Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market Accessible Data

Figure 1: Repo Rate Uncertainty
Date Repo Rate Uncertainty
6/18/2012 1.5867
6/19/2012 1.4507
6/20/2012 1.4308
6/21/2012 1.6311
6/22/2012 1.4497
6/25/2012 1.4307
6/26/2012 1.4715
6/27/2012 1.6507
6/28/2012 2.0053
6/29/2012 1.9187
7/2/2012 1.6926
7/3/2012 2.4216
7/5/2012 1.8904
7/6/2012 1.5935
7/9/2012 1.4542
7/10/2012 1.3662
7/11/2012 1.4212
7/12/2012 1.3675
7/13/2012 1.3744
7/16/2012 1.3586
7/17/2012 1.3818
7/18/2012 1.3583
7/19/2012 1.29
7/20/2012 3.4782
7/23/2012 2.2824
7/24/2012 1.6783
7/25/2012 1.544
7/26/2012 1.4923
7/27/2012 1.4535
7/30/2012 1.3535
7/31/2012 1.5958
8/1/2012 1.4675
8/2/2012 1.4707
8/3/2012 1.4097
8/6/2012 1.372
8/7/2012 1.3414
8/8/2012 1.3277
8/9/2012 1.3445
8/10/2012 1.4414
8/13/2012 1.4448
8/14/2012 1.3493
8/15/2012 2.2744
8/16/2012 1.7342
8/17/2012 1.4869
8/20/2012 1.3688
8/21/2012 1.3197
8/22/2012 1.2953
8/23/2012 1.2898
8/24/2012 1.3268
8/27/2012 1.348
8/28/2012 1.3349
8/29/2012 1.598
8/30/2012 1.389
8/31/2012 1.8782
9/4/2012 1.6651
9/5/2012 1.5743
9/6/2012 2.0223
9/7/2012 1.7277
9/10/2012 1.603
9/11/2012 1.7507
9/12/2012 1.8054
9/13/2012 1.8224
9/14/2012 1.5981
9/17/2012 1.786
9/18/2012 1.5623
9/19/2012 1.4657
9/20/2012 1.5034
9/21/2012 2.7335
9/24/2012 2.0241
9/25/2012 1.6571
9/26/2012 1.5133
9/27/2012 2.3528
9/28/2012 2.0075
10/1/2012 1.7106
10/2/2012 1.823
10/3/2012 1.6729
10/4/2012 2.071
10/5/2012 1.7556
10/9/2012 1.8171
10/10/2012 1.5754
10/11/2012 1.4812
10/12/2012 1.4616
10/15/2012 1.4529
10/16/2012 2.0239
10/17/2012 1.6671
10/18/2012 1.5154
10/19/2012 1.7304
10/22/2012 1.5894
10/23/2012 1.5112
10/24/2012 1.9703
10/25/2012 1.6161
10/26/2012 1.5657
10/29/2012 1.441
10/30/2012 1.6559
10/31/2012 2.4002
11/1/2012 1.9196
11/2/2012 3.6424
11/5/2012 2.4256
11/6/2012 1.8093
11/7/2012 1.5951
11/8/2012 1.4285
11/9/2012 1.4893
11/13/2012 1.7119
11/14/2012 1.5882
11/15/2012 1.7446
11/16/2012 1.5435
11/19/2012 1.5086
11/20/2012 1.47
11/21/2012 1.6745
11/23/2012 1.4896
11/26/2012 1.4734
11/27/2012 1.4309
11/28/2012 1.3805
11/29/2012 1.4232
11/30/2012 1.6603
12/3/2012 1.524
12/4/2012 1.458
12/5/2012 1.4409
12/6/2012 2.0008
12/7/2012 1.9052
12/10/2012 1.6077
12/11/2012 1.5358
12/12/2012 1.4569
12/13/2012 1.4039
12/14/2012 1.3907
12/17/2012 1.4095
12/18/2012 1.6984
12/19/2012 1.5067
12/20/2012 1.4274
12/21/2012 1.4766
12/24/2012 1.41
12/26/2012 1.417
12/27/2012 1.3878
12/28/2012 1.3719
12/31/2012 2.1609
1/2/2013 1.7383
1/3/2013 1.5163
1/4/2013 1.3883
1/7/2013 1.6216
1/8/2013 1.4752
1/9/2013 1.4101
1/10/2013 1.5884
1/11/2013 1.9508
1/14/2013 1.6028
1/15/2013 2.7186
1/16/2013 1.9807
1/17/2013 1.6154
1/18/2013 1.6505
1/22/2013 1.6475
1/23/2013 1.9336
1/24/2013 1.5432
1/25/2013 1.3873
1/28/2013 1.3912
1/29/2013 1.5485
1/30/2013 2.3054
1/31/2013 2.1072
2/1/2013 1.6416
2/4/2013 1.4784
2/5/2013 1.3091
2/6/2013 1.2933
2/7/2013 1.1968
2/8/2013 1.2036
2/11/2013 1.3112
2/12/2013 1.2218
2/13/2013 1.8334
2/14/2013 1.4771
2/15/2013 1.3613
2/19/2013 1.3473
2/20/2013 1.3011
2/21/2013 1.3148
2/22/2013 1.3254
2/25/2013 1.4069
2/26/2013 1.3088
2/27/2013 2.2297
2/28/2013 2.097
3/1/2013 1.6718
3/4/2013 1.7468
3/5/2013 1.7565
3/6/2013 1.7375
3/7/2013 1.4795
3/8/2013 1.3878
3/11/2013 1.4329
3/12/2013 1.4255
3/13/2013 1.3147
3/14/2013 1.5499
3/15/2013 1.4627
3/18/2013 1.3938
3/19/2013 1.4009
3/20/2013 1.4025
3/21/2013 1.402
3/22/2013 1.306
3/25/2013 1.3743
3/26/2013 1.3877
3/27/2013 1.3591
3/28/2013 1.2902
3/29/2013 1.9078
4/1/2013 1.6806
4/2/2013 1.505
4/3/2013 1.3794
4/4/2013 1.5914
4/5/2013 1.7009
4/8/2013 2.0223
4/9/2013 1.5921
4/10/2013 1.4247
4/11/2013 1.6563
4/12/2013 2.0256
4/15/2013 1.6762
4/16/2013 1.4593
4/17/2013 1.3785
4/18/2013 1.4124
4/19/2013 1.3315
4/22/2013 2.2604
4/23/2013 1.8905
4/24/2013 1.7138
4/25/2013 1.6821
4/26/2013 1.3885
4/29/2013 1.2551
4/30/2013 1.5214
5/1/2013 1.4172
5/2/2013 1.9473
5/3/2013 2.0957
5/6/2013 1.8522
5/7/2013 1.4764
5/8/2013 1.3788
5/9/2013 1.2545
5/10/2013 1.2098
5/13/2013 1.8357
5/14/2013 1.4279
5/15/2013 1.332
5/16/2013 1.2485
5/17/2013 1.1781
5/20/2013 1.2291
5/21/2013 1.1429
5/22/2013 1.1739
5/23/2013 1.4279
5/24/2013 1.2104
5/28/2013 1.4759
5/29/2013 1.3098
5/30/2013 1.2263
5/31/2013 1.5155
6/3/2013 1.9253
6/4/2013 1.4909
6/5/2013 1.3954
6/6/2013 1.2305
6/7/2013 1.5043
6/10/2013 1.3521
6/11/2013 1.1975
6/12/2013 1.1347
6/13/2013 1.1146
6/14/2013 1.2009
6/17/2013 1.1654
6/18/2013 1.1962
6/19/2013 1.1936
6/20/2013 1.4782
6/21/2013 1.2437
6/24/2013 1.2438
6/25/2013 1.172
6/26/2013 1.198
6/27/2013 1.1982
6/28/2013 1.4775
7/1/2013 1.3334
7/2/2013 1.3334
7/3/2013 1.3098
7/5/2013 1.3085
7/8/2013 1.2336
7/9/2013 1.1525
7/10/2013 1.1959
7/11/2013 1.2072
7/12/2013 1.1186
7/15/2013 1.1989
7/16/2013 1.158
7/17/2013 1.1812
7/18/2013 1.1903
7/19/2013 1.1076
7/22/2013 1.0789
7/23/2013 1.0627
7/24/2013 1.1454
7/25/2013 1.4462
7/26/2013 1.2232
7/29/2013 1.1234
7/30/2013 1.0929
7/31/2013 1.4246
8/1/2013 1.2669
8/2/2013 1.8284
8/5/2013 1.4292
8/6/2013 1.3529
8/7/2013 1.8544
8/8/2013 1.4124
8/9/2013 1.3125
8/12/2013 1.1866
8/13/2013 1.1422
8/14/2013 1.1207
8/15/2013 1.0991
8/16/2013 1.1359
8/19/2013 1.1115
8/20/2013 1.0911
8/21/2013 1.0682
8/22/2013 1.1437
8/23/2013 1.1742
8/26/2013 1.1135
8/27/2013 1.0834
8/28/2013 1.0581
8/29/2013 1.0579
8/30/2013 1.4301
9/3/2013 1.2421
9/4/2013 2.6146
9/5/2013 1.7949
9/6/2013 1.4755
9/9/2013 1.3469
9/10/2013 1.2845
9/11/2013 1.1648
9/12/2013 1.1333
9/13/2013 1.1315
9/16/2013 1.2256
9/17/2013 1.1809
9/18/2013 1.1493
9/19/2013 1.211
9/20/2013 1.5938
9/23/2013 1.3659
9/24/2013 0.8768
9/25/2013 0.7766
9/26/2013 1.2671
9/27/2013 0.9498
9/30/2013 1.2182
10/1/2013 0.8775
10/2/2013 0.8145
10/3/2013 0.79
10/4/2013 0.7929
10/7/2013 0.666
10/8/2013 0.7509
10/9/2013 0.7962
10/10/2013 2.0063
10/11/2013 4.8504
10/15/2013 3.7358
10/16/2013 3.2812
10/17/2013 5.0909
10/18/2013 4.9453
10/21/2013 3.1058
10/22/2013 1.9248
10/23/2013 1.2641
10/24/2013 1.2349
10/25/2013 0.8631
10/28/2013 0.8652
10/29/2013 1.1739
10/30/2013 1.2599
10/31/2013 1.2654
11/1/2013 1.4594
11/4/2013 0.9845
11/5/2013 0.8633
11/6/2013 0.657
11/7/2013 0.5595
11/8/2013 1.279
11/12/2013 2.0637
11/13/2013 1.3033
11/14/2013 1.0062
11/15/2013 0.8216
11/18/2013 1.9417
11/19/2013 1.329
11/20/2013 0.9158
11/21/2013 0.7018
11/22/2013 0.6461
11/25/2013 0.6401
11/26/2013 0.6319
11/27/2013 0.6144
11/29/2013 1.1106
12/2/2013 0.8408
12/3/2013 0.7633
12/4/2013 0.8228
12/5/2013 0.6668
12/6/2013 0.6186
12/9/2013 0.5901
12/10/2013 0.5594
12/11/2013 0.5241
12/12/2013 0.4604
12/13/2013 0.6431
12/16/2013 0.7136
12/17/2013 0.6624
12/18/2013 0.6212
12/19/2013 0.5954
12/20/2013 1.335
12/23/2013 0.9933
12/24/2013 1.1475
12/26/2013 0.8841
12/27/2013 0.6178
12/30/2013 0.458
12/31/2013 0.9808
1/2/2014 1.102
1/3/2014 0.7393
1/6/2014 1.5121
1/7/2014 0.9381
1/8/2014 0.6365
1/9/2014 0.4859
1/10/2014 0.4123
1/13/2014 1.1794
1/14/2014 0.7522
1/15/2014 0.5351
1/16/2014 0.4388
1/17/2014 0.3801
1/21/2014 0.3466
1/22/2014 0.3303
1/23/2014 0.3164
1/24/2014 0.2986
1/27/2014 0.5626
1/28/2014 0.4111
1/29/2014 1.1626
1/30/2014 0.72
1/31/2014 1.0548
2/3/2014 0.7188
2/4/2014 0.7
2/5/2014 0.5101
2/6/2014 0.416
2/7/2014 0.385
2/10/2014 0.3702
2/11/2014 0.3614
2/12/2014 0.4155
2/13/2014 0.3948
2/14/2014 1.1796
2/18/2014 1.197
2/19/2014 0.7952
2/20/2014 0.5836
2/21/2014 0.6709
2/24/2014 0.6834
2/25/2014 1.2264
2/26/2014 0.7877
2/27/2014 0.7411
2/28/2014 1.0842
3/3/2014 0.8065
3/4/2014 1.3822
3/5/2014 0.937
3/6/2014 1.1806
3/7/2014 0.9782
3/10/2014 0.8847
3/11/2014 0.6954
3/12/2014 0.5975
3/13/2014 0.7127
3/14/2014 0.7672
3/17/2014 0.7752
3/18/2014 0.6953
3/19/2014 0.7685
3/20/2014 0.6151
3/21/2014 0.557
3/24/2014 0.5232
3/25/2014 0.5286
3/26/2014 0.518
3/27/2014 0.6737
3/28/2014 0.564
3/31/2014 1.0554
4/1/2014 0.7981
4/2/2014 0.7775
4/3/2014 0.6189
4/4/2014 1.2483
4/7/2014 0.8455
4/8/2014 0.6509
4/9/2014 0.5594
4/10/2014 0.5266
4/11/2014 0.5147
4/14/2014 0.5106
4/15/2014 0.6909
4/16/2014 0.615
4/17/2014 0.5663
4/21/2014 0.5266
4/22/2014 0.4915
4/23/2014 0.4677
4/24/2014 0.4787
4/25/2014 0.477
4/28/2014 0.4681
4/29/2014 0.4508
4/30/2014 1.0226
5/1/2014 0.7191
5/2/2014 0.7328
5/5/2014 0.58
5/6/2014 0.5118
5/7/2014 0.4806
5/8/2014 0.4666
5/9/2014 0.481
5/12/2014 0.6622
5/13/2014 0.5379
5/14/2014 0.485
5/15/2014 0.4654
5/16/2014 0.4806
5/19/2014 0.4804
5/20/2014 0.4748
5/21/2014 0.4674
5/22/2014 0.4648
5/23/2014 0.4722
5/27/2014 0.5066
5/28/2014 0.5255
5/29/2014 0.7169
5/30/2014 1.2295
6/2/2014 1.6566
6/3/2014 1.452
6/4/2014 1.0005
6/5/2014 0.7683
6/6/2014 0.8493
6/9/2014 0.8544
6/10/2014 0.7391
6/11/2014 1.1573
6/12/2014 1.0068
6/13/2014 0.9397
6/16/2014 0.784
6/17/2014 0.7457
6/18/2014 0.6973
6/19/2014 0.6564
6/20/2014 0.6232
6/23/2014 0.5962
6/24/2014 0.741
6/25/2014 0.8362
6/26/2014 0.8801
6/27/2014 0.9304
6/30/2014 1.8729
7/1/2014 1.2684
7/2/2014 0.9329
7/3/2014 0.8616
7/7/2014 0.7097
7/8/2014 0.6266
7/9/2014 0.7408
7/10/2014 0.6224
7/11/2014 0.5804
7/14/2014 0.5878
7/15/2014 0.5903
7/16/2014 0.6559
7/17/2014 0.7918
7/18/2014 0.6999
7/21/2014 0.7817
7/22/2014 0.6495
7/23/2014 0.7389
7/24/2014 0.769
7/25/2014 0.7041
7/28/2014 1.1452
7/29/2014 0.9527
7/30/2014 0.869
7/31/2014 1.1555
8/1/2014 0.9114
8/4/2014 0.891
8/5/2014 0.7148
8/6/2014 0.6181
8/7/2014 0.572
8/8/2014 0.5782
8/11/2014 0.5574
8/12/2014 0.5641
8/13/2014 0.55
8/14/2014 0.5306
8/15/2014 0.5736
8/18/2014 0.6468
8/19/2014 0.6363
8/20/2014 0.7472
8/21/2014 0.6081
8/22/2014 0.5567
8/25/2014 0.7445
8/26/2014 0.6363
8/27/2014 0.544
8/28/2014 0.4927
8/29/2014 1.1405
9/2/2014 0.9369
9/3/2014 0.7454
9/4/2014 0.8075
9/5/2014 0.7116
9/8/2014 0.6417
9/9/2014 0.5964
9/10/2014 0.5404
9/11/2014 0.693
9/12/2014 0.5765
9/15/2014 0.7583
9/16/2014 0.6813
9/17/2014 1.2616
9/18/2014 0.965
9/19/2014 1.313
9/22/2014 1.3585
9/23/2014 1.582
9/24/2014 1.6544
9/25/2014 1.4061
9/26/2014 1.3105
9/29/2014 1.278
9/30/2014 1.5534
10/1/2014 1.327
10/2/2014 1.2909
10/3/2014 1.2894
10/6/2014 1.3689
10/7/2014 1.3237
10/8/2014 1.3058
10/9/2014 1.2935
10/10/2014 1.3892
10/14/2014 3.9498
10/15/2014 2.5605
10/16/2014 1.8793
10/17/2014 1.8586
10/20/2014 2.8153
10/21/2014 2.1917
10/22/2014 1.9318
10/23/2014 1.6352
10/24/2014 1.5263
10/27/2014 1.4446
10/28/2014 1.6786
10/29/2014 1.8959
10/30/2014 1.5544
10/31/2014 1.7112
11/3/2014 1.6197
11/4/2014 2.0283
11/5/2014 1.6167
11/6/2014 1.4388
11/7/2014 1.3777
11/10/2014 1.4278
11/12/2014 1.3785
11/13/2014 1.4417
11/14/2014 1.4779
11/17/2014 1.4946
11/18/2014 1.4457
11/19/2014 1.3925
11/20/2014 1.6531
11/21/2014 1.4699
11/24/2014 1.4601
11/25/2014 1.4032
11/26/2014 1.3764
11/28/2014 1.6593
12/1/2014 1.5607
12/2/2014 1.5107
12/3/2014 1.4764
12/4/2014 1.4456
12/5/2014 1.4591
12/8/2014 1.5305
12/9/2014 1.535
12/10/2014 1.4513
12/11/2014 1.4213
12/12/2014 1.5122
12/15/2014 2.0196
12/16/2014 1.9169
12/17/2014 1.6888
12/18/2014 1.7952
12/19/2014 2.3891
12/22/2014 2.2955
12/23/2014 1.9979
12/24/2014 1.8648
12/26/2014 2.091
12/29/2014 1.9079
12/30/2014 1.5868
12/31/2014 1.9564
1/2/2015 1.6885
1/5/2015 1.5228
1/6/2015 1.4996
1/7/2015 1.399
1/8/2015 1.374
1/9/2015 1.3729
1/12/2015 1.4453
1/13/2015 1.3988
1/14/2015 1.4636
1/15/2015 1.6974
1/16/2015 1.5321
1/20/2015 1.5236
1/21/2015 1.4181
1/22/2015 1.4386
1/23/2015 1.4339
1/26/2015 1.6575
1/27/2015 1.521
1/28/2015 1.3958
1/29/2015 1.3246
1/30/2015 2.127
2/2/2015 1.7409
2/3/2015 1.5353
2/4/2015 1.5204
2/5/2015 1.5151
2/6/2015 1.7416
2/9/2015 1.6204
2/10/2015 2.047
2/11/2015 1.7189
2/12/2015 1.5802
2/13/2015 1.4724
2/17/2015 1.4304
2/18/2015 1.4019
2/19/2015 1.4495
2/20/2015 1.3616
2/23/2015 2.6728
2/24/2015 1.8709
2/25/2015 1.765
2/26/2015 1.5284
2/27/2015 1.6737
3/2/2015 1.5781
3/3/2015 1.5363
3/4/2015 1.4518
3/5/2015 1.7069
3/6/2015 1.788
3/9/2015 1.5589
3/10/2015 1.4708
3/11/2015 1.6965
3/12/2015 1.5693
3/13/2015 1.4728
3/16/2015 1.5239
3/17/2015 1.5796
3/18/2015 2.0684
3/19/2015 1.6774
3/20/2015 1.7606
3/23/2015 1.7738
3/24/2015 2.0578
3/25/2015 1.6869
3/26/2015 1.9652
3/27/2015 2.1662
3/30/2015 2.2308
3/31/2015 2.2083
4/1/2015 3.0204
4/2/2015 2.845
4/3/2015 2.131
4/6/2015 2.2447
4/7/2015 1.7848
4/8/2015 1.6595
4/9/2015 2.4137
4/10/2015 2.0882
4/13/2015 1.9601
4/14/2015 1.7339
4/15/2015 1.5836
4/16/2015 1.5537
4/17/2015 1.5348
4/20/2015 2.0504
4/21/2015 1.8975
4/22/2015 1.8183
4/23/2015 2.3954
4/24/2015 1.8268
4/27/2015 1.5586
4/28/2015 1.7316
4/29/2015 1.5034
4/30/2015 1.693
5/1/2015 1.5979
5/4/2015 1.7824
5/5/2015 1.5433
5/6/2015 1.4481
5/7/2015 1.397
5/8/2015 1.9551
5/11/2015 1.5992
5/12/2015 1.7354
5/13/2015 1.61
5/14/2015 1.5678
5/15/2015 1.547
5/18/2015 1.4788
5/19/2015 1.4614
5/20/2015 2.6896
5/21/2015 1.8923
5/22/2015 1.6232
5/26/2015 1.5449
5/27/2015 1.4441
5/28/2015 1.3721
5/29/2015 1.7157
6/1/2015 1.6341
6/2/2015 1.522
6/3/2015 2.024
6/4/2015 1.7479
6/5/2015 1.6371
6/8/2015 1.7786
6/9/2015 1.5602
6/10/2015 1.473
6/11/2015 1.4489
6/12/2015 1.5263
6/15/2015 1.7532
6/16/2015 1.8391
6/17/2015 1.6736
6/18/2015 1.5171
6/19/2015 1.4394
6/22/2015 1.3872
6/23/2015 1.9325
6/24/2015 1.5448
6/25/2015 1.4736
6/26/2015 1.5293
6/29/2015 1.7652
6/30/2015 1.8115
7/1/2015 1.7653
7/2/2015 1.5642
7/6/2015 1.7498
7/7/2015 1.549
7/8/2015 1.4804
7/9/2015 1.4649
7/10/2015 1.7365
7/13/2015 1.5764
7/14/2015 2.0562
7/15/2015 1.7008
7/16/2015 1.5836
7/17/2015 1.5215
7/20/2015 1.4616
7/21/2015 1.4925
7/22/2015 1.4011
7/23/2015 1.3595
7/24/2015 1.384
7/27/2015 1.4617
7/28/2015 2.3813
7/29/2015 1.8519
7/30/2015 1.8785
7/31/2015 2.1267
8/3/2015 2.2814
8/4/2015 2.0522
8/5/2015 1.7265
8/6/2015 2.1245
8/7/2015 1.9972
8/10/2015 2.2154
8/11/2015 1.863
8/12/2015 2.4902
8/13/2015 1.9381
8/14/2015 1.6974
8/17/2015 1.5979
8/18/2015 1.5737
8/19/2015 1.5492
8/20/2015 1.5864
8/21/2015 1.5114
8/24/2015 1.4598
8/25/2015 1.5677
8/26/2015 1.5115
8/27/2015 1.5412
8/28/2015 1.5429
8/31/2015 1.749
9/1/2015 1.6378
9/2/2015 1.5812
9/3/2015 1.5292
9/4/2015 1.4759
9/8/2015 2.0005
9/9/2015 1.8721
9/10/2015 2.436
9/11/2015 1.8638
9/14/2015 2.4583
9/15/2015 1.8543
9/16/2015 1.8647
9/17/2015 1.8444
9/18/2015 1.5864
9/21/2015 1.4524
9/22/2015 1.6879
9/23/2015 1.5678
9/24/2015 1.4291
9/25/2015 1.4318
9/28/2015 1.4861
9/29/2015 1.4939
9/30/2015 1.6886
10/1/2015 1.7315
10/2/2015 1.5495
10/5/2015 2.3626
10/6/2015 1.8448
10/7/2015 1.57
10/8/2015 1.4669
10/9/2015 1.5142
10/13/2015 2.0297
10/14/2015 2.1843
10/15/2015 1.9959
10/16/2015 1.765
10/19/2015 1.6663
10/20/2015 1.785
10/21/2015 1.5544
10/22/2015 1.7007
10/23/2015 2.0158
10/26/2015 1.6505
10/28/2015 1.5472
10/29/2015 1.683
10/30/2015 1.7979
11/2/2015 1.5478
11/3/2015 1.988
11/4/2015 1.6356
11/5/2015 1.4817
11/6/2015 1.476
11/9/2015 1.5018
11/10/2015 1.4201
11/12/2015 1.9595
11/13/2015 1.6949
11/16/2015 1.5869
11/17/2015 1.4854
11/18/2015 1.4341
11/19/2015 1.4414
11/20/2015 1.4547
11/23/2015 2.2973
11/24/2015 1.7645
11/25/2015 2.0714
11/27/2015 1.9122
11/30/2015 1.9529
12/1/2015 1.7356
12/2/2015 1.6166
12/3/2015 1.5189
12/4/2015 1.7746
12/7/2015 2.4599
12/8/2015 2.6708
12/9/2015 2.464
12/10/2015 4.1919
12/11/2015 2.7617
12/14/2015 2.7476
12/15/2015 2.7469
12/16/2015 2.5393
12/17/2015 2.756
12/18/2015 2.1622
12/21/2015 1.9055
12/22/2015 2.0064
12/23/2015 1.8448
12/24/2015 2.245
12/28/2015 2.0593
12/29/2015 3.0268
12/30/2015 2.492
12/31/2015 2.2611
1/4/2016 2.0763
1/5/2016 1.8985
1/6/2016 2.0586
1/7/2016 3.3745
1/8/2016 2.6242
1/11/2016 2.1596
1/12/2016 1.9134
1/13/2016 1.8142
1/14/2016 1.7743
1/15/2016 1.7596
1/19/2016 1.8228
1/20/2016 1.8448
1/21/2016 2.0347
1/22/2016 1.962
1/25/2016 3.0126
1/26/2016 2.2983
1/27/2016 2.4197
1/28/2016 2.0794
1/29/2016 2.1375
2/1/2016 2.17
2/2/2016 2.6865
2/3/2016 2.212
2/4/2016 2.0155
2/5/2016 1.9054
2/8/2016 1.9133
2/9/2016 1.9009
2/10/2016 1.8461
2/11/2016 1.8296
2/12/2016 1.8972
2/16/2016 1.8391
2/17/2016 1.8928
2/18/2016 1.8389
2/19/2016 1.8178
2/22/2016 2.0198
2/23/2016 2.0643
2/24/2016 1.8882
2/25/2016 1.8736
2/26/2016 1.8028
2/29/2016 1.9659
3/1/2016 2.069
3/2/2016 2.0716
3/3/2016 1.8614
3/4/2016 1.8531
3/7/2016 1.7757
3/8/2016 1.7482
3/9/2016 1.7371
3/10/2016 1.7363
3/11/2016 1.7643
3/14/2016 1.7702
3/15/2016 1.8213
3/17/2016 1.8045
3/18/2016 1.7739
3/21/2016 1.9616
3/22/2016 2.5685
3/23/2016 2.2042
3/24/2016 2.3403
3/25/2016 2.7373
3/28/2016 2.367
3/29/2016 2.0247
3/30/2016 2.0929
3/31/2016 2.0896
4/1/2016 2.0133
4/4/2016 1.8957
4/5/2016 2.6044
4/6/2016 2.0826
4/7/2016 2.6345
4/8/2016 2.1549
4/11/2016 2.1207
4/12/2016 1.9569
4/13/2016 1.8957
4/14/2016 2.0386
4/15/2016 1.8705
4/18/2016 1.8897
4/19/2016 1.8006
4/20/2016 1.7255
4/21/2016 1.6812
4/22/2016 1.9041
4/25/2016 1.8036
4/26/2016 1.7439
4/27/2016 1.7084
4/28/2016 1.7397
4/29/2016 1.9699
5/2/2016 1.8078
5/3/2016 1.7349
5/4/2016 1.7227
5/5/2016 2.2154
5/6/2016 2.1348
5/9/2016 1.9515
5/10/2016 2.044
5/11/2016 2.0787
5/12/2016 1.8641
5/13/2016 1.7885
5/16/2016 1.7749
5/17/2016 2.2545
5/18/2016 1.9347
5/19/2016 1.7778
5/20/2016 1.751
5/23/2016 2.1678
5/24/2016 2.2787
5/25/2016 1.9167
5/26/2016 1.7302
5/27/2016 1.8828

Return to text


Figure 2: Intraday GCF Repo Rate Volatility, 10am - 3pm spread
Date Intraday Repo Rate Volatlity
6/15/2012 -0.4
6/18/2012 -1.9
6/19/2012 0.1
6/20/2012 0
6/21/2012 0.5
6/22/2012 0.2
6/25/2012 -1.1
6/26/2012 -0.5
6/27/2012 -0.2
6/28/2012 0.2
6/29/2012 -1.4
7/2/2012 -0.2
7/3/2012 -0.3
7/5/2012 -0.4
7/6/2012 -0.2
7/9/2012 -0.2
7/10/2012 0.3
7/11/2012 -0.1
7/12/2012 -0.8
7/13/2012 0.3
7/16/2012 -0.7
7/17/2012 -0.8
7/18/2012 -2
7/19/2012 0.9
7/20/2012 -0.9
7/23/2012 -0.4
7/24/2012 0.5
7/25/2012 -0.3
7/26/2012 0
7/27/2012 0
7/30/2012 -0.3
7/31/2012 -0.6
8/1/2012 0
8/2/2012 0.5
8/3/2012 0
8/6/2012 0.1
8/7/2012 0.9
8/8/2012 -0.1
8/9/2012 -0.3
8/10/2012 -0.4
8/13/2012 0
8/14/2012 0.1
8/15/2012 -0.5
8/16/2012 -0.7
8/17/2012 -0.3
8/20/2012 -0.2
8/21/2012 -0.3
8/22/2012 0
8/23/2012 -0.2
8/24/2012 -0.7
8/27/2012 -0.5
8/28/2012 -0.4
8/29/2012 0
8/30/2012 0.1
8/31/2012 0.5
9/4/2012 -0.4
9/5/2012 0.1
9/6/2012 -0.2
9/7/2012 0.4
9/10/2012 0.4
9/11/2012 0.1
9/12/2012 0
9/13/2012 -0.6
9/14/2012 -0.6
9/17/2012 0.2
9/18/2012 0.1
9/19/2012 0.1
9/20/2012 -0.4
9/21/2012 -1.6
9/24/2012 0.1
9/25/2012 -0.7
9/26/2012 -2.2
9/27/2012 0.4
9/28/2012 1.6
10/1/2012 0.2
10/2/2012 0
10/3/2012 -0.7
10/4/2012 0.1
10/5/2012 -1
10/9/2012 0
10/10/2012 0.1
10/11/2012 0.1
10/12/2012 -0.4
10/15/2012 -0.3
10/16/2012 -0.8
10/17/2012 0.2
10/18/2012 -0.4
10/19/2012 -1.4
10/22/2012 -0.8
10/23/2012 0
10/24/2012 0.5
10/25/2012 -0.5
10/26/2012 -0.5
10/29/2012 -0.5
10/30/2012 -0.5
10/31/2012 -2.6
11/1/2012 -1.6
11/2/2012 -2.5
11/5/2012 -0.5
11/6/2012 -2
11/7/2012 -0.6
11/8/2012 0.8
11/9/2012 -0.2
11/13/2012 0.4
11/14/2012 -1.4
11/15/2012 -0.5
11/16/2012 -0.1
11/19/2012 0
11/20/2012 -0.1
11/21/2012 -0.9
11/23/2012 1.1
11/26/2012 -1.5
11/27/2012 -0.2
11/28/2012 -1.8
11/29/2012 -0.8
11/30/2012 0.7
12/3/2012 0.7
12/4/2012 0.4
12/5/2012 -0.1
12/6/2012 -0.2
12/7/2012 -1.6
12/10/2012 1
12/11/2012 -0.5
12/12/2012 -0.9
12/13/2012 0.8
12/14/2012 1.1
12/17/2012 0.5
12/18/2012 -1.1
12/19/2012 1.1
12/20/2012 0.7
12/21/2012 -2.4
12/24/2012 -1
12/26/2012 -1.9
12/27/2012 0.9
12/28/2012 0.2
12/31/2012 3.2
1/2/2013 -1.8
1/3/2013 -1.4
1/4/2013 -0.5
1/7/2013 -0.1
1/8/2013 -0.4
1/9/2013 -0.5
1/10/2013 3.3
1/11/2013 1.7
1/14/2013 0.7
1/15/2013 -2.8
1/16/2013 -2.2
1/17/2013 -0.8
1/18/2013 -1.8
1/22/2013 -0.4
1/23/2013 0.7
1/24/2013 1
1/25/2013 -2
1/28/2013 -2.6
1/29/2013 -0.1
1/30/2013 0.6
1/31/2013 0.8
2/1/2013 0
2/4/2013 -0.5
2/5/2013 -0.2
2/6/2013 -0.2
2/7/2013 1.2
2/8/2013 -1.3
2/11/2013 -0.1
2/12/2013 -0.2
2/13/2013 -0.4
2/14/2013 1.1
2/15/2013 -2.6
2/19/2013 0.7
2/20/2013 -0.3
2/21/2013 -0.7
2/22/2013 -0.3
2/25/2013 -1.7
2/26/2013 1.2
2/27/2013 0.7
2/28/2013 2.2
3/1/2013 0.9
3/4/2013 -0.1
3/5/2013 0.2
3/6/2013 -0.4
3/7/2013 -0.2
3/8/2013 0
3/11/2013 -0.4
3/12/2013 -1.7
3/13/2013 -0.5
3/14/2013 3.2
3/15/2013 -0.5
3/18/2013 0
3/19/2013 1.3
3/20/2013 -2.5
3/21/2013 -0.8
3/22/2013 0.5
3/25/2013 -1.7
3/26/2013 -1.2
3/27/2013 3.5
3/28/2013 1.3
3/29/2013 1.3
4/1/2013 0.4
4/2/2013 -1.1
4/3/2013 0.5
4/4/2013 1.2
4/5/2013 0.3
4/8/2013 0.4
4/9/2013 0.5
4/10/2013 0.8
4/11/2013 0
4/12/2013 0
4/15/2013 0.4
4/16/2013 -0.2
4/17/2013 -0.3
4/18/2013 0
4/19/2013 -0.7
4/22/2013 -2.1
4/23/2013 -1.2
4/24/2013 2.1
4/25/2013 -0.8
4/26/2013 -1
4/29/2013 0
4/30/2013 1.6
5/1/2013 0.8
5/2/2013 0.6
5/3/2013 -0.6
5/6/2013 -1
5/7/2013 -0.1
5/8/2013 0.3
5/9/2013 0.5
5/10/2013 -0.7
5/13/2013 -2.7
5/14/2013 -0.7
5/15/2013 -0.6
5/16/2013 -0.3
5/17/2013 -0.1
5/20/2013 -0.8
5/21/2013 -0.6
5/22/2013 0.4
5/23/2013 -0.5
5/24/2013 -0.9
5/28/2013 -0.7
5/29/2013 -0.9
5/30/2013 0.2
5/31/2013 2.5
6/3/2013 -2.2
6/4/2013 -0.6
6/5/2013 0.2
6/6/2013 0.1
6/7/2013 -0.4
6/10/2013 0.2
6/11/2013 0.1
6/12/2013 0.1
6/13/2013 0.4
6/14/2013 0.7
6/17/2013 0.6
6/18/2013 0
6/19/2013 -0.2
6/20/2013 0.3
6/21/2013 -0.2
6/24/2013 -1
6/25/2013 -0.9
6/26/2013 -0.1
6/27/2013 3.2
6/28/2013 -6.5
7/1/2013 -0.2
7/2/2013 2.2
7/3/2013 0.3
7/5/2013 -0.4
7/8/2013 -1.3
7/9/2013 -0.3
7/10/2013 -0.1
7/11/2013 -0.6
7/12/2013 2.6
7/15/2013 -0.6
7/16/2013 0.4
7/17/2013 0.4
7/18/2013 0
7/19/2013 -0.1
7/22/2013 -0.2
7/23/2013 0.1
7/24/2013 0.9
7/25/2013 -0.3
7/26/2013 0.3
7/29/2013 0.1
7/30/2013 -0.3
7/31/2013 -0.6
8/1/2013 1.4
8/2/2013 0.4
8/5/2013 1.5
8/6/2013 -0.4
8/7/2013 -0.1
8/8/2013 0.2
8/9/2013 0.4
8/12/2013 -0.3
8/13/2013 -0.6
8/14/2013 -0.3
8/15/2013 -0.8
8/16/2013 -0.7
8/19/2013 -0.3
8/20/2013 -0.3
8/21/2013 -0.2
8/22/2013 0.1
8/23/2013 0
8/26/2013 -0.3
8/27/2013 0.3
8/28/2013 0
8/29/2013 0.3
8/30/2013 -0.9
9/3/2013 0.5
9/4/2013 -0.2
9/5/2013 0.3
9/6/2013 -0.5
9/9/2013 0
9/10/2013 0
9/11/2013 0.8
9/12/2013 0
9/13/2013 -0.3
9/16/2013 0.5
9/17/2013 -0.4
9/18/2013 -0.1
9/19/2013 0.8
9/20/2013 -0.1
9/23/2013 -0.3
9/24/2013 0.2
9/25/2013 -0.2
9/26/2013 -0.4
9/27/2013 -0.5
9/30/2013 -0.2
10/1/2013 0.5
10/2/2013 0.5
10/3/2013 0.3
10/4/2013 -0.4
10/7/2013 -0.2
10/8/2013 0.3
10/9/2013 0.3
10/10/2013 -2.8
10/11/2013 -0.2
10/15/2013 0.6
10/16/2013 -0.5
10/17/2013 0.7
10/18/2013 -1.3
10/21/2013 -0.2
10/22/2013 -1.1
10/23/2013 1.4
10/24/2013 1.4
10/25/2013 2.3
10/28/2013 0.5
10/29/2013 -0.2
10/30/2013 -0.4
10/31/2013 -1.3
11/1/2013 -0.3
11/4/2013 -0.2
11/5/2013 -0.2
11/6/2013 -0.2
11/7/2013 1.1
11/8/2013 -0.3
11/12/2013 0
11/13/2013 -0.2
11/14/2013 2.1
11/15/2013 0.1
11/18/2013 -0.2
11/19/2013 -0.1
11/20/2013 -0.5
11/21/2013 0
11/22/2013 0.2
11/25/2013 -0.2
11/26/2013 -0.6
11/27/2013 -0.9
11/29/2013 -0.9
12/2/2013 0.2
12/3/2013 -0.6
12/4/2013 0.2
12/5/2013 0
12/6/2013 -0.3
12/9/2013 -0.4
12/10/2013 -0.8
12/11/2013 -0.2
12/12/2013 0
12/13/2013 0.3
12/16/2013 -0.1
12/17/2013 1.3
12/18/2013 0.2
12/19/2013 -0.2
12/20/2013 -1.3
12/23/2013 -0.6
12/24/2013 -0.6
12/26/2013 -0.4
12/27/2013 -0.5
12/30/2013 -1.2
12/31/2013 -0.3
1/2/2014 0.6
1/3/2014 -1.3
1/6/2014 0
1/7/2014 0.1
1/8/2014 -0.3
1/9/2014 -0.3
1/10/2014 -0.1
1/13/2014 -0.4
1/14/2014 0
1/15/2014 -0.2
1/16/2014 0.3
1/17/2014 -0.3
1/21/2014 -0.4
1/22/2014 -0.3
1/23/2014 -0.1
1/24/2014 0
1/27/2014 -0.4
1/28/2014 -0.4
1/29/2014 0.2
1/30/2014 0.5
1/31/2014 0.2
2/3/2014 -0.3
2/4/2014 -0.2
2/5/2014 -0.2
2/6/2014 -0.2
2/7/2014 -0.5
2/10/2014 0
2/11/2014 -0.3
2/12/2014 -0.2
2/13/2014 -0.6
2/14/2014 0.3
2/18/2014 0.8
2/19/2014 -0.1
2/20/2014 -0.5
2/21/2014 -0.1
2/24/2014 0
2/25/2014 -0.1
2/26/2014 -0.1
2/27/2014 0.3
2/28/2014 2.1
3/3/2014 0.2
3/4/2014 0.7
3/5/2014 -0.2
3/6/2014 0.2
3/7/2014 -0.2
3/10/2014 -0.7
3/11/2014 -0.1
3/12/2014 -0.2
3/13/2014 0
3/14/2014 -0.1
3/17/2014 0.7
3/18/2014 -0.7
3/19/2014 0
3/20/2014 -0.7
3/21/2014 -0.1
3/24/2014 -0.1
3/25/2014 -0.4
3/26/2014 -0.5
3/27/2014 0.1
3/28/2014 -0.1
3/31/2014 0.4
4/1/2014 0
4/2/2014 0.2
4/3/2014 0.4
4/4/2014 0
4/7/2014 -0.1
4/8/2014 -0.1
4/9/2014 0
4/10/2014 -0.2
4/11/2014 -0.2
4/14/2014 -0.1
4/15/2014 -0.4
4/16/2014 0.2
4/17/2014 -0.8
4/21/2014 -0.3
4/22/2014 0
4/23/2014 1.9
4/24/2014 0.3
4/25/2014 -0.4
4/28/2014 -0.1
4/29/2014 -0.3
4/30/2014 -0.9
5/1/2014 0.1
5/2/2014 0.4
5/5/2014 0.2
5/6/2014 -0.1
5/7/2014 -0.1
5/8/2014 0.7
5/9/2014 -0.1
5/12/2014 -0.2
5/13/2014 -0.1
5/14/2014 0.1
5/15/2014 0.1
5/16/2014 0.2
5/19/2014 0.1
5/20/2014 -0.8
5/21/2014 -0.3
5/22/2014 0
5/23/2014 0.6
5/27/2014 0.9
5/28/2014 1.2
5/29/2014 1.2
5/30/2014 -0.9
6/2/2014 1.1
6/3/2014 -0.2
6/4/2014 -0.3
6/5/2014 0
6/6/2014 -0.3
6/9/2014 1.8
6/10/2014 0.4
6/11/2014 2.6
6/12/2014 -1.7
6/13/2014 0.1
6/16/2014 -1.4
6/17/2014 0.2
6/18/2014 -0.7
6/19/2014 0.3
6/20/2014 -0.9
6/23/2014 -0.5
6/24/2014 0.8
6/25/2014 -0.1
6/26/2014 2.1
6/27/2014 -0.8
6/30/2014 -1.7
7/1/2014 -0.6
7/2/2014 0
7/3/2014 -0.1
7/7/2014 -1
7/8/2014 -0.6
7/9/2014 0.1
7/10/2014 -0.2
7/11/2014 -0.1
7/14/2014 -0.1
7/15/2014 0.4
7/16/2014 -0.1
7/17/2014 0.8
7/18/2014 -1.6
7/21/2014 -0.6
7/22/2014 -0.6
7/23/2014 0.1
7/24/2014 2.4
7/25/2014 0.2
7/28/2014 -0.8
7/29/2014 -0.2
7/30/2014 -0.1
7/31/2014 0
8/1/2014 -1
8/4/2014 -1
8/5/2014 -0.4
8/6/2014 -0.7
8/7/2014 -0.3
8/8/2014 0
8/11/2014 0.5
8/12/2014 0
8/13/2014 -0.3
8/14/2014 1.8
8/15/2014 0.9
8/18/2014 -0.2
8/19/2014 0
8/20/2014 -0.3
8/21/2014 0.2
8/22/2014 -0.5
8/25/2014 -0.9
8/26/2014 -1.1
8/27/2014 -0.5
8/28/2014 -0.2
8/29/2014 -0.7
9/2/2014 2.4
9/3/2014 0
9/4/2014 0.4
9/5/2014 -1.5
9/8/2014 -0.8
9/9/2014 -0.3
9/10/2014 0.1
9/11/2014 -0.5
9/12/2014 5.4
9/15/2014 -0.9
9/16/2014 -1
9/17/2014 -0.4
9/18/2014 -0.1
9/19/2014 -1
9/22/2014 -0.8
9/23/2014 -0.3
9/24/2014 -0.1
9/25/2014 0.2
9/26/2014 -0.5
9/29/2014 -1.1
9/30/2014 2.6
10/1/2014 -0.2
10/2/2014 1.2
10/3/2014 -0.7
10/6/2014 1.3
10/7/2014 -0.4
10/8/2014 0.2
10/9/2014 1.9
10/10/2014 -0.3
10/14/2014 1.2
10/15/2014 0.7
10/16/2014 3.4
10/17/2014 -1.7
10/20/2014 1.2
10/21/2014 -0.1
10/22/2014 -0.3
10/23/2014 -0.3
10/24/2014 2.8
10/27/2014 -2
10/28/2014 -0.1
10/29/2014 0.7
10/30/2014 -0.5
10/31/2014 3
11/3/2014 -0.6
11/4/2014 -0.2
11/5/2014 -1.2
11/6/2014 -0.3
11/7/2014 -0.2
11/10/2014 0.5
11/12/2014 0
11/13/2014 -0.3
11/14/2014 -2
11/17/2014 -2.6
11/18/2014 -0.5
11/19/2014 1.7
11/20/2014 -0.3
11/21/2014 -2.7
11/24/2014 -0.2
11/25/2014 0.1
11/26/2014 0.4
11/28/2014 2.8
12/1/2014 2.3
12/2/2014 -1.6
12/3/2014 -1.2
12/4/2014 1
12/5/2014 -0.7
12/8/2014 -1.1
12/9/2014 -0.6
12/10/2014 0.3
12/11/2014 1.4
12/12/2014 -0.5
12/15/2014 1
12/16/2014 -0.8
12/17/2014 1.7
12/18/2014 -0.8
12/19/2014 -2.3
12/22/2014 -0.7
12/23/2014 -1.4
12/24/2014 -4.4
12/26/2014 0.5
12/29/2014 0
12/30/2014 -1.4
12/31/2014 4.5
1/2/2015 -0.8
1/5/2015 -0.1
1/6/2015 0
1/7/2015 0.6
1/8/2015 0.7
1/9/2015 -0.5
1/12/2015 1.1
1/13/2015 0.4
1/14/2015 0.6
1/15/2015 1.4
1/16/2015 -2.1
1/20/2015 -1.9
1/21/2015 -0.2
1/22/2015 -1
1/23/2015 -1.7
1/26/2015 -1.8
1/27/2015 -1.7
1/28/2015 -2
1/29/2015 1.5
1/30/2015 0.1
2/2/2015 2.4
2/3/2015 -0.2
2/4/2015 0.4
2/5/2015 2.6
2/6/2015 0.1
2/9/2015 -0.3
2/10/2015 -0.1
2/11/2015 0.8
2/12/2015 -2.7
2/13/2015 -1.8
2/17/2015 -0.5
2/18/2015 -1.1
2/19/2015 -2.2
2/20/2015 -0.6
2/23/2015 -1.6
2/24/2015 -0.5
2/25/2015 -1.6
2/26/2015 1.2
2/27/2015 -0.6
3/2/2015 -0.3
3/3/2015 2.7
3/4/2015 1.7
3/5/2015 -0.1
3/6/2015 0.4
3/9/2015 0.1
3/10/2015 -0.9
3/11/2015 -0.5
3/12/2015 0.4
3/13/2015 0.9
3/16/2015 2.8
3/17/2015 -2.1
3/18/2015 -1.3
3/19/2015 -0.2
3/20/2015 -0.7
3/23/2015 0.2
3/24/2015 6.8
3/25/2015 -0.9
3/26/2015 -0.3
3/27/2015 -0.2
3/30/2015 -0.3
3/31/2015 8.1
4/1/2015 -1.3
4/2/2015 2.3
4/3/2015 2.3
4/6/2015 0.1
4/7/2015 0.2
4/8/2015 0.6
4/9/2015 2.5
4/10/2015 -0.9
4/13/2015 0.1
4/14/2015 0.4
4/15/2015 -0.3
4/16/2015 0.7
4/17/2015 -3.2
4/20/2015 -1
4/21/2015 -0.5
4/22/2015 -0.1
4/23/2015 -0.7
4/24/2015 0.1
4/27/2015 -3.1
4/28/2015 -0.8
4/29/2015 0.6
4/30/2015 1.4
5/1/2015 -1.8
5/4/2015 0.9
5/5/2015 -0.6
5/6/2015 -2.2
5/7/2015 0
5/8/2015 1.3
5/11/2015 1.2
5/12/2015 -1.1
5/13/2015 -1.4
5/14/2015 -0.5
5/15/2015 -4.7
5/18/2015 -1.2
5/19/2015 -1.1
5/20/2015 -0.3
5/21/2015 -1.8
5/22/2015 -3.1
5/26/2015 -2
5/27/2015 -0.7
5/28/2015 0.3
5/29/2015 0.8
6/1/2015 1.9
6/2/2015 0.3
6/3/2015 -0.2
6/4/2015 -0.5
6/5/2015 0
6/8/2015 -0.5
6/9/2015 0.3
6/10/2015 2.3
6/11/2015 -0.8
6/12/2015 0.7
6/15/2015 -1.3
6/16/2015 -1.8
6/17/2015 0
6/18/2015 -0.5
6/19/2015 -0.6
6/22/2015 -1.6
6/23/2015 -0.1
6/24/2015 3.2
6/25/2015 1.4
6/26/2015 -3.2
6/29/2015 -3.2
6/30/2015 -2.4
7/1/2015 0.6
7/2/2015 0.5
7/6/2015 3.1
7/7/2015 0.4
7/8/2015 0.4
7/9/2015 1.8
7/10/2015 1.2
7/13/2015 0.9
7/14/2015 0.4
7/15/2015 -2.8
7/16/2015 0.3
7/17/2015 -2.5
7/20/2015 -1.3
7/21/2015 -0.9
7/22/2015 3.4
7/23/2015 3.2
7/24/2015 1.7
7/27/2015 0.1
7/28/2015 0.2
7/29/2015 -0.5
7/30/2015 -0.4
7/31/2015 0.1
8/3/2015 1.8
8/4/2015 1
8/5/2015 0
8/6/2015 0.7
8/7/2015 -0.9
8/10/2015 0.6
8/11/2015 -0.7
8/12/2015 -0.3
8/13/2015 -0.7
8/14/2015 1.6
8/17/2015 0.6
8/18/2015 -0.1
8/19/2015 -0.5
8/20/2015 -0.2
8/21/2015 -1.8
8/24/2015 -1.4
8/25/2015 -0.9
8/26/2015 -1.3
8/27/2015 0
8/28/2015 0.2
8/31/2015 1.5
9/1/2015 -0.4
9/2/2015 -1.1
9/3/2015 -1.6
9/4/2015 -1.7
9/8/2015 0.1
9/9/2015 1.8
9/10/2015 -0.1
9/11/2015 -0.3
9/14/2015 -2.6
9/15/2015 -0.9
9/16/2015 0.1
9/17/2015 -1.1
9/18/2015 -0.2
9/21/2015 -0.1
9/22/2015 -1.9
9/23/2015 0.7
9/24/2015 -1.2
9/25/2015 0.3
9/28/2015 -1.2
9/29/2015 0.2
9/30/2015 0.1
10/1/2015 1.2
10/2/2015 -2.5
10/5/2015 0.8
10/6/2015 -0.2
10/7/2015 -0.3
10/8/2015 0.8
10/9/2015 -0.2
10/13/2015 2.8
10/14/2015 0
10/15/2015 0
10/16/2015 -1.1
10/19/2015 -0.8
10/20/2015 -1.5
10/21/2015 -1.9
10/22/2015 -0.3
10/23/2015 -1.3
10/26/2015 -1.1
10/28/2015 -0.3
10/29/2015 -1.1
10/30/2015 -1.3
11/2/2015 -0.2
11/3/2015 0.7
11/4/2015 -0.5
11/5/2015 -1
11/6/2015 -1.5
11/9/2015 -0.3
11/10/2015 0.2
11/12/2015 0
11/13/2015 0.5
11/16/2015 -0.2
11/17/2015 -0.6
11/18/2015 -1.8
11/19/2015 -0.9
11/20/2015 -0.3
11/23/2015 -0.1
11/24/2015 0.8
11/25/2015 -0.6
11/27/2015 0
11/30/2015 -1.3
12/1/2015 0.5
12/2/2015 5.4
12/3/2015 -0.1
12/4/2015 0.8
12/7/2015 0.6
12/8/2015 0
12/9/2015 -4.2
12/10/2015 -1.3
12/11/2015 -2
12/14/2015 4.3
12/15/2015 0.3
12/16/2015 -6.9
12/17/2015 1.8
12/18/2015 -2.4
12/21/2015 -1.5
12/22/2015 0.6
12/23/2015 0.4
12/24/2015 -0.1
12/28/2015 -3
12/29/2015 -2.9
12/30/2015 -2.8
12/31/2015 5.5
1/4/2016 5.3
1/5/2016 1.1
1/6/2016 0.4
1/7/2016 1
1/8/2016 -0.8
1/11/2016 -0.5
1/12/2016 0.1
1/13/2016 -0.3
1/14/2016 0.2
1/15/2016 0.3
1/19/2016 2.2
1/20/2016 -0.7
1/21/2016 0.8
1/22/2016 -2.6
1/25/2016 -2.5
1/26/2016 -0.1
1/27/2016 0.2
1/28/2016 -0.6
1/29/2016 -7.2
2/1/2016 1.1
2/2/2016 0.2
2/3/2016 -1.7
2/4/2016 -0.1
2/5/2016 -0.7
2/8/2016 0
2/9/2016 -0.2
2/10/2016 -0.4
2/11/2016 -1.8
2/12/2016 0
2/16/2016 -1.9
2/17/2016 -0.4
2/18/2016 -0.1
2/19/2016 -1.9
2/22/2016 -2.5
2/23/2016 -0.5
2/24/2016 -1.8
2/25/2016 -1
2/26/2016 -2.3
2/29/2016 -1.2
3/1/2016 1
3/2/2016 -0.5
3/3/2016 -0.8
3/4/2016 0
3/7/2016 -0.2
3/8/2016 -0.3
3/9/2016 0.2
3/10/2016 0.2
3/11/2016 -0.5
3/14/2016 -1.8
3/15/2016 -1.3
3/17/2016 -1.6
3/18/2016 -1.8
3/21/2016 -0.7
3/22/2016 0.9
3/23/2016 2.1
3/24/2016 0.7
3/25/2016 0.7
3/28/2016 -1.6
3/29/2016 -6.1
3/30/2016 0.1
3/31/2016 8.5
4/1/2016 1
4/4/2016 -1.1
4/5/2016 -0.3
4/6/2016 0.6
4/7/2016 0
4/8/2016 1
4/11/2016 -0.2
4/12/2016 2.1
4/13/2016 -0.8
4/14/2016 2.5
4/15/2016 1.2
4/18/2016 -3
4/19/2016 1.7
4/20/2016 -2.2
4/21/2016 4.1
4/22/2016 -5.4
4/25/2016 -1.8
4/26/2016 -0.4
4/27/2016 -1.4
4/28/2016 1
4/29/2016 -2.5
5/2/2016 3.5
5/3/2016 0
5/4/2016 0.7
5/5/2016 0.2
5/6/2016 -0.6
5/9/2016 0.2
5/10/2016 -0.9
5/11/2016 -0.1
5/12/2016 -0.1
5/13/2016 2.4
5/16/2016 -0.2
5/17/2016 -0.2
5/18/2016 -1.5
5/19/2016 -0.2
5/20/2016 -5.4
5/23/2016 -2.6
5/24/2016 -2.2
5/25/2016 -1.6
5/26/2016 0.5
5/27/2016 3.5

Return to text

Last Update: October 19, 2017