Repo and Reverse Repo Operations



Deal Date: Tuesday, December 10, 2019
Delivery Date: Tuesday, December 10, 2019
Maturity Date: Wednesday, December 11, 2019
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 .001 .001   1.45 N/A    N/A   

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Deal Date: Tuesday, December 10, 2019
Delivery Date: Tuesday, December 10, 2019
Maturity Date: Wednesday, December 11, 2019
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 27.350 27.350 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 14.350 14.350 1.55 1.551 1.56 1.55
Total 41.700 41.700  

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Deal Date: Tuesday, December 10, 2019
Delivery Date: Tuesday, December 10, 2019
Maturity Date: Monday, December 23, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 13 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 25.000 25.000 1.54 1.542 1.55 1.54
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 3.500 3.500 1.54 1.544 1.55 1.54
Total 28.500 28.500  

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Deal Date: Monday, December 09, 2019
Delivery Date: Monday, December 09, 2019
Maturity Date: Tuesday, December 10, 2019
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 .115 .115   1.45 N/A    N/A   

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Deal Date: Monday, December 09, 2019
Delivery Date: Monday, December 09, 2019
Maturity Date: Tuesday, December 10, 2019
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 40.350 40.350 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 16.050 16.050 1.55 1.551 1.56 1.55
Total 56.400 56.400  

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Deal Date: Monday, December 09, 2019
Delivery Date: Monday, December 09, 2019
Maturity Date: Monday, January 06, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 28 Days
Term of Operation - Business Days : 18 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 29.800 17.705 1.60 1.612 1.67 1.56
Agency .100 .100 1.64 1.640 1.64 1.64
Mortgage-backed 13.100 7.195 1.62 1.649 1.68 1.56
Total 43.000 25.000  

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Deal Date: Friday, December 06, 2019
Delivery Date: Friday, December 06, 2019
Maturity Date: Monday, December 09, 2019
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 1.000 1.000   1.45 N/A    N/A   

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Deal Date: Friday, December 06, 2019
Delivery Date: Friday, December 06, 2019
Maturity Date: Monday, December 09, 2019
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 56.100 56.100 1.55 1.550 1.56 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 16.700 16.700 1.55 1.550 1.55 1.55
Total 72.800 72.800  

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Deal Date: Thursday, December 05, 2019
Delivery Date: Thursday, December 05, 2019
Maturity Date: Friday, December 06, 2019
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 .001 .001   1.45 N/A    N/A   

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Deal Date: Thursday, December 05, 2019
Delivery Date: Thursday, December 05, 2019
Maturity Date: Friday, December 06, 2019
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 61.250 61.250 1.55 1.550 1.55 1.55
Agency .500 .500 1.55 1.550 1.55 1.55
Mortgage-backed 16.950 16.950 1.55 1.550 1.55 1.55
Total 78.700 78.700  

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Deal Date: Thursday, December 05, 2019
Delivery Date: Thursday, December 05, 2019
Maturity Date: Thursday, December 19, 2019
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 17.800 17.800 1.55 1.553 1.56 1.55
Agency .100 .100 1.55 1.550 1.55 1.55
Mortgage-backed 10.800 10.800 1.55 1.555 1.57 1.55
Total 28.700 28.700  

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Deal Date: Wednesday, December 04, 2019
Delivery Date: Wednesday, December 04, 2019
Maturity Date: Thursday, December 05, 2019
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: 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: Wednesday, December 04, 2019
Delivery Date: Wednesday, December 04, 2019
Maturity Date: Thursday, December 05, 2019
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 54.900 54.900 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 15.200 15.200 1.55 1.550 1.55 1.55
Total 70.100 70.100  

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Deal Date: Tuesday, December 03, 2019
Delivery Date: Tuesday, December 03, 2019
Maturity Date: Wednesday, December 04, 2019
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 .151 .151   1.45 N/A    N/A   

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Deal Date: Tuesday, December 03, 2019
Delivery Date: Tuesday, December 03, 2019
Maturity Date: Wednesday, December 04, 2019
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 65.500 65.500 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 12.300 12.300 1.55 1.550 1.55 1.55
Total 77.800 77.800  

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Deal Date: Tuesday, December 03, 2019
Delivery Date: Tuesday, December 03, 2019
Maturity Date: Tuesday, December 17, 2019
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 10.757 10.757 1.56 1.560 1.56 1.56
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 7.000 7.000 1.56 1.566 1.58 1.56
Total 17.757 17.757  

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Deal Date: Monday, December 02, 2019
Delivery Date: Monday, December 02, 2019
Maturity Date: Tuesday, December 03, 2019
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 .015 .015   1.45 N/A    N/A   

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Deal Date: Monday, December 02, 2019
Delivery Date: Monday, December 02, 2019
Maturity Date: Tuesday, December 03, 2019
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 52.950 52.950 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 19.950 19.950 1.55 1.550 1.56 1.55
Total 72.900 72.900  

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Deal Date: Monday, December 02, 2019
Delivery Date: Monday, December 02, 2019
Maturity Date: Monday, January 13, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 42 Days
Term of Operation - Business Days : 28 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 29.750 16.405 1.60 1.617 1.65 1.56
Agency 1.000 .000 N/A N/A 1.58 1.57
Mortgage-backed 11.800 8.595 1.62 1.629 1.65 1.58
Total 42.550 25.000  

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Deal Date: Friday, November 29, 2019
Delivery Date: Friday, November 29, 2019
Maturity Date: Monday, December 02, 2019
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: 2
Accepted Counterparties: 2



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .750 .750   1.45 N/A    N/A   

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Deal Date: Friday, November 29, 2019
Delivery Date: Friday, November 29, 2019
Maturity Date: Monday, December 02, 2019
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 61.550 61.550 1.55 1.553 1.56 1.55
Agency .500 .500 1.55 1.550 1.55 1.55
Mortgage-backed 26.400 26.400 1.55 1.561 1.60 1.55
Total 88.450 88.450  

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Deal Date: Wednesday, November 27, 2019
Delivery Date: Wednesday, November 27, 2019
Maturity Date: Friday, November 29, 2019
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 2 Days
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 .506 .506   1.45 N/A    N/A   

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Deal Date: Wednesday, November 27, 2019
Delivery Date: Wednesday, November 27, 2019
Maturity Date: Friday, November 29, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 2 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 64.750 64.750 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 23.200 23.200 1.55 1.552 1.56 1.55
Total 87.950 87.950  

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Deal Date: Wednesday, November 27, 2019
Delivery Date: Wednesday, November 27, 2019
Maturity Date: Thursday, December 12, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 15 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 10.000 10.000 1.58 1.580 1.58 1.58
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 11.000 11.000 1.58 1.584 1.59 1.58
Total 21.000 21.000  

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Deal Date: Tuesday, November 26, 2019
Delivery Date: Tuesday, November 26, 2019
Maturity Date: Wednesday, November 27, 2019
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 2.205 2.205   1.45 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.



 
Additional Data