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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)
07/01 0.07 0.05 0.07 0.07 0.13 384
06/30 0.07 0.05 0.07 0.07 0.14 383
06/29 0.06 0.04 0.06 0.06 0.13 381
06/26 0.06 0.04 0.06 0.06 0.12 382
06/25 0.06 0.04 0.06 0.07 0.13 386
06/24 0.06 0.04 0.06 0.06 0.12 400
06/23 0.05 0.04 0.05 0.05 0.11 404
06/22 0.06 0.04 0.06 0.06 0.13 402
06/19 0.06 0.04 0.06 0.06 0.13 396
06/18 0.07 0.05 0.06 0.07 0.12 405
06/17 0.07 0.05 0.07 0.07 0.13 399
06/16 0.07 0.05 0.07 0.07 0.13 401
06/15 0.07 0.05 0.07 0.07 0.13 396
06/12 0.06 0.04 0.06 0.06 0.13 397
06/11 0.06 0.04 0.06 0.06 0.12 405
06/10 0.06 0.04 0.06 0.06 0.12 414
06/09 0.06 0.04 0.06 0.06 0.13 414
06/08 0.06 0.04 0.06 0.06 0.12 416
06/05 0.06 0.04 0.06 0.06 0.12 418
06/04 0.06 0.03 0.05 0.06 0.13 414
06/03 0.05 0.04 0.05 0.05 0.12 428
06/02 0.05 0.04 0.05 0.06 0.13 429
06/01 0.05 0.03 0.05 0.05 0.12 435
05/29 0.05 0.03 0.05 0.05 0.11 428
05/28 0.05 0.03 0.05 0.06 0.12 433
 
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.