335
01/01 Holiday, no data.
12/31 0.06 0.01 0.05 0.06 0.15 340
12/30 0.08 0.05 0.07 0.08 0.15 315
12/29 0.08 0.04 0.07 0.08 0.15 325
12/28 0.07 0.05 0.07 0.07 0.15 323
12/25 Holiday, no data.
12/24 0.06 0.04 0.06 0.06 0.15 318
12/23 0.05 0.03 0.04 0.05 0.15 323
12/22 0.05 0.02 0.05 0.06 0.15 328
12/21 0.07 0.03 0.07 0.07 0.15 329
12/18 0.07 0.05 0.07 0.07 0.15 332
12/17 0.07 0.04 0.07 0.07 0.15 328
12/16 0.07 0.05 0.07 0.07 0.15 324
12/15 0.07 0.05 0.06 0.07 0.15 329
 
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.