SOFR volume falls $144.0 billion on the repo fixing, 96th percentile
SOFR volume fell $144.0 billion to $2912.0 billion on Tuesday, the 96.5th percentile of 398 moves recorded on the repo fixing since 2025.
- Reading
- $2,912bn
- Observed
- 1 Sept 2026
- Percentile
- 96th percentile
What it means
Of 398 earlier occurrences with a comparable print, 223 moved the same way and 1 moved at least as far in that direction. The move is measured from the previous print on Monday, because this series is published as a period close rather than a live quote.
How it was measured
Federal Reserve Bank of New York. NY Fed Treasury repo reference rates, move measured print to print against 398 earlier occurrences, 1 September 2026.
Series: SOFR volume