SOFR volume rises $263.0 billion on the repo fixing, 99th percentile
SOFR volume rose $263.0 billion to $3230.0 billion on Wednesday, the 99.5th percentile of 398 moves recorded on the repo fixing since 2025.
- Reading
- $3,230bn
- Observed
- 30 Sept 2026
- Percentile
- 99th percentile
What it means
Of 398 earlier occurrences with a comparable print, 175 moved the same way and 2 moved at least as far in that direction. The move is measured from the previous print on Tuesday, 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, 30 September 2026.
Series: SOFR volume