Overnight Treasury Repo Volumes

Date Tri-Party General Collateral Rate Broad General Collateral Rate

8/22/2014 234 316
8/25/2014 226 301
8/26/2014 224 300
8/27/2014 220 294
8/28/2014 215 278
8/29/2014 208 289
9/2/2014 233 314
9/3/2014 228 316
9/4/2014 227 307
9/5/2014 224 328
9/8/2014 215 289
9/9/2014 217 273
9/10/2014 218 278
9/11/2014 221 306
9/12/2014 225 291
9/15/2014 227 290
9/16/2014 222 291
9/17/2014 215 300
9/18/2014 221 282
9/19/2014 217 290
9/22/2014 210 272
9/23/2014 217 281
9/24/2014 209 279
9/25/2014 209 263
9/26/2014 207 262
9/29/2014 195 258
9/30/2014 153 186
10/1/2014 187 279
10/2/2014 210 284
10/3/2014 201 276
10/6/2014 197 268
10/7/2014 199 265
10/8/2014 201 272
10/9/2014 217 275
10/10/2014 211 303
10/14/2014 216 307
10/15/2014 237 310
10/16/2014 268 344
10/17/2014 245 319
10/20/2014 242 320
10/21/2014 233 310
10/22/2014 227 299
10/23/2014 231 297
10/24/2014 234 292
10/27/2014 221 286
10/28/2014 234 299
10/29/2014 217 283
10/30/2014 219 285
10/31/2014 210 291
11/3/2014 209 298
11/4/2014 199 273
11/5/2014 201 274
11/6/2014 217 285
11/7/2014 221 274
11/10/2014 227 297
11/12/2014 224 299
11/13/2014 231 312
11/14/2014 233 305
11/17/2014 235 308
11/18/2014 217 292
11/19/2014 214 278
11/20/2014 217 284
11/21/2014 208 291
11/24/2014 222 299
11/25/2014 215 287
11/26/2014 208 260
11/28/2014 209 267
12/1/2014 232 305
12/2/2014 212 277
12/3/2014 210 278
12/4/2014 224 297
12/5/2014 217 294
12/8/2014 214 304
12/9/2014 216 313
12/10/2014 224 294
12/11/2014 237 322
12/12/2014 228 301
12/15/2014 251 319
12/16/2014 233 313
12/17/2014 242 315
12/18/2014 233 316
12/19/2014 225 289
12/22/2014 215 285
12/23/2014 210 264
12/24/2014 205 262
12/29/2014 207 267
12/30/2014 180 241
12/31/2014 164 222
 1/2/2015 187 268
1/5/2015 198 268
1/6/2015 198 268
1/7/2015 198 264
1/8/2015 206 269
1/9/2015 202 277
1/12/2015 209 283
1/13/2015 211 278
1/14/2015 230 298
1/15/2015 224 293
1/16/2015 213 285
1/20/2015 219 300
1/21/2015 205 257
1/22/2015 195 264
1/23/2015 201 257
1/26/2015 180 233
1/27/2015 184 235
1/28/2015 195 265
1/29/2015 206 284
1/30/2015 186 260
2/2/2015 212 288
2/3/2015 209 281
2/4/2015 203 268
2/5/2015 215 279
2/6/2015 212 289
2/9/2015 208 268
2/10/2015 209 276
2/11/2015 213 277
2/12/2015 208 285
2/13/2015 216 282
2/17/2015 222 283
2/18/2015 208 268
2/19/2015 204 266
2/20/2015 205 248
2/23/2015 196 266
2/24/2015 200 267
2/25/2015 198 264
2/26/2015 209 269
2/27/2015 195 266
3/2/2015 212 276
3/3/2015 217 281
3/4/2015 212 267
3/5/2015 225 284
3/6/2015 219 282
3/9/2015 218 277
3/10/2015 221 273
3/11/2015 226 280
3/12/2015 232 284
3/13/2015 236 312
3/16/2015 233 291
3/17/2015 234 296
3/18/2015 226 287
3/19/2015 219 289
3/20/2015 207 268
3/23/2015 213 273
3/24/2015 232 286
3/25/2015 230 281
3/26/2015 231 288
3/27/2015 225 279
3/30/2015 215 260
3/31/2015 176 231
4/1/2015 209 284
4/2/2015 231 301
4/6/2015 214 278
4/7/2015 214 277
4/8/2015 227 294
4/9/2015 237 311
4/10/2015 234 302
4/13/2015 240 301
4/14/2015 234 298
4/15/2015 241 293
4/16/2015 230 290
4/17/2015 232 295
4/20/2015 235 305
4/21/2015 223 289
4/22/2015 220 279
4/23/2015 212 273
4/24/2015 223 280
4/27/2015 222 276
4/28/2015 233 287
4/29/2015 224 277
4/30/2015 221 278
5/1/2015 226 290
5/4/2015 226 293
5/5/2015 227 293
5/6/2015 230 293
5/7/2015 231 290
5/8/2015 233 290
5/11/2015 231 286
5/12/2015 236 287
5/13/2015 233 281
5/14/2015 249 307
5/15/2015 242 301
5/18/2015 231 288
5/19/2015 214 263
5/20/2015 211 263
5/21/2015 218 276
5/22/2015 215 275
5/26/2015 210 262
5/27/2015 218 278
5/28/2015 225 281
5/29/2015 207 261
6/1/2015 218 283
6/2/2015 216 279
6/3/2015 226 288
6/4/2015 226 274
6/5/2015 227 281
6/8/2015 223 279
6/9/2015 224 273
6/10/2015 209 255
6/11/2015 214 270
6/12/2015 217 277
6/15/2015 214 268
6/16/2015 210 269
6/17/2015 202 261
6/18/2015 209 255
6/19/2015 196 252
6/22/2015 201 244
6/23/2015 197 244
6/24/2015 202 251
6/25/2015 195 248
6/26/2015 182 229
6/29/2015 174 219
6/30/2015 168 217
7/1/2015 199 266
7/2/2015 203 252
7/6/2015 204 265
7/7/2015 214 273
7/8/2015 226 282
7/9/2015 230 285
7/10/2015 234 299
7/13/2015 230 275
7/14/2015 236 280
7/15/2015 230 285
7/16/2015 237 287
7/17/2015 222 281
7/20/2015 222 275
7/21/2015 228 295
7/22/2015 226 288
7/23/2015 226 284
7/24/2015 232 288
7/27/2015 226 289
7/28/2015 226 279
7/29/2015 231 276
7/30/2015 235 296
7/31/2015 242 298
8/3/2015 244 307
8/4/2015 234 298
8/5/2015 237 291
8/6/2015 251 316
8/7/2015 250 308
8/10/2015 244 297
8/11/2015 242 301
8/12/2015 238 288
8/13/2015 248 312
8/14/2015 253 325
8/17/2015 258 325
8/18/2015 253 332
8/19/2015 245 329
8/20/2015 245 321
8/21/2015 235 303
8/24/2015 242 311
8/25/2015 242 333
8/26/2015 240 315
8/27/2015 235 300
8/28/2015 244 309
8/31/2015 246 299
9/1/2015 255 325
9/2/2015 243 314
9/3/2015 237 294
9/4/2015 239 313
9/8/2015 238 321
9/9/2015 243 299
9/10/2015 247 311
9/11/2015 244 305
9/14/2015 242 321
9/15/2015 245 306
9/16/2015 242 318
9/17/2015 239 298
9/18/2015 241 307
 9/21/2015 236 313
9/22/2015 229 310
9/23/2015 225 305
9/24/2015 230 293
9/25/2015 216 286
9/28/2015 208 290
9/29/2015 194 261
9/30/2015 178 225
10/1/2015 214 277
10/2/2015 218 285
10/5/2015 227 292
10/6/2015 238 303
10/7/2015 238 297
10/8/2015 242 304
10/9/2015 252 319
10/13/2015 252 315
10/14/2015 250 317
10/15/2015 249 298
10/16/2015 253 326
10/19/2015 247 322
10/20/2015 245 310
10/21/2015 239 319
10/22/2015 243 317
10/23/2015 250 307
10/26/2015 242 316
10/27/2015 243 317
10/28/2015 242 319
10/29/2015 247 317
10/30/2015 238 299
11/2/2015 249 315
11/3/2015 254 316
11/4/2015 251 311
11/5/2015 247 311
11/6/2015 250 311
11/9/2015 245 306
11/10/2015 253 302
11/12/2015 257 318
11/13/2015 257 319
11/16/2015 252 327
11/17/2015 251 316
11/18/2015 240 306
11/19/2015 243 306
11/20/2015 231 294
11/23/2015 239 302
11/24/2015 239 296
11/25/2015 228 269
11/27/2015 239 284
11/30/2015 242 314
12/1/2015 241 303
12/2/2015 253 308
12/3/2015 248 304
12/4/2015 245 298
12/7/2015 240 285
12/8/2015 237 283
12/9/2015 243 301
12/10/2015 245 311
12/11/2015 242 307
12/14/2015 245 300
12/15/2015 248 308
12/16/2015 242 317
12/17/2015 235 289
12/18/2015 235 301
12/21/2015 222 286
12/22/2015 211 275
12/23/2015 210 280
12/24/2015 208 261
12/28/2015 198 260
12/29/2015 181 237
12/30/2015 167 219
12/31/2015 163 212
1/4/2016 202 261
1/5/2016 215 263
1/6/2016 219 281
1/7/2016 233 292
1/8/2016 238 280
1/11/2016 238 296
1/12/2016 232 293
1/13/2016 241 304
1/14/2016 255 313
1/15/2016 265 334
1/19/2016 273 336
1/20/2016 272 321
1/21/2016 278 322
1/22/2016 275 319
1/25/2016 269 322
1/26/2016 271 323
1/27/2016 265 306
1/28/2016 276 316
1/29/2016 263 312
2/1/2016 275 327
 2/2/2016 276 320
2/3/2016 278 325
2/4/2016 282 333
2/5/2016 280 340
2/8/2016 281 349
2/9/2016 284 333
2/10/2016 273 320
2/11/2016 278 330
2/12/2016 285 335
2/16/2016 284 337
2/17/2016 287 332
2/18/2016 280 328
2/19/2016 288 341
2/22/2016 285 346
2/23/2016 290 353
2/24/2016 293 339
2/25/2016 290 339
2/26/2016 283 333
2/29/2016 272 323
3/1/2016 294 335
3/2/2016 292 330
3/3/2016 295 341
3/4/2016 290 345
3/7/2016 297 343
3/8/2016 291 340
3/9/2016 295 340
3/10/2016 285 339
3/11/2016 285 338
3/14/2016 294 347
3/15/2016 289 348
3/16/2016 278 332
3/17/2016 279 333
3/18/2016 269 328
3/21/2016 262 323
3/22/2016 259 317
3/23/2016 247 314
3/24/2016 248 298
3/28/2016 230 284
3/29/2016 215 282
3/30/2016 209 271
3/31/2016 197 252
4/1/2016 235 304
4/4/2016 249 307
4/5/2016 259 319
4/6/2016 268 324
 4/7/2016 266 327
4/8/2016 268 325
4/11/2016 270 324
4/12/2016 271 327
4/13/2016 270 331
4/14/2016 275 324
4/15/2016 279 325
4/18/2016 274 335
4/19/2016 277 345
4/20/2016 277 326
4/21/2016 276 334
4/22/2016 271 332
4/25/2016 274 335
4/26/2016 276 333
4/27/2016 273 339
4/28/2016 277 328
4/29/2016 261 323
5/2/2016 282 330
5/3/2016 290 348
5/4/2016 288 331
5/5/2016 291 345
5/6/2016 287 353
5/9/2016 288 346
5/10/2016 289 349
5/11/2016 292 342
5/12/2016 297 347
5/13/2016 294 345
5/16/2016 292 347
5/17/2016 286 345
5/18/2016 277 330
5/19/2016 277 334
5/20/2016 271 318
5/23/2016 273 336
5/24/2016 269 327
5/25/2016 272 333
5/26/2016 273 330
5/27/2016 290 343
5/31/2016 279 325
6/1/2016 284 336
6/2/2016 286 332
6/3/2016 281 334
6/6/2016 283 341
6/7/2016 287 330
6/8/2016 289 334
6/9/2016 292 337
6/10/2016 293 344
6/13/2016 291 345
6/14/2016 291 340
6/15/2016 288 334
6/16/2016 289 350
6/17/2016 282 335
6/20/2016 291 337
6/21/2016 279 328
6/22/2016 269 310
6/23/2016 269 326
6/24/2016 285 334
6/27/2016 273 327
6/28/2016 269 329
6/29/2016 256 305
6/30/2016 236 274
7/1/2016 266 322
7/5/2016 269 317
7/6/2016 290 322
7/7/2016 295 324
7/8/2016 292 331
7/11/2016 294 342
7/12/2016 298 340
7/13/2016 292 334
7/14/2016 292 345
7/15/2016 287 331
7/18/2016 285 337
7/19/2016 282 327
7/20/2016 294 334
7/21/2016 300 340
7/22/2016 293 334
7/25/2016 297 335
7/26/2016 301 328
7/27/2016 295 335
7/28/2016 295 329
7/29/2016 282 307
8/1/2016 313 336
8/2/2016 305 327
8/3/2016 310 355
8/4/2016 314 345
8/5/2016 310 347
8/8/2016 303 338
8/9/2016 312 341
8/10/2016 308 331
8/11/2016 320 342
8/12/2016 310 337
 8/15/2016 321 343
8/16/2016 317 343
8/17/2016 313 343
8/18/2016 313 346
8/19/2016 310 346
8/22/2016 308 341
8/23/2016 313 343
8/24/2016 306 346
8/25/2016 310 339
8/26/2016 309 340
8/29/2016 306 324
8/30/2016 296 317
8/31/2016 287 313
9/1/2016 312 342
9/2/2016 310 344
9/6/2016 305 330
9/7/2016 324 345
9/8/2016 321 345
9/9/2016 314 350
9/12/2016 315 337
9/13/2016 313 335
9/14/2016 324 360
9/15/2016 315 346
9/16/2016 312 353
9/19/2016 312 349
9/20/2016 304 365
9/21/2016 304 349
9/22/2016 299 338
9/23/2016 281 316
9/26/2016 284 307
9/27/2016 277 311
9/28/2016 267 290
9/29/2016 267 289
9/30/2016 228 257
10/3/2016 274 296
10/4/2016 287 305
10/5/2016 285 306
10/6/2016 290 325
10/7/2016 293 323
10/11/2016 311 327
10/12/2016 313 337
10/13/2016 308 358
10/14/2016 309 336
10/17/2016 330 357
10/18/2016 313 353
10/19/2016 309 352
10/20/2016 302 343
10/21/2016 302 354
10/24/2016 299 342
10/25/2016 302 341
10/26/2016 305 341
10/27/2016 305 342
10/28/2016 298 345
10/31/2016 288 326
11/1/2016 302 331
11/2/2016 311 334
11/3/2016 317 344
11/4/2016 310 354
11/7/2016 311 340
11/8/2016 319 343
11/9/2016 308 335
11/10/2016 305 341
11/14/2016 316 354
11/15/2016 307 333
11/16/2016 298 333
11/17/2016 301 345
11/18/2016 296 335
11/21/2016 303 345
11/22/2016 292 330
11/23/2016 298 318
11/25/2016 298 315
11/28/2016 296 327
11/29/2016 294 311
11/30/2016 275 298
12/1/2016 290 315
12/2/2016 289 311
12/5/2016 285 311
12/6/2016 285 315
12/7/2016 279 310
12/8/2016 285 310
12/9/2016 279 305
12/12/2016 282 308
12/13/2016 281 320
12/14/2016 293 327
12/15/2016 275 304
12/16/2016 274 314
12/19/2016 270 308
12/20/2016 248 301
12/21/2016 222 262
12/22/2016 221 258
12/23/2016 218 258
12/27/2016 217 253
12/28/2016 213 257
12/29/2016 209 249
12/30/2016 184 231
1/3/2017 235 272
1/4/2017 237 272
1/5/2017 263 302
1/6/2017 266 304
1/9/2017 275 311
1/10/2017 279 315
1/11/2017 286 316
1/12/2017 290 318
1/13/2017 308 343
1/17/2017 308 331
1/18/2017 305 341
1/19/2017 306 341
1/20/2017 296 324
1/23/2017 290 322
1/24/2017 305 326
1/25/2017 317 339
1/26/2017 316 337
1/27/2017 312 342
1/30/2017 313 335
1/31/2017 296 321
2/1/2017 308 338
2/2/2017 313 354
2/3/2017 309 339
2/6/2017 306 338
2/7/2017 308 339
2/8/2017 316 344
2/9/2017 314 343
2/10/2017 316 346
2/13/2017 313 341
2/14/2017 322 344
2/15/2017 313 337
2/16/2017 312 337
2/17/2017 302 326
2/21/2017 293 312
2/22/2017 292 309
2/23/2017 288 300
2/24/2017 293 316
2/27/2017 289 306
2/28/2017 286 321
3/1/2017 289 315
 3/2/2017 296 324
3/3/2017 283 310
3/6/2017 284 304
3/7/2017 280 298
3/8/2017 276 297
3/9/2017 277 306
3/10/2017 275 303
3/13/2017 264 294
3/14/2017 284 310
3/15/2017 293 326
3/16/2017 287 317
3/17/2017 269 297
3/20/2017 267 296
3/21/2017 269 296
3/22/2017 257 286
3/23/2017 264 294
3/24/2017 261 290
3/27/2017 257 291
3/28/2017 248 279
3/29/2017 241 265
3/30/2017 258 287
3/31/2017 219 252
4/3/2017 260 288
4/4/2017 279 307
4/5/2017 293 321
4/6/2017 307 336
4/7/2017 313 342
4/10/2017 306 332
4/11/2017 313 337
4/12/2017 313 328
4/13/2017 331 352
4/17/2017 343 362
4/18/2017 332 359
4/19/2017 336 364
4/20/2017 330 347
4/21/2017 327 340
4/24/2017 336 349
4/25/2017 341 365
4/26/2017 342 357
4/27/2017 357 370
4/28/2017 335 354
5/1/2017 345 365
5/2/2017 345 369
5/3/2017 356 377
5/4/2017 364 381
 5/5/2017 360 378
5/8/2017 354 371
5/9/2017 352 376
5/10/2017 349 368
5/11/2017 360 385
5/12/2017 362 381
5/15/2017 369 390
5/16/2017 364 388
5/17/2017 375 392
5/18/2017 378 396
5/19/2017 369 398
5/22/2017 372 398
5/23/2017 354 382
5/24/2017 367 380
5/25/2017 376 387
5/26/2017 368 388
5/30/2017 361 382
5/31/2017 348 363
6/1/2017 380 397
6/2/2017 384 405
6/5/2017 379 397
6/6/2017 387 402
6/7/2017 394 409
6/8/2017 389 400
6/9/2017 397 417
6/12/2017 396 409
6/13/2017 382 406
6/14/2017 384 406
6/15/2017 377 397
6/16/2017 366 391
6/19/2017 362 386
6/20/2017 353 385
6/21/2017 357 385
6/22/2017 354 376
6/23/2017 346 364
6/26/2017 350 368
6/27/2017 335 350
6/28/2017 307 326
6/29/2017 316 331
6/30/2017 276 288
7/3/2017 313 332
7/5/2017 327 348
7/6/2017 347 369
7/7/2017 337 356
7/10/2017 333 359
7/11/2017 331 356
7/12/2017 332 351
7/13/2017 338 368
7/14/2017 346 363
7/17/2017 355 377
7/18/2017 355 389
7/19/2017 359 383
7/20/2017 367 400
7/21/2017 360 383
7/24/2017 367 389
7/25/2017 366 391
7/26/2017 348 380
7/27/2017 345 374
7/28/2017 325 352
7/31/2017 329 346
8/1/2017 347 377
8/2/2017 352 370
8/3/2017 363 384
8/4/2017 363 379
8/7/2017 368 381
8/8/2017 362 373
8/9/2017 369 382
8/10/2017 376 388
8/11/2017 373 381
8/14/2017 375 389
8/15/2017 375 396
8/16/2017 378 404
8/17/2017 385 399
8/18/2017 376 392
8/21/2017 368 396
8/22/2017 363 391
8/23/2017 365 387
8/24/2017 366 379
8/25/2017 367 382
8/28/2017 363 373
8/29/2017 357 372
8/30/2017 355 366
8/31/2017 329 337
9/1/2017 364 373
9/5/2017 356 367
9/6/2017 361 367
9/7/2017 358 364
9/8/2017 358 365
9/11/2017 356 364
9/12/2017 354 364
 9/13/2017 354 367
9/14/2017 365 373
9/15/2017 356 371
9/18/2017 353 373
9/19/2017 346 364
9/20/2017 341 356
9/21/2017 347 373
9/22/2017 328 349
9/25/2017 330 340
9/26/2017 320 336
9/27/2017 296 309
9/28/2017 300 307
9/29/2017 265 280
10/2/2017 311 323
10/3/2017 320 328
10/4/2017 331 342
10/5/2017 347 356
10/6/2017 354 365
10/10/2017 342 351
10/11/2017 346 358
10/12/2017 337 359
10/13/2017 342 355
10/16/2017 352 366
10/17/2017 350 364
10/18/2017 333 359
10/19/2017 346 362
10/20/2017 342 365
10/23/2017 333 357
10/24/2017 332 349
10/25/2017 342 355
10/26/2017 331 343
10/27/2017 329 347
10/30/2017 337 354
10/31/2017 327 339
11/1/2017 344 360
11/2/2017 334 347
11/3/2017 334 350
11/6/2017 331 347
11/7/2017 332 348
11/8/2017 333 346
11/9/2017 337 352
11/10/2017 338 357
11/13/2017 340 354
11/14/2017 344 365
11/15/2017 349 363
11/16/2017 344 356
11/17/2017 343 365
11/20/2017 341 359
11/21/2017 339 358
11/22/2017 332 349
11/24/2017 336 349
11/27/2017 344 361
11/28/2017 342 356
11/29/2017 351 364
11/30/2017 347 367
12/1/2017 351 366
12/4/2017 341 356
12/5/2017 347 365
12/6/2017 341 355
12/7/2017 339 355
12/8/2017 343 362
12/11/2017 350 359
12/12/2017 354 364
12/13/2017 352 376
12/14/2017 354 373
12/15/2017 358 373
12/18/2017 357 374
12/19/2017 356 378
12/20/2017 345 366
12/21/2017 341 362
12/22/2017 329 351
12/26/2017 323 343
12/27/2017 321 339
12/28/2017 316 335
12/29/2017 286 313
1/2/2018 329 356
1/3/2018 335 356
1/4/2018 348 359
1/5/2018 362 374
1/8/2018 370 384
1/9/2018 376 394
1/10/2018 377 395
1/11/2018 373 402
1/12/2018 379 403
1/16/2018 371 392
1/17/2018 380 396
1/18/2018 381 399
1/19/2018 379 399
1/22/2018 376 390
1/23/2018 374 396
1/24/2018 376 396
1/25/2018 380 397
1/26/2018 375 387
1/29/2018 365 378
1/30/2018 372 386
1/31/2018 371 387
2/1/2018 371 386
2/2/2018 374 386
2/5/2018 370 381
2/6/2018 368 382
2/7/2018 384 400
2/8/2018 385 395
2/9/2018 384 398
2/12/2018 386 400
2/13/2018 381 391
2/14/2018 392 409
2/15/2018 386 396
2/16/2018 387 399
2/20/2018 388 405
2/21/2018 390 405
2/22/2018 381 398
2/23/2018 387 405
2/26/2018 384 398
2/27/2018 382 395
2/28/2018 381 395
3/1/2018 373 397
3/2/2018 375 389
3/5/2018 381 395
3/6/2018 380 393
3/7/2018 396 407
3/8/2018 392 411
3/9/2018 380 404
3/12/2018 383 406
3/13/2018 382 401
3/14/2018 368 386
3/15/2018 389 418
3/16/2018 391 407
3/19/2018 389 406
3/20/2018 393 415
3/21/2018 401 415
3/22/2018 394 408
3/23/2018 390 406
3/26/2018 393 410
3/27/2018 367 380
3/28/2018 355 378
3/29/2018 343 369
umes
Secured Overnight Financing Rate Series
617 Tri-Party General Collateral Rate
643 Broad General Collateral Rate
634 Secured Overnight Financing Rate
622
610 Source
588 Bank of New York Mellon, JPMorgan Chase, DTCC Solutions, LLC., Staff Ca
680
677
660
649
621
611
584
625
594
647
638
619
597
608
604
603
592
574
579
571
513
620
619
625
601
582
604
594
635
644
635
688
662
652
633
610
599
593
612
604
593
603
625
638
603
601
598
586
600
603
620
605
643
606
607
600
589
599
586
531
545
627
597
593
610
606
616
639
626
647
611
641
634
631
642
591
595
587
553
553
535
523
613
613
612
588
601
584
605
578
599
598
588
621
554
587
565
518
505
584
627
562
620
613
592
603
601
594
587
606
594
587
610
610
596
561
591
569
585
594
577
627
602
578
609
604
613
613
618
597
625
619
612
603
605
586
590
597
593
606
580
569
550
623
639
614
614
607
626
621
620
611
612
601
617
628
606
591
598
593
596
615
578
631
636
626
624
632
598
618
609
609
618
630
650
620
604
578
621
597
613
600
613
584
620
596
611
611
608
619
599
582
601
599
603
595
580
574
580
579
561
546
547
527
570
543
596
565
580
577
590
583
592
573
586
593
601
581
580
599
597
591
592
595
585
569
607
640
652
617
611
640
618
612
600
594
630
624
629
642
630
634
606
625
629
628
607
610
641
659
652
629
636
652
623
641
630
647
639
654
638
657
654
655
637
613
614
602
575
542
610
611
617
610
606
604
630
620
630
615
660
656
645
651
642
622
647
654
646
663
647
670
681
655
644
644
671
637
662
648
700
677
661
660
688
667
641
569
577
689
662
652
648
648
625
621
657
667
661
650
652
667
623
634
628
620
613
576
577
548
538
522
597
586
607
610
588
615
609
614
633
648
656
649
648
631
649
630
618
631
641
696
650
660
658
674
676
659
643
667
649
676
670
655
668
679
689
672
697
665
678
692
681
692
699
704
700
685
661
662
680
699
680
677
682
669
649
653
632
632
634
623
590
655
661
662
664
657
647
659
658
665
651
657
656
669
650
657
667
684
657
665
655
646
692
685
663
677
675
674
667
666
684
673
682
697
669
688
648
668
665
670
681
679
683
698
692
678
700
683
689
682
698
691
675
688
704
675
682
653
632
649
641
665
662
645
598
695
674
687
692
690
703
698
684
680
673
678
674
658
678
673
667
664
657
647
638
696
666
711
693
685
683
699
682
677
681
695
692
693
693
687
704
685
682
677
676
678
665
692
709
715
708
698
708
707
724
716
739
727
738
732
728
712
721
690
693
676
654
661
614
676
678
680
702
692
689
700
731
694
708
714
693
704
701
701
726
710
705
713
720
718
708
725
722
705
697
686
710
746
739
708
735
722
739
719
663
659
717
669
695
696
670
688
680
678
665
674
683
691
704
666
686
686
660
597
605
580
589
602
591
554
645
635
651
644
667
649
646
651
680
692
694
674
661
656
655
657
663
666
685
693
688
700
663
683
687
677
683
717
699
687
705
706
672
679
668
663
716
695
697
690
704
678
689
673
674
678
685
676
662
729
737
676
670
665
661
670
672
681
637
621
663
614
683
686
689
723
724
748
725
718
728
762
741
751
724
700
737
749
745
756
737
762
783
772
756
745
754
777
725
752
737
802
776
774
785
805
775
743
754
770
765
761
767
803
788
800
796
798
805
795
820
792
775
813
797
810
791
789
787
770
782
736
703
712
661
732
764
784
740
755
736
716
741
727
757
744
753
761
753
757
753
737
745
713
755
767
748
763
746
752
747
749
771
777
796
804
780
793
799
788
762
754
763
775
769
771
747
761
782
781
769
772
774
774
769
777
777
792
796
778
745
783
749
743
738
703
715
688
793
742
753
777
764
781
778
785
770
794
772
758
768
758
784
760
775
761
780
768
794
792
783
767
776
762
774
784
768
787
793
796
806
830
830
799
767
762
828
813
789
823
842
807
816
796
795
805
817
831
832
836
825
835
807
792
803
765
805
760
765
722
825
820
821
801
840
824
833
835
799
828
831
829
832
832
808
825
818
816
822
805
855
855
817
841
818
823
847
828
832
815
817
847
840
868
839
851
831
838
821
865
854
827
889
842
842
859
830
866
862
839
913
859
853
858
868
875
840
857
804
798
771
 Description
Time-series of overnight Treasury Tri-Party repo volumes, excluding GCF and Fed transactions
Time-series of overnight Treasury Tri-Party including GCF repo volumes
Time-series of overnight Treasury Tri-Party including GCF and FICC-cleared bilateral repo volumes

Morgan Chase, DTCC Solutions, LLC., Staff Calculations

 Units
USD, billions
USD, billions
USD, billions
 Volume-Weighted Median Overnight Treasury Repo Rates
Date Tri-Party General Collateral Rate Broad General Collateral Rate
8/22/2014 5 5.00
8/25/2014 5 5.00
8/26/2014 5 5.00
8/27/2014 4 5.00
8/28/2014 4 4.00
8/29/2014 5 5.00
9/2/2014 5 5.00
9/3/2014 5 5.00
9/4/2014 5 6.00
9/5/2014 5 5.00
9/8/2014 5 5.00
9/9/2014 5 5.00
9/10/2014 4 5.00
9/11/2014 4 5.00
9/12/2014 4 4.00
9/15/2014 5 6.00
9/16/2014 5 5.00
9/17/2014 4 5.00
9/18/2014 4 4.00
9/19/2014 4 4.00
9/22/2014 4 4.00
9/23/2014 3 3.00
9/24/2014 3 3.00
9/25/2014 3 3.00
9/26/2014 3 3.00
9/29/2014 3 3.00
9/30/2014 0 0.00
10/1/2014 3 4.00
10/2/2014 4 4.00
10/3/2014 4 5.00
10/6/2014 4 4.00
10/7/2014 4 5.00
10/8/2014 4 4.00
10/9/2014 4 5.00
10/10/2014 5 6.00
10/14/2014 6 6.00
10/15/2014 7 8.00
10/16/2014 9 9.00
10/17/2014 9 10.00
10/20/2014 7 8.00
10/21/2014 7 7.00
10/22/2014 6 6.00
10/23/2014 6 7.00
10/24/2014 7 7.00
10/27/2014 8 8.00
10/28/2014 6 6.00
10/29/2014 6 6.00
10/30/2014 7 7.00
10/31/2014 8 9.00
11/3/2014 7 8.00
11/4/2014 5 6.00
11/5/2014 5 5.00
11/6/2014 5 5.00
11/7/2014 5 5.00
11/10/2014 5 5.00
11/12/2014 5 6.00
11/13/2014 6 7.00
11/14/2014 7 7.00
11/17/2014 8 8.00
11/18/2014 7 7.00
11/19/2014 6 6.00
11/20/2014 7 7.00
11/21/2014 7 7.00
11/24/2014 7 7.00
11/25/2014 7 7.00
11/26/2014 7 7.00
11/28/2014 8 8.00
12/1/2014 10 10.00
12/2/2014 10 11.00
12/3/2014 10 10.00
12/4/2014 10 10.00
12/5/2014 11 11.00
12/8/2014 10 10.00
12/9/2014 10 10.00
12/10/2014 9 10.00
12/11/2014 10 11.00
12/12/2014 10 10.00
12/15/2014 9 10.00
12/16/2014 10 10.00
12/17/2014 9 10.00
12/18/2014 10 11.00
12/19/2014 10 10.00
12/22/2014 9 9.00
12/23/2014 7 7.00
12/24/2014 7 8.00
12/29/2014 7 7.00
12/30/2014 7 7.00
12/31/2014 6 7.00
 1/2/2015 8 8.00
1/5/2015 7 7.00
1/6/2015 6 6.00
1/7/2015 5 6.00
1/8/2015 6 6.00
1/9/2015 6 6.00
1/12/2015 6 6.00
1/13/2015 6 7.00
1/14/2015 6 7.00
1/15/2015 7 8.00
1/16/2015 7 8.00
1/20/2015 6 6.00
1/21/2015 5 5.00
1/22/2015 5 5.00
1/23/2015 6 6.00
1/26/2015 5 6.00
1/27/2015 5 5.00
1/28/2015 5 5.00
1/29/2015 5 5.00
1/30/2015 5 6.00
2/2/2015 6 6.00
2/3/2015 6 6.00
2/4/2015 6 6.00
2/5/2015 7 7.00
2/6/2015 8 8.00
2/9/2015 8 8.00
2/10/2015 7 7.00
2/11/2015 6 6.00
2/12/2015 8 8.00
2/13/2015 7 7.00
2/17/2015 7 7.00
2/18/2015 6 6.00
2/19/2015 5 5.00
2/20/2015 5 5.00
2/23/2015 4 5.00
2/24/2015 4 4.00
2/25/2015 4 4.00
2/26/2015 5 5.00
2/27/2015 6 6.00
3/2/2015 6 7.00
3/3/2015 6 6.00
3/4/2015 6 6.00
3/5/2015 7 7.00
3/6/2015 7 7.00
3/9/2015 7 7.00
3/10/2015 6 7.00
3/11/2015 6 6.00
3/12/2015 6 7.00
3/13/2015 7 7.00
3/16/2015 9 9.00
3/17/2015 10 10.00
3/18/2015 8 8.00
3/19/2015 7 7.00
3/20/2015 6 7.00
3/23/2015 6 6.00
3/24/2015 7 7.00
3/25/2015 10 10.00
3/26/2015 10 10.00
3/27/2015 10 10.00
3/30/2015 10 10.00
3/31/2015 12 12.00
4/1/2015 10 12.00
4/2/2015 10 10.00
4/6/2015 10 10.00
4/7/2015 10 10.00
4/8/2015 9 10.00
4/9/2015 10 10.00
4/10/2015 10 11.00
4/13/2015 10 10.00
4/14/2015 10 10.00
4/15/2015 12 12.00
4/16/2015 11 11.00
4/17/2015 11 11.00
4/20/2015 8 8.00
4/21/2015 6 6.00
4/22/2015 5 6.00
4/23/2015 5 5.00
4/24/2015 6 7.00
4/27/2015 7 7.00
4/28/2015 6 6.00
4/29/2015 6 6.00
4/30/2015 10 10.00
5/1/2015 10 10.00
5/4/2015 6 7.00
5/5/2015 6 7.00
5/6/2015 6 6.00
5/7/2015 6 6.00
5/8/2015 6 6.00
5/11/2015 6 6.00
5/12/2015 7 7.00
5/13/2015 8 8.00
5/14/2015 7 8.00
5/15/2015 9 9.00
5/18/2015 6 6.00
5/19/2015 5 5.00
5/20/2015 5 5.00
5/21/2015 6 6.00
5/22/2015 8 8.00
5/26/2015 7 7.00
5/27/2015 5 6.00
5/28/2015 6 6.00
5/29/2015 9 10.00
6/1/2015 9 9.00
6/2/2015 8 8.00
6/3/2015 10 10.00
6/4/2015 10 10.00
6/5/2015 9 9.00
6/8/2015 8 8.00
6/9/2015 7 7.00
6/10/2015 7 7.00
6/11/2015 8 9.00
6/12/2015 9 9.00
6/15/2015 10 10.00
6/16/2015 9 9.00
6/17/2015 8 8.00
6/18/2015 7 7.00
6/19/2015 6 6.00
6/22/2015 5 5.00
6/23/2015 5 5.00
6/24/2015 7 7.00
6/25/2015 8 8.00
6/26/2015 10 10.00
6/29/2015 8 8.00
6/30/2015 10 12.00
7/1/2015 8 8.00
7/2/2015 7 8.00
7/6/2015 7 7.00
7/7/2015 7 7.00
7/8/2015 8 8.00
7/9/2015 8 8.00
7/10/2015 9 9.00
7/13/2015 9 9.00
7/14/2015 9 9.00
7/15/2015 11 12.00
7/16/2015 10 10.00
7/17/2015 8 9.00
7/20/2015 7 7.00
7/21/2015 6 6.00
7/22/2015 6 6.00
7/23/2015 7 7.00
7/24/2015 10 11.00
7/27/2015 11 11.00
7/28/2015 10 11.00
7/29/2015 11 11.00
7/30/2015 13 13.00
7/31/2015 14 14.00
8/3/2015 12 12.00
8/4/2015 12 12.00
8/5/2015 12 12.00
8/6/2015 12 12.00
8/7/2015 12 13.00
8/10/2015 12 12.00
8/11/2015 12 12.00
8/12/2015 13 14.00
8/13/2015 13 14.00
8/14/2015 13 13.00
8/17/2015 13 13.00
8/18/2015 12 12.00
8/19/2015 11 11.00
8/20/2015 10 10.00
8/21/2015 8 9.00
8/24/2015 11 11.00
8/25/2015 11 11.00
8/26/2015 9 9.00
8/27/2015 8 8.00
8/28/2015 8 9.00
8/31/2015 13 13.00
9/1/2015 13 13.00
9/2/2015 11 11.00
9/3/2015 9 9.00
9/4/2015 8 8.00
9/8/2015 7 7.00
9/9/2015 7 7.00
9/10/2015 9 9.00
9/11/2015 9 9.00
9/14/2015 9 9.00
9/15/2015 10 10.00
9/16/2015 8 8.00
9/17/2015 8 8.00
9/18/2015 6 6.00
 9/21/2015 6 6.00
9/22/2015 6 7.00
9/23/2015 6 6.00
9/24/2015 8 8.00
9/25/2015 7 7.00
9/28/2015 6 6.00
9/29/2015 6 6.00
9/30/2015 10 11.00
10/1/2015 7 7.00
10/2/2015 8 8.00
10/5/2015 6 6.00
10/6/2015 6 6.00
10/7/2015 7 7.00
10/8/2015 7 7.00
10/9/2015 8 8.00
10/13/2015 8 8.00
10/14/2015 10 10.00
10/15/2015 11 11.00
10/16/2015 10 11.00
10/19/2015 9 9.00
10/20/2015 8 8.00
10/21/2015 6 7.00
10/22/2015 6 6.00
10/23/2015 8 8.00
10/26/2015 7 7.00
10/27/2015 6 6.00
10/28/2015 6 6.00
10/29/2015 6 6.00
10/30/2015 7 8.00
11/2/2015 6 6.00
11/3/2015 7 7.00
11/4/2015 6 6.00
11/5/2015 9 9.00
11/6/2015 7 8.00
11/9/2015 6 6.00
11/10/2015 6 6.00
11/12/2015 7 8.00
11/13/2015 7 7.00
11/16/2015 7 8.00
11/17/2015 6 7.00
11/18/2015 6 6.00
11/19/2015 5 6.00
11/20/2015 5 5.00
11/23/2015 5 5.00
11/24/2015 6 6.00
11/25/2015 7 7.00
11/27/2015 10 10.00
11/30/2015 11 11.00
12/1/2015 8 8.00
12/2/2015 7 8.00
12/3/2015 10 10.00
12/4/2015 10 10.00
12/7/2015 11 11.00
12/8/2015 12 12.00
12/9/2015 13 13.00
12/10/2015 12 12.00
12/11/2015 10 10.00
12/14/2015 9 9.00
12/15/2015 14 14.00
12/16/2015 17 18.00
12/17/2015 27 28.00
12/18/2015 28 28.00
12/21/2015 27 27.00
12/22/2015 26 26.00
12/23/2015 27 27.00
12/24/2015 30 30.00
12/28/2015 31 32.00
12/29/2015 32 32.00
12/30/2015 30 30.00
12/31/2015 32 32.00
1/4/2016 30 30.00
1/5/2016 30 30.00
1/6/2016 30 31.00
1/7/2016 30 30.00
1/8/2016 30 30.00
1/11/2016 30 30.00
1/12/2016 29 29.00
1/13/2016 29 29.00
1/14/2016 29 29.00
1/15/2016 30 30.00
1/19/2016 29 29.00
1/20/2016 30 30.00
1/21/2016 31 31.00
1/22/2016 34 35.00
1/25/2016 32 32.00
1/26/2016 31 31.00
1/27/2016 30 30.00
1/28/2016 32 32.00
1/29/2016 34 34.00
2/1/2016 30 30.00
 2/2/2016 31 31.00
2/3/2016 31 31.00
2/4/2016 32 32.00
2/5/2016 32 32.00
2/8/2016 31 31.00
2/9/2016 31 31.00
2/10/2016 31 31.00
2/11/2016 32 33.00
2/12/2016 31 31.00
2/16/2016 32 32.00
2/17/2016 31 31.00
2/18/2016 30 31.00
2/19/2016 30 30.00
2/22/2016 29 29.00
2/23/2016 28 28.00
2/24/2016 31 31.00
2/25/2016 30 30.00
2/26/2016 28 28.00
2/29/2016 30 30.00
3/1/2016 28 28.00
3/2/2016 28 29.00
3/3/2016 29 29.00
3/4/2016 29 29.00
3/7/2016 28 28.00
3/8/2016 28 28.00
3/9/2016 28 28.00
3/10/2016 30 30.00
3/11/2016 30 30.00
3/14/2016 30 30.00
3/15/2016 31 31.00
3/16/2016 30 30.00
3/17/2016 30 30.00
3/18/2016 28 28.00
3/21/2016 27 27.00
3/22/2016 26 26.00
3/23/2016 27 27.00
3/24/2016 31 31.00
3/28/2016 31 31.00
3/29/2016 31 32.00
3/30/2016 28 29.00
3/31/2016 30 31.00
4/1/2016 30 31.00
4/4/2016 30 30.00
4/5/2016 29 29.00
4/6/2016 29 29.00
 4/7/2016 29 30.00
4/8/2016 29 30.00
4/11/2016 30 30.00
4/12/2016 29 30.00
4/13/2016 30 30.00
4/14/2016 30 30.00
4/15/2016 30 30.00
4/18/2016 29 30.00
4/19/2016 27 28.00
4/20/2016 27 27.00
4/21/2016 26 26.00
4/22/2016 29 30.00
4/25/2016 28 28.00
4/26/2016 27 27.00
4/27/2016 27 27.00
4/28/2016 26 26.00
4/29/2016 28 29.00
5/2/2016 27 27.00
5/3/2016 28 28.00
5/4/2016 28 28.00
5/5/2016 29 29.00
5/6/2016 30 30.00
5/9/2016 29 29.00
5/10/2016 29 29.00
5/11/2016 29 29.00
5/12/2016 29 29.00
5/13/2016 29 29.00
5/16/2016 30 30.00
5/17/2016 29 29.00
5/18/2016 28 28.00
5/19/2016 27 27.00
5/20/2016 26 26.00
5/23/2016 26 26.00
5/24/2016 28 29.00
5/25/2016 27 27.00
5/26/2016 26 26.00
5/27/2016 26 26.00
5/31/2016 29 29.00
6/1/2016 28 28.00
6/2/2016 28 28.00
6/3/2016 28 28.00
6/6/2016 28 28.00
6/7/2016 29 29.00
6/8/2016 30 30.00
6/9/2016 30 30.00
6/10/2016 32 33.00
6/13/2016 32 33.00
6/14/2016 32 32.00
6/15/2016 33 34.00
6/16/2016 33 33.00
6/17/2016 31 32.00
6/20/2016 32 32.00
6/21/2016 32 32.00
6/22/2016 33 33.00
6/23/2016 35 35.00
6/24/2016 46 50.00
6/27/2016 43 45.00
6/28/2016 42 43.00
6/29/2016 38 38.00
6/30/2016 40 41.00
7/1/2016 36 37.00
7/5/2016 32 32.00
7/6/2016 32 32.00
7/7/2016 32 32.00
7/8/2016 33 33.00
7/11/2016 32 33.00
7/12/2016 31 31.00
7/13/2016 31 31.00
7/14/2016 32 32.00
7/15/2016 32 32.00
7/18/2016 30 31.00
7/19/2016 28 28.00
7/20/2016 28 28.00
7/21/2016 29 30.00
7/22/2016 31 32.00
7/25/2016 31 31.00
7/26/2016 30 30.00
7/27/2016 30 30.00
7/28/2016 30 30.00
7/29/2016 33 33.00
8/1/2016 32 32.00
8/2/2016 32 32.00
8/3/2016 32 32.00
8/4/2016 33 33.00
8/5/2016 33 33.00
8/8/2016 32 32.00
8/9/2016 31 31.00
8/10/2016 31 31.00
8/11/2016 32 33.00
8/12/2016 32 33.00
 8/15/2016 33 33.00
8/16/2016 33 33.00
8/17/2016 32 32.00
8/18/2016 32 33.00
8/19/2016 31 31.00
8/22/2016 30 30.00
8/23/2016 28 28.00
8/24/2016 30 30.00
8/25/2016 30 30.00
8/26/2016 31 31.00
8/29/2016 30 30.00
8/30/2016 30 30.00
8/31/2016 32 32.00
9/1/2016 32 32.00
9/2/2016 31 31.00
9/6/2016 30 31.00
9/7/2016 30 31.00
9/8/2016 31 31.00
9/9/2016 33 33.00
9/12/2016 32 32.00
9/13/2016 32 32.00
9/14/2016 32 32.00
9/15/2016 33 33.00
9/16/2016 31 32.00
9/19/2016 28 28.00
9/20/2016 28 29.00
9/21/2016 28 28.00
9/22/2016 29 29.00
9/23/2016 31 31.00
9/26/2016 31 31.00
9/27/2016 37 37.00
9/28/2016 40 40.00
9/29/2016 42 42.00
9/30/2016 47 47.00
10/3/2016 34 35.00
10/4/2016 38 38.00
10/5/2016 37 37.00
10/6/2016 35 36.00
10/7/2016 32 32.00
10/11/2016 31 31.00
10/12/2016 33 33.00
10/13/2016 34 34.00
10/14/2016 31 31.00
10/17/2016 32 32.00
10/18/2016 29 29.00
10/19/2016 28 28.00
10/20/2016 29 29.00
10/21/2016 27 27.00
10/24/2016 30 30.00
10/25/2016 29 29.00
10/26/2016 31 31.00
10/27/2016 32 32.00
10/28/2016 29 30.00
10/31/2016 32 32.00
11/1/2016 29 29.00
11/2/2016 28 28.00
11/3/2016 31 31.00
11/4/2016 30 31.00
11/7/2016 29 29.00
11/8/2016 29 29.00
11/9/2016 30 30.00
11/10/2016 32 32.00
11/14/2016 30 30.00
11/15/2016 30 30.00
11/16/2016 28 28.00
11/17/2016 27 27.00
11/18/2016 26 26.00
11/21/2016 26 26.00
11/22/2016 25 25.00
11/23/2016 26 26.00
11/25/2016 26 26.00
11/28/2016 26 26.00
11/29/2016 26 26.00
11/30/2016 26 27.00
12/1/2016 26 26.00
12/2/2016 26 26.00
12/5/2016 26 26.00
12/6/2016 26 26.00
12/7/2016 26 26.00
12/8/2016 26 26.00
12/9/2016 29 29.00
12/12/2016 29 29.00
12/13/2016 27 27.00
12/14/2016 26 26.00
12/15/2016 50 50.00
12/16/2016 51 51.00
12/19/2016 51 51.00
12/20/2016 50 50.00
12/21/2016 49 48.00
12/22/2016 49 49.00
12/23/2016 50 50.00
12/27/2016 52 52.00
12/28/2016 54 54.00
12/29/2016 51 51.00
12/30/2016 50 50.00
1/3/2017 50 50.00
1/4/2017 54 54.00
1/5/2017 52 52.00
1/6/2017 52 52.00
1/9/2017 51 51.00
1/10/2017 50 50.00
1/11/2017 51 51.00
1/12/2017 52 52.00
1/13/2017 53 53.00
1/17/2017 54 55.00
1/18/2017 55 55.00
1/19/2017 52 52.00
1/20/2017 51 51.00
1/23/2017 50 50.00
1/24/2017 52 52.00
1/25/2017 52 52.00
1/26/2017 52 52.00
1/27/2017 52 52.00
1/30/2017 52 52.00
1/31/2017 54 54.00
2/1/2017 53 53.00
2/2/2017 52 52.00
2/3/2017 52 52.00
2/6/2017 52 52.00
2/7/2017 51 51.00
2/8/2017 51 51.00
2/9/2017 53 53.00
2/10/2017 52 52.00
2/13/2017 51 51.00
2/14/2017 51 51.00
2/15/2017 53 53.00
2/16/2017 51 51.00
2/17/2017 51 51.00
2/21/2017 50 50.00
2/22/2017 50 50.00
2/23/2017 50 50.00
2/24/2017 51 51.00
2/27/2017 50 50.00
2/28/2017 52 52.00
3/1/2017 50 50.00
 3/2/2017 50 50.00
3/3/2017 51 51.00
3/6/2017 51 51.00
3/7/2017 50 50.00
3/8/2017 50 50.00
3/9/2017 50 50.00
3/10/2017 50 50.00
3/13/2017 50 50.00
3/14/2017 52 52.00
3/15/2017 52 52.00
3/16/2017 76 76.00
3/17/2017 75 75.00
3/20/2017 75 75.00
3/21/2017 75 75.00
3/22/2017 75 75.00
3/23/2017 76 76.00
3/24/2017 77 77.00
3/27/2017 76 76.00
3/28/2017 76 76.00
3/29/2017 76 76.00
3/30/2017 77 77.00
3/31/2017 80 80.00
4/3/2017 76 76.00
4/4/2017 76 76.00
4/5/2017 77 77.00
4/6/2017 78 78.00
4/7/2017 78 78.00
4/10/2017 78 78.00
4/11/2017 77 77.00
4/12/2017 77 77.00
4/13/2017 80 80.00
4/17/2017 81 81.00
4/18/2017 80 80.00
4/19/2017 77 77.00
4/20/2017 76 76.00
4/21/2017 76 76.00
4/24/2017 77 77.00
4/25/2017 77 77.00
4/26/2017 77 77.00
4/27/2017 78 78.00
4/28/2017 81 81.00
5/1/2017 78 79.00
5/2/2017 77 77.00
5/3/2017 76 77.00
5/4/2017 77 77.00
 5/5/2017 78 78.00
5/8/2017 77 77.00
5/9/2017 76 76.00
5/10/2017 76 76.00
5/11/2017 77 77.00
5/12/2017 76 76.00
5/15/2017 77 77.00
5/16/2017 76 76.00
5/17/2017 76 76.00
5/18/2017 77 77.00
5/19/2017 76 76.00
5/22/2017 76 76.00
5/23/2017 76 76.00
5/24/2017 77 77.00
5/25/2017 78 78.00
5/26/2017 79 80.00
5/30/2017 78 78.00
5/31/2017 80 80.00
6/1/2017 80 80.00
6/2/2017 79 79.00
6/5/2017 79 79.00
6/6/2017 79 79.00
6/7/2017 79 79.00
6/8/2017 80 80.00
6/9/2017 81 81.00
6/12/2017 81 82.00
6/13/2017 82 82.00
6/14/2017 83 83.00
6/15/2017 108 108.00
6/16/2017 108 108.00
6/19/2017 105 105.00
6/20/2017 103 103.00
6/21/2017 101 101.00
6/22/2017 101 102.00
6/23/2017 104 104.00
6/26/2017 103 103.00
6/27/2017 103 103.00
6/28/2017 103 103.00
6/29/2017 104 104.00
6/30/2017 109 109.00
7/3/2017 105 105.00
7/5/2017 103 103.00
7/6/2017 102 103.00
7/7/2017 101 101.00
7/10/2017 101 101.00
7/11/2017 101 101.00
7/12/2017 101 101.00
7/13/2017 101 101.00
7/14/2017 101 101.00
7/17/2017 103 103.00
7/18/2017 102 102.00
7/19/2017 101 101.00
7/20/2017 102 102.00
7/21/2017 101 101.00
7/24/2017 103 103.00
7/25/2017 103 103.00
7/26/2017 102 103.00
7/27/2017 103 103.00
7/28/2017 102 102.00
7/31/2017 104 104.00
8/1/2017 102 102.00
8/2/2017 101 101.00
8/3/2017 101 101.00
8/4/2017 101 101.00
8/7/2017 101 101.00
8/8/2017 101 101.00
8/9/2017 101 101.00
8/10/2017 102 102.00
8/11/2017 103 103.00
8/14/2017 103 103.00
8/15/2017 105 105.00
8/16/2017 103 103.00
8/17/2017 103 103.00
8/18/2017 103 103.00
8/21/2017 102 102.00
8/22/2017 101 101.00
8/23/2017 101 101.00
8/24/2017 104 104.00
8/25/2017 103 103.00
8/28/2017 103 103.00
8/29/2017 102 102.00
8/30/2017 102 102.00
8/31/2017 106 106.00
9/1/2017 104 104.00
9/5/2017 103 103.00
9/6/2017 102 102.00
9/7/2017 102 102.00
9/8/2017 102 102.00
9/11/2017 102 102.00
9/12/2017 102 102.00
 9/13/2017 103 103.00
9/14/2017 104 104.00
9/15/2017 104 104.00
9/18/2017 102 102.00
9/19/2017 101 101.00
9/20/2017 101 101.00
9/21/2017 101 101.00
9/22/2017 102 102.00
9/25/2017 101 101.00
9/26/2017 101 101.00
9/27/2017 101 101.00
9/28/2017 101 101.00
9/29/2017 105 105.00
10/2/2017 102 102.00
10/3/2017 101 101.00
10/4/2017 101 101.00
10/5/2017 102 102.00
10/6/2017 102 102.00
10/10/2017 102 102.00
10/11/2017 102 102.00
10/12/2017 102 102.00
10/13/2017 101 101.00
10/16/2017 103 103.00
10/17/2017 103 103.00
10/18/2017 103 103.00
10/19/2017 103 103.00
10/20/2017 104 105.00
10/23/2017 104 105.00
10/24/2017 104 104.00
10/25/2017 103 103.00
10/26/2017 104 104.00
10/27/2017 103 103.00
10/30/2017 102 102.00
10/31/2017 105 105.00
11/1/2017 103 103.00
11/2/2017 104 104.00
11/3/2017 104 104.00
11/6/2017 103 103.00
11/7/2017 103 103.00
11/8/2017 103 103.00
11/9/2017 104 104.00
11/10/2017 104 104.00
11/13/2017 104 104.00
11/14/2017 104 104.00
11/15/2017 107 107.00
11/16/2017 108 108.00
11/17/2017 106 106.00
11/20/2017 105 105.00
11/21/2017 103 103.00
11/22/2017 103 103.00
11/24/2017 105 105.00
11/27/2017 104 104.00
11/28/2017 103 103.00
11/29/2017 101 101.00
11/30/2017 103 103.00
12/1/2017 102 102.00
12/4/2017 101 101.00
12/5/2017 103 103.00
12/6/2017 104 104.00
12/7/2017 104 104.00
12/8/2017 102 102.00
12/11/2017 102 102.00
12/12/2017 102 102.00
12/13/2017 103 103.00
12/14/2017 128 128.00
12/15/2017 130 130.00
12/18/2017 130 130.00
12/19/2017 130 130.00
12/20/2017 130 130.00
12/21/2017 132 132.00
12/22/2017 133 133.00
12/26/2017 133 133.00
12/27/2017 133 133.00
12/28/2017 133 133.00
12/29/2017 138 138.00
1/2/2018 134 134.00
1/3/2018 134 134.00
1/4/2018 135 135.00
1/5/2018 130 130.00
1/8/2018 129 129.00
1/9/2018 127 127.00
1/10/2018 126 126.00
1/11/2018 128 128.00
1/12/2018 130 130.00
1/16/2018 133 133.00
1/17/2018 131 131.00
1/18/2018 129 129.00
1/19/2018 128 128.00
1/22/2018 127 127.00
1/23/2018 127 127.00
1/24/2018 130 130.00
1/25/2018 130 130.00
1/26/2018 130 130.00
1/29/2018 129 129.00
1/30/2018 129 129.00
1/31/2018 134 134.00
2/1/2018 129 129.00
2/2/2018 129 129.00
2/5/2018 129 129.00
2/6/2018 127 127.00
2/7/2018 127 127.00
2/8/2018 129 129.00
2/9/2018 129 129.00
2/12/2018 128 128.00
2/13/2018 129 129.00
2/14/2018 128 128.00
2/15/2018 134 134.00
2/16/2018 134 134.00
2/20/2018 132 132.00
2/21/2018 130 130.00
2/22/2018 132 132.00
2/23/2018 133 133.00
2/26/2018 132 132.00
2/27/2018 133 133.00
2/28/2018 136 136.00
3/1/2018 138 138.00
3/2/2018 138 138.00
3/5/2018 138 138.00
3/6/2018 138 138.00
3/7/2018 138 138.00
3/8/2018 141 141.00
3/9/2018 140 140.00
3/12/2018 140 140.00
3/13/2018 140 140.00
3/14/2018 140 140.00
3/15/2018 150 150.00
3/16/2018 147 147.00
3/19/2018 145 145.00
3/20/2018 147 147.00
3/21/2018 147 147.00
3/22/2018 164 164.00
3/23/2018 168 168.00
3/26/2018 170 170.00
3/27/2018 170 170.00
3/28/2018 170 170.00
3/29/2018 179 179.00
asury Repo Rates
Secured Overnight Financing Rate Series
6 Tri-Party General Collateral Rate
5 Broad General Collateral Rate
5 Secured Overnight Financing Rate
4
4 Source
5 Bank of New York Mellon, JPMorgan Chase, DTCC Solutions, LLC., Staff Ca
5
5
6
6
5
5
5
5
5
6
5
5
4
4
4
3
3
3
3
3
0
3
4
5
4
5
4
5
6
6
9
10
12
8
8
7
7
 8
9
7
7
9
13
10
8
7
7
6
6
7
8
9
10
8
7
8
8
8
8
8
11
13
13
12
12
14
12
11
10
12
12
12
13
11
12
12
10
8
8
8
8
8
10
8
7
7
7
8
8
8
8
10
10
9
7
6
7
7
6
5
5
8
9
9
8
10
12
10
9
8
11
10
8
7
6
5
5
4
4
5
8
9
7
8
10
10
8
 8
7
8
10
13
15
12
10
8
8
8
12
12
11
12
20
16
13
12
12
12
13
15
14
14
18
17
16
11
8
7
6
9
9
8
8
18
14
10
10
8
7
7
8
9
10
10
11
7
5
5
6
8
8
6
7
13
13
12
13
11
10
10
9
9
11
12
13
12
11
9
8
5
5
8
10
11
10
17
12
11
10
10
10
12
14
13
14
17
16
13
10
9
7
9
15
16
15
16
20
25
19
19
19
19
20
18
18
20
20
20
20
19
17
15
14
16
15
15
13
15
22
21
18
14
12
11
10
14
14
14
15
13
13
10
10
10
9
12
11
10
10
23
12
10
10
9
10
10
12
11
14
16
17
14
11
9
7
10
10
7
6
7
10
7
9
9
14
10
9
7
10
10
11
9
7
7
5
5
7
 9
12
17
12
11
14
14
14
17
19
18
15
15
21
25
33
34
30
27
28
34
38
40
35
45
36
35
38
36
36
37
36
36
36
38
37
39
41
48
40
39
39
41
44
40
40
40
40
40
38
38
40
40
40
41
40
40
39
36
33
36
37
33
40
35
35
37
35
34
34
32
35
36
36
40
37
37
34
30
27
29
37
38
38
35
42
40
37
35
34
35
35
36
35
36
35
39
37
31
30
29
36
32
30
29
28
31
30
31
31
33
35
35
35
35
35
35
38
37
34
30
28
26
32
28
26
26
35
34
34
34
35
36
38
37
40
40
38
42
43
41
39
40
42
49
55
58
55
49
63
47
40
36
39
43
41
39
38
39
41
37
34
32
35
37
35
34
35
35
42
41
40
40
41
41
37
35
35
38
40
41
40
39
40
40
34
30
35
34
39
38
39
46
43
41
40
35
38
42
40
40
40
42
37
35
34
34
35
43
43
54
64
70
89
45
55
50
44
40
36
37
40
38
40
35
30
32
29
35
34
38
40
36
43
35
34
40
38
35
34
36
39
35
34
31
28
27
26
25
26
27
26
26
27
26
26
26
26
26
26
30
30
28
26
50
51
50
48
46
46
50
52
54
51
48
50
55
53
53
52
50
51
52
55
59
62
52
51
50
53
53
53
54
53
60
56
54
54
53
51
51
55
54
53
52
55
52
51
50
50
50
51
51
53
50
50
51
51
50
50
50
50
50
52
53
77
75
75
75
75
76
77
76
76
76
78
85
78
77
78
81
82
80
79
80
86
88
86
80
76
76
80
80
80
83
90
83
79
78
79
 80
78
77
76
77
76
80
78
79
78
77
76
76
79
82
85
82
90
87
85
85
84
85
88
89
89
90
93
117
117
112
105
102
102
106
105
103
104
107
120
110
105
103
101
101
101
101
102
102
104
102
101
102
101
105
104
104
104
103
108
103
101
101
101
101
101
101
103
105
108
111
109
109
106
104
102
102
108
105
105
103
103
114
109
105
103
104
104
104
105
105
109
110
104
101
101
101
102
101
101
101
101
110
103
102
102
103
103
103
103
103
102
106
105
105
105
108
108
107
105
107
105
105
110
108
110
110
110
106
108
110
109
110
110
116
117
114
111
107
104
108
108
105
101
108
104
103
107
107
107
105
104
104
105
131
135
134
135
134
135
137
137
137
137
147
140
140
141
134
133
130
128
133
136
141
138
135
131
130
130
135
135
135
133
132
138
132
131
131
128
128
132
132
131
131
130
137
137
134
132
133
135
134
135
139
142
144
142
141
140
145
144
143
142
143
153
149
148
148
147
167
170
171
172
172
180
 Description
Time-series of overnight Treasury Tri-Party excluding GCF and Fed transactions volume-weighted median rate
Time-series of overnight Treasury Tri-Party including GCF volume-weighted median rate
Time-series of overnight Treasury Tri-Party including GCF and FICC-cleared bilateral transactions volume-weighted median rat

Morgan Chase, DTCC Solutions, LLC., Staff Calculations

 Units
Basis points
Basis points
Basis points
 3-Month Geometric Average of Overnight Treasury Repo Rates
Date Tri-Party General Collateral Rate Broad General Collateral Rate
11/20/2014 5 5
11/21/2014 5 5
11/24/2014 5 5
11/25/2014 5 5
11/26/2014 5 6
11/28/2014 5 6
12/1/2014 5 6
12/2/2014 5 6
12/3/2014 5 6
12/4/2014 6 6
12/5/2014 6 6
12/8/2014 6 6
12/9/2014 6 6
12/10/2014 6 6
12/11/2014 6 6
12/12/2014 6 6
12/15/2014 6 6
12/16/2014 6 6
12/17/2014 6 7
12/18/2014 6 7
12/19/2014 6 7
12/22/2014 7 7
12/23/2014 7 7
12/24/2014 7 7
12/29/2014 7 7
12/30/2014 7 7
12/31/2014 7 7
1/2/2015 7 7
1/5/2015 7 8
1/6/2015 7 8
1/7/2015 7 8
1/8/2015 7 8
1/9/2015 7 8
1/12/2015 7 8
1/13/2015 7 8
1/14/2015 7 8
1/15/2015 7 8
1/16/2015 7 8
1/20/2015 7 8
1/21/2015 7 8
1/22/2015 7 8
1/23/2015 7 8
1/26/2015 7 7
1/27/2015 7 7
1/28/2015 7 7
1/29/2015 7 7
1/30/2015 7 7
2/2/2015 7 7
2/3/2015 7 7
2/4/2015 7 7
2/5/2015 7 7
2/6/2015 7 7
2/9/2015 7 8
2/10/2015 7 8
2/11/2015 7 8
2/12/2015 7 8
2/13/2015 7 8
2/17/2015 7 8
2/18/2015 7 8
2/19/2015 7 7
2/20/2015 7 7
2/23/2015 7 7
2/24/2015 7 7
2/25/2015 7 7
2/26/2015 7 7
2/27/2015 7 7
3/2/2015 7 7
3/3/2015 7 7
3/4/2015 7 7
3/5/2015 7 7
3/6/2015 7 7
3/9/2015 7 7
3/10/2015 7 7
3/11/2015 7 7
3/12/2015 6 7
3/13/2015 6 7
3/16/2015 6 7
3/17/2015 6 7
3/18/2015 6 7
3/19/2015 6 7
3/20/2015 6 7
3/23/2015 6 7
3/24/2015 6 7
3/25/2015 6 7
3/26/2015 6 7
3/27/2015 6 7
3/30/2015 6 7
3/31/2015 6 7
 4/1/2015 7 7
4/2/2015 7 7
4/6/2015 7 7
4/7/2015 7 7
4/8/2015 7 7
4/9/2015 7 7
4/10/2015 7 7
4/13/2015 7 7
4/14/2015 7 7
4/15/2015 7 7
4/16/2015 7 7
4/17/2015 7 7
4/20/2015 7 7
4/21/2015 7 7
4/22/2015 7 7
4/23/2015 7 7
4/24/2015 7 7
4/27/2015 7 7
4/28/2015 7 7
4/29/2015 7 7
4/30/2015 7 7
5/1/2015 7 8
5/4/2015 7 8
5/5/2015 7 8
5/6/2015 7 8
5/7/2015 7 8
5/8/2015 7 8
5/11/2015 7 8
5/12/2015 7 8
5/13/2015 7 8
5/14/2015 7 8
5/15/2015 7 8
5/18/2015 7 8
5/19/2015 7 8
5/20/2015 7 8
5/21/2015 7 8
5/22/2015 7 8
5/26/2015 8 8
5/27/2015 8 8
5/28/2015 8 8
5/29/2015 8 8
6/1/2015 8 8
6/2/2015 8 8
6/3/2015 8 8
6/4/2015 8 8
 6/5/2015 8 8
6/8/2015 8 8
6/9/2015 8 8
6/10/2015 8 8
6/11/2015 8 8
6/12/2015 8 8
6/15/2015 8 8
6/16/2015 8 8
6/17/2015 8 8
6/18/2015 8 8
6/19/2015 8 8
6/22/2015 8 8
6/23/2015 8 8
6/24/2015 8 8
6/25/2015 8 8
6/26/2015 8 8
6/29/2015 8 8
6/30/2015 8 8
7/1/2015 8 8
7/2/2015 8 8
7/6/2015 8 8
7/7/2015 8 8
7/8/2015 8 8
7/9/2015 8 8
7/10/2015 8 8
7/13/2015 8 8
7/14/2015 8 8
7/15/2015 8 8
7/16/2015 8 8
7/17/2015 8 8
7/20/2015 8 8
7/21/2015 8 8
7/22/2015 8 8
7/23/2015 8 8
7/24/2015 8 8
7/27/2015 8 8
7/28/2015 8 8
7/29/2015 8 8
7/30/2015 8 8
7/31/2015 8 8
8/3/2015 8 8
8/4/2015 8 8
8/5/2015 8 8
8/6/2015 8 8
8/7/2015 8 8
 8/10/2015 8 9
8/11/2015 8 9
8/12/2015 9 9
8/13/2015 9 9
8/14/2015 9 9
8/17/2015 9 9
8/18/2015 9 9
8/19/2015 9 9
8/20/2015 9 9
8/21/2015 9 9
8/24/2015 9 9
8/25/2015 9 9
8/26/2015 9 9
8/27/2015 9 9
8/28/2015 9 9
8/31/2015 9 9
9/1/2015 9 9
9/2/2015 9 9
9/3/2015 9 9
9/4/2015 9 9
9/8/2015 9 9
9/9/2015 9 9
9/10/2015 9 9
9/11/2015 9 9
9/14/2015 9 9
9/15/2015 9 9
9/16/2015 9 9
9/17/2015 9 9
9/18/2015 9 9
9/21/2015 9 10
9/22/2015 9 10
9/23/2015 9 9
9/24/2015 9 9
9/25/2015 9 9
9/28/2015 9 9
9/29/2015 9 9
9/30/2015 9 9
10/1/2015 9 9
10/2/2015 9 9
10/5/2015 9 9
10/6/2015 9 9
10/7/2015 9 9
10/8/2015 9 9
10/9/2015 9 9
10/13/2015 9 9
10/14/2015 9 9
10/15/2015 9 9
10/16/2015 9 9
10/19/2015 9 9
10/20/2015 9 9
10/21/2015 9 9
10/22/2015 9 9
10/23/2015 9 9
10/26/2015 9 9
10/27/2015 9 9
10/28/2015 9 9
10/29/2015 9 9
10/30/2015 9 9
11/2/2015 8 9
11/3/2015 8 9
11/4/2015 8 9
11/5/2015 8 9
11/6/2015 8 8
11/9/2015 8 8
11/10/2015 8 8
11/12/2015 8 8
11/13/2015 8 8
11/16/2015 8 8
11/17/2015 8 8
11/18/2015 8 8
11/19/2015 8 8
11/20/2015 8 8
11/23/2015 7 8
11/24/2015 7 8
11/25/2015 7 8
11/27/2015 7 8
11/30/2015 7 7
12/1/2015 7 7
12/2/2015 7 7
12/3/2015 7 7
12/4/2015 7 7
12/7/2015 7 8
12/8/2015 7 8
12/9/2015 7 8
12/10/2015 7 8
12/11/2015 7 8
12/14/2015 7 8
12/15/2015 8 8
12/16/2015 8 8
12/17/2015 8 8
12/18/2015 8 8
12/21/2015 8 8
12/22/2015 8 9
12/23/2015 9 9
12/24/2015 9 9
12/28/2015 9 10
12/29/2015 9 10
12/30/2015 10 10
12/31/2015 10 10
1/4/2016 10 11
1/5/2016 11 11
1/6/2016 11 11
1/7/2016 11 11
1/8/2016 11 11
1/11/2016 12 12
1/12/2016 12 12
1/13/2016 12 12
1/14/2016 12 12
1/15/2016 12 12
1/19/2016 13 13
1/20/2016 13 13
1/21/2016 13 13
1/22/2016 13 14
1/25/2016 14 14
1/26/2016 14 15
1/27/2016 15 15
1/28/2016 15 15
1/29/2016 15 15
2/1/2016 16 16
2/2/2016 16 17
2/3/2016 17 17
2/4/2016 17 17
2/5/2016 17 17
2/8/2016 18 18
2/9/2016 18 19
2/10/2016 19 19
2/11/2016 19 19
2/12/2016 19 20
2/16/2016 21 21
2/17/2016 21 21
2/18/2016 22 22
2/19/2016 22 22
2/22/2016 23 23
2/23/2016 24 24
2/24/2016 24 24
2/25/2016 24 24
2/26/2016 25 25
2/29/2016 26 26
3/1/2016 26 26
3/2/2016 26 26
3/3/2016 27 27
3/4/2016 27 27
3/7/2016 28 28
3/8/2016 28 28
3/9/2016 28 28
3/10/2016 29 29
3/11/2016 29 29
3/14/2016 30 30
3/15/2016 30 30
3/16/2016 30 30
3/17/2016 30 30
3/18/2016 30 30
3/21/2016 30 30
3/22/2016 30 30
3/23/2016 30 30
3/24/2016 30 30
3/28/2016 30 30
3/29/2016 30 30
3/30/2016 30 30
3/31/2016 30 30
4/1/2016 30 30
4/4/2016 30 30
4/5/2016 30 30
4/6/2016 30 30
4/7/2016 30 30
4/8/2016 30 30
4/11/2016 30 30
4/12/2016 30 30
4/13/2016 30 30
4/14/2016 30 30
4/15/2016 30 30
4/18/2016 30 30
4/19/2016 30 30
4/20/2016 30 30
4/21/2016 30 30
4/22/2016 30 30
4/25/2016 30 30
4/26/2016 30 30
4/27/2016 30 30
4/28/2016 30 30
4/29/2016 29 30
5/2/2016 29 30
5/3/2016 29 30
5/4/2016 29 30
5/5/2016 29 29
5/6/2016 29 29
5/9/2016 29 29
5/10/2016 29 29
5/11/2016 29 29
5/12/2016 29 29
5/13/2016 29 29
5/16/2016 29 29
5/17/2016 29 29
5/18/2016 29 29
5/19/2016 29 29
5/20/2016 29 29
5/23/2016 29 29
5/24/2016 29 29
5/25/2016 29 29
5/26/2016 29 29
5/27/2016 29 29
5/31/2016 29 29
6/1/2016 29 29
6/2/2016 29 29
6/3/2016 29 29
6/6/2016 29 29
6/7/2016 29 29
6/8/2016 29 29
6/9/2016 29 29
6/10/2016 29 29
6/13/2016 29 29
6/14/2016 29 29
6/15/2016 29 29
6/16/2016 29 29
6/17/2016 29 29
6/20/2016 29 29
6/21/2016 29 29
6/22/2016 29 29
6/23/2016 29 29
6/24/2016 29 29
6/27/2016 30 30
6/28/2016 30 30
6/29/2016 30 30
6/30/2016 30 30
7/1/2016 30 30
 7/5/2016 30 31
7/6/2016 30 31
7/7/2016 30 31
7/8/2016 30 31
7/11/2016 30 31
7/12/2016 30 31
7/13/2016 30 31
7/14/2016 30 31
7/15/2016 30 31
7/18/2016 30 31
7/19/2016 30 31
7/20/2016 31 31
7/21/2016 31 31
7/22/2016 31 31
7/25/2016 31 31
7/26/2016 31 31
7/27/2016 31 31
7/28/2016 31 31
7/29/2016 31 31
8/1/2016 31 31
8/2/2016 31 31
8/3/2016 31 31
8/4/2016 31 31
8/5/2016 31 31
8/8/2016 31 32
8/9/2016 31 32
8/10/2016 31 32
8/11/2016 31 32
8/12/2016 31 32
8/15/2016 31 32
8/16/2016 32 32
8/17/2016 32 32
8/18/2016 32 32
8/19/2016 32 32
8/22/2016 32 32
8/23/2016 32 32
8/24/2016 32 32
8/25/2016 32 32
8/26/2016 32 32
8/29/2016 32 33
8/30/2016 32 33
8/31/2016 32 33
9/1/2016 32 33
9/2/2016 32 33
9/6/2016 32 33
 9/7/2016 32 33
9/8/2016 32 33
9/9/2016 32 33
9/12/2016 32 33
9/13/2016 32 33
9/14/2016 32 33
9/15/2016 32 33
9/16/2016 32 33
9/19/2016 32 33
9/20/2016 32 33
9/21/2016 32 33
9/22/2016 32 32
9/23/2016 32 32
9/26/2016 32 32
9/27/2016 32 32
9/28/2016 32 32
9/29/2016 32 32
9/30/2016 32 32
10/3/2016 32 32
10/4/2016 32 32
10/5/2016 32 32
10/6/2016 32 32
10/7/2016 32 32
10/11/2016 32 32
10/12/2016 32 32
10/13/2016 32 32
10/14/2016 32 32
10/17/2016 32 32
10/18/2016 32 32
10/19/2016 32 32
10/20/2016 32 32
10/21/2016 32 32
10/24/2016 32 32
10/25/2016 32 32
10/26/2016 32 32
10/27/2016 32 32
10/28/2016 32 32
10/31/2016 32 32
11/1/2016 32 32
11/2/2016 32 32
11/3/2016 32 32
11/4/2016 32 32
11/7/2016 32 32
11/8/2016 32 32
11/9/2016 32 32
11/10/2016 32 32
11/14/2016 31 32
11/15/2016 31 32
11/16/2016 31 32
11/17/2016 31 32
11/18/2016 31 31
11/21/2016 31 31
11/22/2016 31 31
11/23/2016 31 31
11/25/2016 31 31
11/28/2016 31 31
11/29/2016 31 31
11/30/2016 31 31
12/1/2016 31 31
12/2/2016 31 31
12/5/2016 30 31
12/6/2016 30 30
12/7/2016 30 30
12/8/2016 30 30
12/9/2016 30 30
12/12/2016 30 30
12/13/2016 30 30
12/14/2016 30 30
12/15/2016 30 30
12/16/2016 30 30
12/19/2016 31 31
12/20/2016 31 31
12/21/2016 31 31
12/22/2016 31 31
12/23/2016 31 32
12/27/2016 32 32
12/28/2016 32 32
12/29/2016 32 32
12/30/2016 32 32
1/3/2017 33 33
1/4/2017 33 33
1/5/2017 33 33
1/6/2017 33 33
1/9/2017 34 34
1/10/2017 34 34
1/11/2017 34 34
1/12/2017 34 34
1/13/2017 34 34
1/17/2017 35 35
1/18/2017 35 36
1/19/2017 36 36
1/20/2017 36 36
1/23/2017 37 37
1/24/2017 37 37
1/25/2017 37 37
1/26/2017 37 37
1/27/2017 38 38
1/30/2017 38 38
1/31/2017 39 39
2/1/2017 39 39
2/2/2017 39 39
2/3/2017 39 39
2/6/2017 40 40
2/7/2017 40 40
2/8/2017 40 40
2/9/2017 41 41
2/10/2017 41 41
2/13/2017 42 42
2/14/2017 42 42
2/15/2017 42 42
2/16/2017 42 43
2/17/2017 43 43
2/21/2017 44 44
2/22/2017 44 44
2/23/2017 45 45
2/24/2017 45 45
2/27/2017 46 46
2/28/2017 46 46
3/1/2017 47 47
3/2/2017 47 47
3/3/2017 48 48
3/6/2017 49 49
3/7/2017 49 49
3/8/2017 49 49
3/9/2017 50 50
3/10/2017 50 50
3/13/2017 51 51
3/14/2017 51 51
3/15/2017 51 51
3/16/2017 52 52
3/17/2017 52 52
3/20/2017 52 52
3/21/2017 53 53
3/22/2017 53 53
3/23/2017 53 53
3/24/2017 53 53
3/27/2017 54 54
3/28/2017 54 54
3/29/2017 55 55
3/30/2017 55 55
3/31/2017 55 55
4/3/2017 56 56
4/4/2017 56 56
4/5/2017 56 56
4/6/2017 57 57
4/7/2017 57 57
4/10/2017 58 58
4/11/2017 58 58
4/12/2017 58 58
4/13/2017 59 59
4/17/2017 60 60
4/18/2017 60 60
4/19/2017 60 60
4/20/2017 60 60
4/21/2017 61 61
4/24/2017 61 61
4/25/2017 62 62
4/26/2017 62 62
4/27/2017 62 62
4/28/2017 63 63
5/1/2017 64 64
5/2/2017 64 64
5/3/2017 64 64
5/4/2017 64 64
5/5/2017 65 65
5/8/2017 65 66
5/9/2017 66 66
5/10/2017 66 66
5/11/2017 66 66
5/12/2017 67 67
5/15/2017 68 68
5/16/2017 68 68
5/17/2017 68 68
5/18/2017 68 68
5/19/2017 69 69
5/22/2017 70 70
5/23/2017 70 70
5/24/2017 70 70
5/25/2017 71 71
5/26/2017 71 71
5/30/2017 72 72
5/31/2017 73 73
6/1/2017 73 73
6/2/2017 73 74
6/5/2017 75 75
6/6/2017 75 75
6/7/2017 75 75
6/8/2017 76 76
6/9/2017 76 76
6/12/2017 77 77
6/13/2017 78 78
6/14/2017 78 78
6/15/2017 78 78
6/16/2017 78 78
6/19/2017 79 79
6/20/2017 80 80
6/21/2017 80 80
6/22/2017 80 80
6/23/2017 80 80
6/26/2017 81 81
6/27/2017 81 82
6/28/2017 82 82
6/29/2017 82 82
6/30/2017 82 82
7/3/2017 83 83
7/5/2017 84 84
7/6/2017 84 84
7/7/2017 84 84
7/10/2017 85 85
7/11/2017 85 85
7/12/2017 85 86
7/13/2017 86 86
7/14/2017 86 86
7/17/2017 87 87
7/18/2017 87 87
7/19/2017 87 87
7/20/2017 87 88
7/21/2017 88 88
7/24/2017 89 89
7/25/2017 89 89
7/26/2017 89 89
7/27/2017 89 89
7/28/2017 90 90
7/31/2017 90 90
8/1/2017 91 91
 8/2/2017 91 91
8/3/2017 91 91
8/4/2017 91 92
8/7/2017 92 92
8/8/2017 93 93
8/9/2017 93 93
8/10/2017 93 93
8/11/2017 93 94
8/14/2017 94 94
8/15/2017 95 95
8/16/2017 95 95
8/17/2017 95 95
8/18/2017 96 96
8/21/2017 97 97
8/22/2017 97 97
8/23/2017 97 97
8/24/2017 97 98
8/25/2017 98 98
8/28/2017 99 99
8/29/2017 99 99
8/30/2017 99 99
8/31/2017 100 100
9/1/2017 100 100
9/5/2017 101 101
9/6/2017 101 101
9/7/2017 102 102
9/8/2017 102 102
9/11/2017 103 103
9/12/2017 103 103
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9/19/2017 103 103
9/20/2017 103 103
9/21/2017 103 103
9/22/2017 103 103
9/25/2017 103 103
9/26/2017 103 103
9/27/2017 102 102
9/28/2017 102 102
9/29/2017 102 102
10/2/2017 102 102
10/3/2017 102 102
10/4/2017 102 102
 10/5/2017 102 102
10/6/2017 102 102
10/10/2017 102 102
10/11/2017 102 102
10/12/2017 102 102
10/13/2017 102 102
10/16/2017 102 102
10/17/2017 102 102
10/18/2017 102 102
10/19/2017 102 102
10/20/2017 102 102
10/23/2017 102 103
10/24/2017 102 103
10/25/2017 102 103
10/26/2017 103 103
10/27/2017 103 103
10/30/2017 103 103
10/31/2017 103 103
11/1/2017 103 103
11/2/2017 103 103
11/3/2017 103 103
11/6/2017 103 103
11/7/2017 103 103
11/8/2017 103 103
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11/22/2017 103 103
11/24/2017 103 103
11/27/2017 103 103
11/28/2017 103 103
11/29/2017 103 103
11/30/2017 103 103
12/1/2017 103 103
12/4/2017 103 103
12/5/2017 103 103
12/6/2017 103 103
12/7/2017 103 103
12/8/2017 103 103
12/11/2017 103 103
12/12/2017 103 103
12/13/2017 103 103
12/14/2017 103 103
12/15/2017 104 104
12/18/2017 104 104
12/19/2017 105 105
12/20/2017 105 105
12/21/2017 105 105
12/22/2017 106 106
12/26/2017 107 107
12/27/2017 107 107
12/28/2017 107 108
12/29/2017 108 108
1/2/2018 109 109
1/3/2018 110 110
1/4/2018 110 110
1/5/2018 110 110
1/8/2018 111 111
1/9/2018 111 111
1/10/2018 112 112
1/11/2018 112 112
1/12/2018 112 112
1/16/2018 113 113
1/17/2018 114 114
1/18/2018 114 114
1/19/2018 114 114
1/22/2018 115 115
1/23/2018 115 115
1/24/2018 116 116
1/25/2018 116 116
1/26/2018 116 116
1/29/2018 117 117
1/30/2018 117 117
1/31/2018 118 118
2/1/2018 118 118
2/2/2018 118 118
2/5/2018 119 119
2/6/2018 119 119
2/7/2018 120 120
2/8/2018 120 120
2/9/2018 120 120
2/12/2018 121 121
2/13/2018 121 121
2/14/2018 122 122
2/15/2018 122 122
2/16/2018 122 122
2/20/2018 124 124
2/21/2018 124 124
2/22/2018 124 124
2/23/2018 125 125
2/26/2018 126 126
2/27/2018 126 126
2/28/2018 126 126
3/1/2018 127 127
3/2/2018 127 127
3/5/2018 128 128
3/6/2018 129 129
3/7/2018 129 129
3/8/2018 130 130
3/9/2018 130 130
3/12/2018 132 132
3/13/2018 132 132
3/14/2018 132 132
3/15/2018 132 132
3/16/2018 133 133
3/19/2018 133 133
3/20/2018 133 133
3/21/2018 133 133
3/22/2018 134 134
3/23/2018 134 134
3/26/2018 135 135
3/27/2018 136 136
3/28/2018 136 136
3/29/2018 136 136
Treasury Repo Rates
Secured Overnight Financing Rate Series
6 Tri-Party General Collateral Rate
6 Broad General Collateral Rate
6 Secured Overnight Financing Rate
6
6 Note
6 The geometric average is calculated based on each daily rate that falls within t
6
6 Source
6 Bank of New York Mellon, JPMorgan Chase, DTCC Solutions, LLC., Staff Calculati
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 Description
Time-series of overnight Treasury Tri-Party excluding GCF and Fed transactions 3-month geometric average
Time-series of overnight Treasury Tri-Party including GCF 3-month geometric average
Time-series of overnight Treasury Tri-Party including GCF and FICC-cleared bilateral transactions 3-month geometric average

ulated based on each daily rate that falls within the given date and 89 calendar days prior, including weekends and holidays.

Morgan Chase, DTCC Solutions, LLC., Staff Calculations

 Units
Basis points
Basis points
Basis points