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Repo and Reverse Repo Operations



Deal Date: Tuesday, February 18, 2020
Delivery Date: Tuesday, February 18, 2020
Maturity Date: Wednesday, February 19, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 27.500 27.500 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 26.050 26.050 1.60 1.600 1.60 1.60
Total 53.550 53.550  

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Deal Date: Tuesday, February 18, 2020
Delivery Date: Tuesday, February 18, 2020
Maturity Date: Tuesday, March 03, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 10 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 30.500 19.749 1.59 1.595 1.62 1.58
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 9.400 5.251 1.61 1.614 1.63 1.60
Total 39.900 25.000  

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Deal Date: Friday, February 14, 2020
Delivery Date: Friday, February 14, 2020
Maturity Date: Tuesday, February 18, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 4 Days
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 0
Accepted Counterparties: 0



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .000 .000   N/A N/A    N/A   

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Deal Date: Friday, February 14, 2020
Delivery Date: Friday, February 14, 2020
Maturity Date: Tuesday, February 18, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 4 Days
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 23.350 23.350 1.60 1.600 1.60 1.60
Agency .500 .500 1.60 1.600 1.60 1.60
Mortgage-backed 23.800 23.800 1.60 1.600 1.60 1.60
Total 47.650 47.650  

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Deal Date: Thursday, February 13, 2020
Delivery Date: Thursday, February 13, 2020
Maturity Date: Friday, February 14, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .450 .450   1.50 N/A    N/A   

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Deal Date: Thursday, February 13, 2020
Delivery Date: Thursday, February 13, 2020
Maturity Date: Friday, February 14, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 17.950 17.950 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 30.900 30.900 1.60 1.600 1.60 1.60
Total 48.850 48.850  

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Deal Date: Thursday, February 13, 2020
Delivery Date: Thursday, February 13, 2020
Maturity Date: Thursday, February 27, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 9 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 41.770 21.761 1.59 1.590 1.59 1.58
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 17.250 8.239 1.61 1.610 1.61 1.58
Total 59.020 30.000  

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Deal Date: Wednesday, February 12, 2020
Delivery Date: Wednesday, February 12, 2020
Maturity Date: Thursday, February 13, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 10
Accepted Counterparties: 10



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .309 .309   1.50 N/A    N/A   

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Deal Date: Wednesday, February 12, 2020
Delivery Date: Wednesday, February 12, 2020
Maturity Date: Thursday, February 13, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 12.300 12.300 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 28.300 28.300 1.60 1.600 1.60 1.60
Total 40.600 40.600  

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Deal Date: Tuesday, February 11, 2020
Delivery Date: Tuesday, February 11, 2020
Maturity Date: Wednesday, February 12, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 4
Accepted Counterparties: 4



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .228 .228   1.50 N/A    N/A   

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Deal Date: Tuesday, February 11, 2020
Delivery Date: Tuesday, February 11, 2020
Maturity Date: Wednesday, February 12, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 12.315 12.315 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 25.600 25.600 1.60 1.600 1.60 1.60
Total 37.915 37.915  

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Deal Date: Tuesday, February 11, 2020
Delivery Date: Tuesday, February 11, 2020
Maturity Date: Tuesday, February 25, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 9 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 40.400 26.589 1.58 1.588 1.59 1.58
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 13.250 3.411 1.60 1.604 1.61 1.58
Total 53.650 30.000  

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Deal Date: Monday, February 10, 2020
Delivery Date: Monday, February 10, 2020
Maturity Date: Tuesday, February 11, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .830 .830   1.50 N/A    N/A   

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Deal Date: Monday, February 10, 2020
Delivery Date: Monday, February 10, 2020
Maturity Date: Tuesday, February 11, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 17.250 17.250 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 20.950 20.950 1.60 1.600 1.60 1.60
Total 38.200 38.200  

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Deal Date: Friday, February 07, 2020
Delivery Date: Friday, February 07, 2020
Maturity Date: Monday, February 10, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 3 Days
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.100 1.100   1.50 N/A    N/A   

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Deal Date: Friday, February 07, 2020
Delivery Date: Friday, February 07, 2020
Maturity Date: Monday, February 10, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 3 Days
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 18.350 18.350 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 24.400 24.400 1.60 1.600 1.60 1.60
Total 42.750 42.750  

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Deal Date: Thursday, February 06, 2020
Delivery Date: Thursday, February 06, 2020
Maturity Date: Friday, February 07, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 5
Accepted Counterparties: 5



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .403 .403   1.50 N/A    N/A   

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Deal Date: Thursday, February 06, 2020
Delivery Date: Thursday, February 06, 2020
Maturity Date: Friday, February 07, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 20.900 20.900 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 25.850 25.850 1.60 1.600 1.60 1.60
Total 46.750 46.750  

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Deal Date: Thursday, February 06, 2020
Delivery Date: Thursday, February 06, 2020
Maturity Date: Thursday, February 20, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 9 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 35.750 24.139 1.59 1.595 1.60 1.59
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 21.500 5.861 1.61 1.613 1.62 1.59
Total 57.250 30.000  

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Deal Date: Wednesday, February 05, 2020
Delivery Date: Wednesday, February 05, 2020
Maturity Date: Thursday, February 06, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 14
Accepted Counterparties: 14



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 4.112 4.112   1.50 N/A    N/A   

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Deal Date: Wednesday, February 05, 2020
Delivery Date: Wednesday, February 05, 2020
Maturity Date: Thursday, February 06, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 24.300 24.300 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 23.200 23.200 1.60 1.600 1.60 1.60
Total 47.500 47.500  

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Deal Date: Tuesday, February 04, 2020
Delivery Date: Tuesday, February 04, 2020
Maturity Date: Wednesday, February 05, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 14
Accepted Counterparties: 14



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 2.112 2.112   1.50 N/A    N/A   

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Deal Date: Tuesday, February 04, 2020
Delivery Date: Tuesday, February 04, 2020
Maturity Date: Wednesday, February 05, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 32.350 32.350 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 32.100 32.100 1.60 1.600 1.60 1.60
Total 64.450 64.450  

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Deal Date: Tuesday, February 04, 2020
Delivery Date: Tuesday, February 04, 2020
Maturity Date: Tuesday, February 18, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 9 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 41.750 29.857 1.59 1.595 1.60 1.59
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 17.300 .143 1.61 1.610 1.61 1.59
Total 59.050 30.000  

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Deal Date: Monday, February 03, 2020
Delivery Date: Monday, February 03, 2020
Maturity Date: Tuesday, February 04, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 2
Accepted Counterparties: 2



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 6.160 6.160   1.50 N/A    N/A   

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1 For Repo, Stop Out Rate is the lowest rate accepted. For Reverse Repo, the Stop Out Rate is the highest rate accepted.
2 Weighted Average refers to the weighted average rate of the accepted propositions.
3 Award rate is rate given to all accepted propositions for the collateral type.



 
Historical Data