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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)
08/22 2.07 2.03 2.07 2.07 2.12 494
08/21 2.08 2.03 2.08 2.08 2.12 498
08/20 2.12 2.03 2.12 2.12 2.15 498
08/19 2.10 2.05 2.10 2.10 2.13 498
08/16 2.12 2.05 2.12 2.12 2.15 487
08/15 2.17 2.03 2.17 2.18 2.20 496
08/14 2.12 2.03 2.12 2.13 2.15 498
08/13 2.16 2.00 2.16 2.16 2.20 501
08/12 2.11 2.03 2.11 2.11 2.16 497
08/09 2.10 2.05 2.10 2.11 2.13 482
08/08 2.07 2.05 2.07 2.07 2.12 485
08/07 2.09 2.04 2.08 2.09 2.13 491
08/06 2.10 2.05 2.10 2.10 2.15 493
08/05 2.12 2.07 2.12 2.13 2.17 493
08/02 2.18 2.05 2.18 2.18 2.21 480
08/01 2.19 1.99 2.18 2.19 2.26 493
07/31 2.53 2.28 2.52 2.54 2.65 513
07/30 2.38 2.26 2.38 2.38 2.44 486
07/29 2.39 2.28 2.39 2.40 2.43 483
07/26 2.40 2.30 2.40 2.40 2.43 470
07/25 2.41 2.35 2.41 2.42 2.45 480
07/24 2.40 2.28 2.40 2.40 2.44 486
07/23 2.38 2.33 2.38 2.39 2.42 475
07/22 2.38 2.22 2.38 2.39 2.43 469
07/19 2.40 2.35 2.40 2.40 2.43 475
 
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.