Additional Information about Reference Rates Administered by the New York Fed

[Pallas_Boreas]

Table of Contents in the PDF:

Last Updated: 4/6/2026

Information about the Effective Federal Funds Rate and Overnight Bank Funding Rate

Primary Data Inputs for the EFFR and OBFR
Data Contingencies for the EFFR and OBFR
Data Exclusions for the EFFR and OBFR
Calculation Methodology for the EFFR and OBFR
Details on Publication and Revisions for the EFFR and OBFR
Information about the Treasury Repo Reference Rates

Primary Data Inputs for the Treasury Repo Reference Rates
Data Contingencies for the Treasury Repo Reference Rates
Data Exclusions for the Treasury Repo Reference Rates
Calculation Methodology for the TGCR, BGCR, and SOFR
Calculation Methodology for the SOFR Averages and Index
Details on Publication and Revisions for the Treasury Repo Reference Rates
Information about Governance

IOSCO Compliance
Internal Oversight
Methodology Changes
Conflicts of Interest
Questions and Complaints
Additional Reference Rate Data

Link: https://www.newyorkfed.org/markets/reference-rates/additional-information-about-reference-rates