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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)
02/21 2.37 2.31 2.37 2.37 2.41 441
02/20 2.37 2.31 2.37 2.38 2.41 440
02/19 2.37 2.32 2.37 2.38 2.41 442
02/18 Holiday, no data.
02/15 2.41 2.35 2.41 2.42 2.44 440
02/14 2.36 2.31 2.36 2.37 2.42 432
02/13 2.36 2.31 2.36 2.36 2.41 438
02/12 2.36 2.30 2.36 2.36 2.41 441
02/11 2.40 2.32 2.39 2.40 2.45 442
02/08 2.35 2.30 2.35 2.35 2.41 440
02/07 2.36 2.30 2.36 2.36 2.41 440
02/06 2.35 2.30 2.35 2.35 2.40 445
02/05 2.37 2.32 2.36 2.37 2.41 438
02/04 2.38 2.28 2.38 2.39 2.43 447
02/01 2.44 2.30 2.44 2.45 2.49 464
01/31 2.55 2.30 2.55 2.56 2.59 453
01/30 2.36 2.32 2.36 2.37 2.40 431
01/29 2.37 2.30 2.37 2.37 2.40 438
01/28 2.37 2.30 2.37 2.37 2.40 437
01/25 2.38 2.33 2.38 2.38 2.41 436
01/24 2.40 2.32 2.40 2.40 2.43 433
01/23 2.38 2.32 2.37 2.38 2.41 433
01/22 2.37 2.32 2.37 2.38 2.42 431
01/21 Holiday, no data.
01/18 2.37 2.32 2.37 2.37 2.41 426
01/17 2.37 2.32 2.37 2.37 2.41 426
01/16 2.37 2.32 2.37 2.37 2.41 435
 
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 Business days are defined as any day of the work week other than holidays widely observed by the market.