Repo and Reverse Repo Operations



Deal Date: Thursday, April 09, 2020
Delivery Date: Thursday, April 09, 2020
Maturity Date: Monday, April 13, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 4 Days
Term of Operation - Business Days : 2 Days
Operation Close Time: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 11.150 11.150 0.10 0.100 0.10 0.10
Agency 4.650 4.650 0.10 0.100 0.10 0.10
Mortgage-backed 13.500 13.500 0.10 0.100 0.10 0.10
Total 29.300 29.300  

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Deal Date: Thursday, April 09, 2020
Delivery Date: Thursday, April 09, 2020
Maturity Date: Monday, April 13, 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 : 2 Days
Operation Close Time: 01:15 PM
Participating Counterparties: 4
Accepted Counterparties: 4



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 5.525 5.525   0.00 N/A    N/A   

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Deal Date: Thursday, April 09, 2020
Delivery Date: Thursday, April 09, 2020
Maturity Date: Monday, April 13, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 4 Days
Term of Operation - Business Days : 2 Days
Operation Close Time: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 1.000 1.000 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 1.500 1.500 0.10 0.100 0.10 0.10
Total 2.500 2.500  

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Deal Date: Thursday, April 09, 2020
Delivery Date: Thursday, April 09, 2020
Maturity Date: Friday, July 03, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 85 Days
Term of Operation - Business Days : 59 Days
Operation Close Time: 08:15 AM



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

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Deal Date: Wednesday, April 08, 2020
Delivery Date: Wednesday, April 08, 2020
Maturity Date: Thursday, April 09, 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: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 5.500 5.500 0.10 0.100 0.10 0.10
Agency 1.600 1.600 0.10 0.100 0.10 0.10
Mortgage-backed .350 .350 0.10 0.100 0.10 0.10
Total 7.450 7.450  

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Deal Date: Wednesday, April 08, 2020
Delivery Date: Wednesday, April 08, 2020
Maturity Date: Thursday, April 09, 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: 17
Accepted Counterparties: 17



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 53.483 53.483   0.00 N/A    N/A   

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Deal Date: Wednesday, April 08, 2020
Delivery Date: Wednesday, April 08, 2020
Maturity Date: Thursday, April 09, 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 .650 .650 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 2.900 2.900 0.10 0.100 0.10 0.10
Total 3.550 3.550  

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Deal Date: Tuesday, April 07, 2020
Delivery Date: Tuesday, April 07, 2020
Maturity Date: Wednesday, April 08, 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: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 10.400 10.400 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed .400 .400 0.10 0.100 0.10 0.10
Total 10.800 10.800  

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Deal Date: Tuesday, April 07, 2020
Delivery Date: Tuesday, April 07, 2020
Maturity Date: Wednesday, April 08, 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: 26
Accepted Counterparties: 26



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 88.360 88.360   0.00 N/A    N/A   

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Deal Date: Tuesday, April 07, 2020
Delivery Date: Tuesday, April 07, 2020
Maturity Date: Wednesday, April 08, 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 .000 .000 N/A N/A N/A N/A
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 1.500 1.500 0.10 0.100 0.10 0.10
Total 1.500 1.500  

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Deal Date: Monday, April 06, 2020
Delivery Date: Monday, April 06, 2020
Maturity Date: Tuesday, April 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: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 12.500 12.500 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed .900 .900 0.10 0.100 0.10 0.10
Total 13.400 13.400  

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Deal Date: Monday, April 06, 2020
Delivery Date: Monday, April 06, 2020
Maturity Date: Tuesday, April 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: 35
Accepted Counterparties: 35



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 144.294 144.294   0.00 N/A    N/A   

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Deal Date: Monday, April 06, 2020
Delivery Date: Monday, April 06, 2020
Maturity Date: Tuesday, April 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 .000 .000 N/A N/A N/A N/A
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 2.700 2.700 0.10 0.100 0.10 0.10
Total 2.700 2.700  

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Deal Date: Monday, April 06, 2020
Delivery Date: Monday, April 06, 2020
Maturity Date: Monday, May 04, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 28 Days
Term of Operation - Business Days : 20 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 3.200 3.200 0.11 0.110 0.11 0.11
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 3.100 3.100 0.11 0.110 0.11 0.11
Total 6.300 6.300  

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Deal Date: Friday, April 03, 2020
Delivery Date: Friday, April 03, 2020
Maturity Date: Monday, April 06, 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: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury .200 .200 0.10 0.100 0.10 0.10
Agency .100 .100 0.10 0.100 0.10 0.10
Mortgage-backed .600 .600 0.10 0.100 0.10 0.10
Total .900 .900  

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Deal Date: Friday, April 03, 2020
Delivery Date: Friday, April 03, 2020
Maturity Date: Monday, April 06, 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: 34
Accepted Counterparties: 34



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 148.117 148.117   0.00 N/A    N/A   

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Deal Date: Friday, April 03, 2020
Delivery Date: Friday, April 03, 2020
Maturity Date: Monday, April 06, 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: 08:45 AM



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

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Deal Date: Friday, April 03, 2020
Delivery Date: Friday, April 03, 2020
Maturity Date: Friday, June 26, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 84 Days
Term of Operation - Business Days : 59 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury .000 .000 N/A N/A N/A N/A
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 1.000 1.000 0.17 0.170 0.17 0.17
Total 1.000 1.000  

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Deal Date: Thursday, April 02, 2020
Delivery Date: Thursday, April 02, 2020
Maturity Date: Friday, April 03, 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: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury .700 .700 0.10 0.100 0.10 0.10
Agency .100 .100 0.10 0.100 0.10 0.10
Mortgage-backed .250 .250 0.10 0.100 0.10 0.10
Total 1.050 1.050  

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Deal Date: Thursday, April 02, 2020
Delivery Date: Thursday, April 02, 2020
Maturity Date: Friday, April 03, 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: 39
Accepted Counterparties: 39



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 182.627 182.627   0.00 N/A    N/A   

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Deal Date: Thursday, April 02, 2020
Delivery Date: Thursday, April 02, 2020
Maturity Date: Friday, April 03, 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 .000 .000 N/A N/A N/A N/A
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 2.500 2.500 0.10 0.100 0.10 0.10
Total 2.500 2.500  

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Deal Date: Thursday, April 02, 2020
Delivery Date: Thursday, April 02, 2020
Maturity Date: Monday, April 13, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 11 Days
Term of Operation - Business Days : 7 Days
Operation Close Time: 08:15 AM



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

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Deal Date: Wednesday, April 01, 2020
Delivery Date: Wednesday, April 01, 2020
Maturity Date: Thursday, April 02, 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: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury .550 .550 0.10 0.100 0.10 0.10
Agency .100 .100 0.10 0.100 0.10 0.10
Mortgage-backed .000 .000 N/A N/A N/A N/A
Total .650 .650  

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Deal Date: Wednesday, April 01, 2020
Delivery Date: Wednesday, April 01, 2020
Maturity Date: Thursday, April 02, 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: 37
Accepted Counterparties: 37



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 207.828 207.828   0.00 N/A    N/A   

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Deal Date: Wednesday, April 01, 2020
Delivery Date: Wednesday, April 01, 2020
Maturity Date: Thursday, April 02, 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 .000 .000 N/A N/A N/A N/A
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed .000 .000 N/A N/A N/A N/A
Total .000 .000  

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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.



 
Additional Data