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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)
04/08 0.01 0.01 0.01 0.01 0.03 457
04/07 0.01 0.01 0.01 0.01 0.04 457
04/06 0.01 0.00 0.01 0.01 0.02 453
04/03 0.01 0.01 0.01 0.01 0.02 444
04/02 0.01 0.00 0.01 0.01 0.04 438
04/01 0.01 0.00 0.01 0.01 0.02 430
03/31 0.01 0.00 0.01 0.01 0.02 396
03/30 0.01 0.00 0.01 0.01 0.02 421
03/27 0.01 0.00 0.01 0.01 0.02 437
03/26 0.01 0.00 0.01 0.01 0.02 452
03/25 0.01 0.00 0.01 0.01 0.04 465
03/24 0.01 0.00 0.01 0.01 0.02 457
03/23 0.01 0.00 0.01 0.02 0.03 468
03/20 0.03 0.00 0.03 0.04 0.07 464
03/19 0.05 0.01 0.05 0.06 0.08 483
03/18 0.10 0.03 0.08 0.10 0.11 489
03/17 0.50 0.05 0.50 0.53 0.75 481
03/16 0.23 0.10 0.22 0.23 0.38 467
03/13 1.08 1.02 1.08 1.09 1.13 470
03/12 1.20 1.00 1.20 1.20 1.22 493
03/11 1.14 1.08 1.13 1.14 1.16 483
03/10 1.10 1.05 1.09 1.10 1.13 480
03/09 1.08 1.00 1.08 1.08 1.12 468
03/06 1.08 1.04 1.08 1.08 1.12 466
03/05 1.11 1.06 1.11 1.11 1.14 472
 
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.