FFSD false Federal Funds rates standard deviation 2008-11-20 Federal Reserve Bank of New York George Matthes george.matthes@ny.frb.org

D FF O D S 2008-11-19 0.2 2008-11-18 0.22 2008-11-17 0.24 2008-11-14 0.21 2008-11-13 0.2 2008-11-12 0.26 2008-11-10 0.2 2008-11-07 0.21 2008-11-06 0.2 2008-11-05 0.21 2008-11-04 0.19 2008-11-03 0.2 2008-10-31 0.21 2008-10-30 0.28 2008-10-29 0.3 2008-10-28 0.36 2008-10-27 0.28 2008-10-24 0.21 2008-10-23 0.28 2008-10-22 0.27 2008-10-21 0.33 2008-10-20 0.33 2008-10-17 0.38 2008-10-16 0.45 2008-10-15 0.44 2008-10-14 0.49 2008-10-10 0.43 2008-10-09 1.03 2008-10-08 1.6 2008-10-07 1.53 2008-10-06 0.65 2008-10-03 0.82 2008-10-02 0.53 2008-10-01 0.74 2008-09-30 1.95 2008-09-29 0.93 2008-09-26 0.69 2008-09-25 0.66 2008-09-24 0.66 2008-09-23 0.69 2008-09-22 0.92 2008-09-19 1.01 2008-09-18 1.13 2008-09-17 0.78 2008-09-16 1.1 2008-09-15 1.72 2008-09-12 0.1 2008-09-11 0.19 2008-09-10 0.18 2008-09-09 0.07 2008-09-08 0.22 2008-09-05 0.1 2008-09-04 0.13 2008-09-03 0.09 2008-09-02 0.31 2008-08-29 0.24 2008-08-28 0.1 2008-08-27 0.1 2008-08-26 0.25 2008-08-25 0.15 2008-08-22 0.13 2008-08-21 0.06 2008-08-20 0.16 2008-08-19 0.1 2008-08-18 0.26 2008-08-15 0.24 2008-08-14 0.05 2008-08-13 0.07 2008-08-12 0.11 2008-08-11 0.14 2008-08-08 0.06 2008-08-07 0.18 2008-08-06 0.1 2008-08-05 0.15 2008-08-04 0.2 2008-08-01 0.36 2008-07-31 0.19 2008-07-30 0.18 2008-07-29 0.21 2008-07-28 0.32 2008-07-25 0.2 2008-07-24 0.07 2008-07-23 0.07 2008-07-22 0.06 2008-07-21 0.09 2008-07-18 0.11 2008-07-17 0.05 2008-07-16 0.31 2008-07-15 0.16 2008-07-14 0.08 2008-07-11 0.12 2008-07-10 0.05 2008-07-09 0.12 2008-07-08 0.22 2008-07-07 0.33 2008-07-03 0.36 2008-07-02 0.43 2008-07-01 0.5 2008-06-30 0.33 2008-06-27 0.39 2008-06-26 0.11 2008-06-25 0.23 2008-06-24 0.17 2008-06-23 0.11 2008-06-20 0.11 2008-06-19 0.12 2008-06-18 0.25 2008-06-17 0.29 2008-06-16 0.31 2008-06-13 0.2 2008-06-12 0.07 2008-06-11 0.15 2008-06-10 0.22 2008-06-09 0.13 2008-06-06 0.1 2008-06-05 0.11 2008-06-04 0.13 2008-06-03 0.61 2008-06-02 0.23 2008-05-30 0.45 2008-05-29 0.37 2008-05-28 0.4 2008-05-27 0.26 2008-05-23 0.24 2008-05-22 0.07 2008-05-21 0.24 2008-05-20 0.08 2008-05-19 0.15 2008-05-16 0.24 2008-05-15 0.33 2008-05-14 0.23 2008-05-13 0.22 2008-05-12 0.31 2008-05-09 0.25 2008-05-08 0.11 2008-05-07 0.17 2008-05-06 0.21 2008-05-05 0.33 2008-05-02 0.46 2008-05-01 0.3 2008-04-30 0.12 2008-04-29 0.25 2008-04-28 0.1 2008-04-25 0.17 2008-04-24 0.13 2008-04-23 0.92 2008-04-22 0.42 2008-04-21 0.15 2008-04-18 0.17 2008-04-17 0.14 2008-04-16 0.13 2008-04-15 0.42 2008-04-14 0.32 2008-04-11 0.22 2008-04-10 0.14 2008-04-09 0.11 2008-04-08 0.26 2008-04-07 0.28 2008-04-04 0.68 2008-04-03 0.3 2008-04-02 0.44 2008-04-01 0.44 2008-03-31 0.44 2008-03-28 0.68 2008-03-27 0.37 2008-03-26 0.33 2008-03-25 0.23 2008-03-24 0.34 2008-03-21 0.36 2008-03-20 0.21 2008-03-19 0.38 2008-03-18 0.77 2008-03-17 0.88 2008-03-14 0.41 2008-03-13 0.13 2008-03-12 0.19 2008-03-11 0.08 2008-03-10 0.11 2008-03-07 0.07 2008-03-06 0.19 2008-03-05 0.13 2008-03-04 0.34 2008-03-03 0.13 2008-02-29 0.61 2008-02-28 0.2 2008-02-27 0.19 2008-02-26 0.36 2008-02-25 0.06 2008-02-22 0.19 2008-02-21 0.14 2008-02-20 0.21 2008-02-19 0.35 2008-02-15 0.52 2008-02-14 0.08 2008-02-13 0.1 2008-02-12 0.28 2008-02-11 0.47 2008-02-08 0.11 2008-02-07 0.12 2008-02-06 0.16 2008-02-05 0.59 2008-02-04 0.71 2008-02-01 0.4 2008-01-31 0.2 2008-01-30 0.14 2008-01-29 0.1 2008-01-28 0.13 2008-01-25 0.15 2008-01-24 0.13 2008-01-23 0.18 2008-01-22 0.17 2008-01-18 0.09 2008-01-17 0.06 2008-01-16 0.16 2008-01-15 0.26 2008-01-14 0.06 2008-01-11 0.08 2008-01-10 0.04 2008-01-09 0.05 2008-01-08 0.06 2008-01-07 0.2 2008-01-04 0.1 2008-01-03 0.06 2008-01-02 0.35 2007-12-31 1.26 2007-12-28 0.48 2007-12-27 0.44 2007-12-26 0.14 2007-12-24 0.57 2007-12-21 0.24 2007-12-20 0.26 2007-12-19 0.47 2007-12-18 0.32 2007-12-17 0.15 2007-12-14 0.45 2007-12-13 0.13 2007-12-12 0.07 2007-12-11 0.05 2007-12-10 0.06 2007-12-07 0.08 2007-12-06 0.06 2007-12-05 0.55 2007-12-04 0.14 2007-12-03 0.44 2007-11-30 0.15 2007-11-29 0.09 2007-11-28 0.08 2007-11-27 0.4 2007-11-26 0.08 2007-11-23 0.09 2007-11-21 0.24 2007-11-20 0.22 2007-11-19 0.09 2007-11-16 0.14 2007-11-15 0.58 2007-11-14 0.19 2007-11-13 0.19 2007-11-09 0.08 2007-11-08 0.18 2007-11-07 0.3 2007-11-06 0.42 2007-11-05 0.5 2007-11-02 0.71 2007-11-01 0.09 2007-10-31 0.41 2007-10-30 0.21 2007-10-29 0.1 2007-10-26 0.16 2007-10-25 0.38 2007-10-24 0.15 2007-10-23 0.16 2007-10-22 0.12 2007-10-19 0.09 2007-10-18 0.1 2007-10-17 0.1 2007-10-16 0.2 2007-10-15 0.13 2007-10-12 0.09 2007-10-11 0.05 2007-10-10 0.74 2007-10-09 0.15 2007-10-05 0.07 2007-10-04 0.05 2007-10-03 0.2 2007-10-02 0.29 2007-10-01 0.39 2007-09-28 1.01 2007-09-27 0.25 2007-09-26 0.14 2007-09-25 0.11 2007-09-24 0.09 2007-09-21 0.1 2007-09-20 0.12 2007-09-19 0.12 2007-09-18 0.34 2007-09-17 0.06 2007-09-14 0.21 2007-09-13 0.22 2007-09-12 0.26 2007-09-11 0.21 2007-09-10 0.18 2007-09-07 0.4 2007-09-06 0.43 2007-09-05 0.11 2007-09-04 0.1 2007-08-31 0.61 2007-08-30 0.6 2007-08-29 0.86 2007-08-28 0.1 2007-08-27 0.09 2007-08-24 0.17 2007-08-23 0.2 2007-08-22 0.48 2007-08-21 0.31 2007-08-20 0.31 2007-08-17 0.67 2007-08-16 0.31 2007-08-15 0.82 2007-08-14 0.91 2007-08-13 0.93 2007-08-10 1.57 2007-08-09 0.16 2007-08-08 0.04 2007-08-07 0.1 2007-08-06 0.05 2007-08-03 0.08 2007-08-02 0.09 2007-08-01 0.12 2007-07-31 0.17 2007-07-30 0.04 2007-07-27 0.09 2007-07-26 0.05 2007-07-25 0.14 2007-07-24 0.1 2007-07-23 0.02 2007-07-20 0.02 2007-07-19 0.02 2007-07-18 0.04 2007-07-17 0.1 2007-07-16 0.05 2007-07-13 0.03 2007-07-12 0.04 2007-07-11 0.04 2007-07-10 0.14 2007-07-09 0.04 2007-07-06 0.06 2007-07-05 0.03 2007-07-03 0.1 2007-07-02 0.05 2007-06-29 0.1 2007-06-28 0.16 2007-06-27 0.05 2007-06-26 0.07 2007-06-25 0.07 2007-06-22 0.03 2007-06-21 0.02 2007-06-20 0.19 2007-06-19 0.05 2007-06-18 0.03 2007-06-15 0.06 2007-06-14 0.02 2007-06-13 0.03 2007-06-12 0.03 2007-06-11 0.05 2007-06-08 0.04 2007-06-07 0.03 2007-06-06 0.13 2007-06-05 0.1 2007-06-04 0.03 2007-06-01 0.12 2007-05-31 0.05 2007-05-30 0.04 2007-05-29 0.02 2007-05-25 0.08 2007-05-24 0.02 2007-05-23 0.07 2007-05-22 0.06 2007-05-21 0.03 2007-05-18 0.03 2007-05-17 0.02 2007-05-16 0.02 2007-05-15 0.02 2007-05-14 0.03 2007-05-11 0.06 2007-05-10 0.05 2007-05-09 0.07 2007-05-08 0.04 2007-05-07 0.03 2007-05-04 0.02 2007-05-03 0.04 2007-05-02 0.08 2007-05-01 0.05 2007-04-30 0.03 2007-04-27 0.07 2007-04-26 0.04 2007-04-25 0.26 2007-04-24 0.07 2007-04-23 0.07 2007-04-20 0.04 2007-04-19 0.16 2007-04-18 0.05 2007-04-17 0.17 2007-04-16 0.03 2007-04-13 0.09 2007-04-12 0.03 2007-04-11 0.17 2007-04-10 0.05 2007-04-09 0.06 2007-04-06 0.07 2007-04-05 0.15 2007-04-04 0.07 2007-04-03 0.13 2007-04-02 0.17 2007-03-30 0.2 2007-03-29 0.03 2007-03-28 0.06 2007-03-27 0.03 2007-03-26 0.04 2007-03-23 0.05 2007-03-22 0.04 2007-03-21 0.03 2007-03-20 0.06 2007-03-19 0.04 2007-03-16 0.09 2007-03-15 0.06 2007-03-14 0.04 2007-03-13 0.03 2007-03-12 0.02 2007-03-09 0.04 2007-03-08 0.04 2007-03-07 0.05 2007-03-06 0.06 2007-03-05 0.04 2007-03-02 0.09 2007-03-01 0.08 2007-02-28 0.27 2007-02-27 0.04 2007-02-26 0.07 2007-02-23 0.03 2007-02-22 0.04 2007-02-21 0.04 2007-02-20 0.03 2007-02-16 0.05 2007-02-15 0.04 2007-02-14 0.06 2007-02-13 0.02 2007-02-12 0.06 2007-02-09 0.03 2007-02-08 0.04 2007-02-07 0.03 2007-02-06 0.03 2007-02-05 0.04 2007-02-02 0.03 2007-02-01 0.07 2007-01-31 0.17 2007-01-30 0.04 2007-01-29 0.06 2007-01-26 0.03 2007-01-25 0.1 2007-01-24 0.11 2007-01-23 0.12 2007-01-22 0.04 2007-01-19 0.16 2007-01-18 0.03 2007-01-17 0.16 2007-01-16 0.09 2007-01-12 0.13 2007-01-11 0.04 2007-01-10 0.1 2007-01-09 0.18 2007-01-08 0.06 2007-01-05 0.06 2007-01-04 0.03 2007-01-03 0.24 2007-01-02 0.09 2006-12-29 0.17 2006-12-28 0.09 2006-12-27 0.2 2006-12-26 0.12 2006-12-22 0.03 2006-12-21 0.03 2006-12-20 0.11 2006-12-19 0.04 2006-12-18 0.08 2006-12-15 0.1 2006-12-14 0.14 2006-12-13 0.03 2006-12-12 0.05 2006-12-11 0.02 2006-12-08 0.06 2006-12-07 0.07 2006-12-06 0.12 2006-12-05 0.13 2006-12-04 0.13 2006-12-01 0.06 2006-11-30 0.05 2006-11-29 0.05 2006-11-28 0.03 2006-11-27 0.13 2006-11-24 0.06 2006-11-22 0.08 2006-11-21 0.15 2006-11-20 0.05 2006-11-17 0.18 2006-11-16 0.02 2006-11-15 0.03 2006-11-14 0.02 2006-11-13 0.05 2006-11-10 0.05 2006-11-09 0.02 2006-11-08 0.04 2006-11-07 0.04 2006-11-06 0.03 2006-11-03 0.03 2006-11-02 0.07 2006-11-01 0.12 2006-10-31 0.07 2006-10-30 0.04 2006-10-27 0.02 2006-10-26 0.05 2006-10-25 0.08 2006-10-24 0.11 2006-10-23 0.02 2006-10-20 0.03 2006-10-19 0.09 2006-10-18 0.04 2006-10-17 0.06 2006-10-16 0.04 2006-10-13 0.12 2006-10-12 0.03 2006-10-11 0.1 2006-10-10 0.06 2006-10-06 0.04 2006-10-05 0.03 2006-10-04 0.03 2006-10-03 0.04 2006-10-02 0.06 2006-09-29 0.1 2006-09-28 0.14 2006-09-27 0.08 2006-09-26 0.06 2006-09-25 0.06 2006-09-22 0.12 2006-09-21 0.04 2006-09-20 0.03 2006-09-19 0.03 2006-09-18 0.02 2006-09-15 0.06 2006-09-14 0.03 2006-09-13 0.18 2006-09-12 0.05 2006-09-11 0.03 2006-09-08 0.07 2006-09-07 0.04 2006-09-06 0.05 2006-09-05 0.04 2006-09-01 0.07 2006-08-31 0.08 2006-08-30 0.15 2006-08-29 0.03 2006-08-28 0.03 2006-08-25 0.03 2006-08-24 0.02 2006-08-23 0.1 2006-08-22 0.03 2006-08-21 0.03 2006-08-18 0.08 2006-08-17 0.06 2006-08-16 0.15 2006-08-15 0.14 2006-08-14 0.02 2006-08-11 0.04 2006-08-10 0.02 2006-08-09 0.05 2006-08-08 0.03 2006-08-07 0.08 2006-08-04 0.04 2006-08-03 0.03 2006-08-02 0.11 2006-08-01 0.06 2006-07-31 0.04 2006-07-28 0.03 2006-07-27 0.06 2006-07-26 0.06 2006-07-25 0.02 2006-07-24 0.02 2006-07-21 0.07 2006-07-20 0.02 2006-07-19 0.05 2006-07-18 0.04 2006-07-17 0.13 2006-07-14 0.03 2006-07-13 0.02 2006-07-12 0.06 2006-07-11 0.13 2006-07-10 0.03 2006-07-07 0.04 2006-07-06 0.06 2006-07-05 0.04 2006-07-03 0.29 2006-06-30 0.69 2006-06-29 0.16 2006-06-28 0.03 2006-06-27 0.03 2006-06-26 0.09 2006-06-23 0.05 2006-06-22 0.05 2006-06-21 0.22 2006-06-20 0.07 2006-06-19 0.07 2006-06-16 0.19 2006-06-15 0.04 2006-06-14 0.02 2006-06-13 0.02 2006-06-12 0.03 2006-06-09 0.02 2006-06-08 0.06 2006-06-07 0.03 2006-06-06 0.02 2006-06-05 0.02 2006-06-02 0.08 2006-06-01 0.03 2006-05-31 0.07 2006-05-30 0.12 2006-05-26 0.07 2006-05-25 0.09 2006-05-24 0.2 2006-05-23 0.13 2006-05-22 0.03 2006-05-19 0.03 2006-05-18 0.03 2006-05-17 0.05 2006-05-16 0.04 2006-05-15 0.19 2006-05-12 0.04 2006-05-11 0.03 2006-05-10 0.31 2006-05-09 0.29 2006-05-08 0.07 2006-05-05 0.13 2006-05-04 0.04 2006-05-03 0.04 2006-05-02 0.04 2006-05-01 0.04 2006-04-28 0.1 2006-04-27 0.03 2006-04-26 0.05 2006-04-25 0.07 2006-04-24 0.05 2006-04-21 0.04 2006-04-20 0.03 2006-04-19 0.05 2006-04-18 0.05 2006-04-17 0.15 2006-04-14 0.06 2006-04-13 0.04 2006-04-12 0.21 2006-04-11 0.04 2006-04-10 0.03 2006-04-07 0.03 2006-04-06 0.03 2006-04-05 0.04 2006-04-04 0.12 2006-04-03 0.13 2006-03-31 0.39 2006-03-30 0.09 2006-03-29 0.06 2006-03-28 0.05 2006-03-27 0.03 2006-03-24 0.03 2006-03-23 0.04 2006-03-22 0.04 2006-03-21 0.05 2006-03-20 0.05 2006-03-17 0.27 2006-03-16 0.19 2006-03-15 0.41 2006-03-14 0.02 2006-03-13 0.02 2006-03-10 0.02 2006-03-09 0.02 2006-03-08 0.03 2006-03-07 0.09 2006-03-06 0.02 2006-03-03 0.03 2006-03-02 0.03 2006-03-01 0.04 2006-02-28 0.07 2006-02-27 0.04 2006-02-