Repo and Reverse Repo Operations



Deal Date: Friday, January 17, 2020
Delivery Date: Friday, January 17, 2020
Maturity Date: Tuesday, January 21, 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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 16.150 16.150   1.45 N/A    N/A   

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Deal Date: Friday, January 17, 2020
Delivery Date: Friday, January 17, 2020
Maturity Date: Tuesday, January 21, 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 10.880 10.880 1.55 1.550 1.55 1.55
Agency 1.000 1.000 1.55 1.550 1.55 1.55
Mortgage-backed 40.750 40.750 1.55 1.550 1.55 1.55
Total 52.630 52.630  

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Deal Date: Thursday, January 16, 2020
Delivery Date: Thursday, January 16, 2020
Maturity Date: Friday, January 17, 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 .300 .300   1.45 N/A    N/A   

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Deal Date: Thursday, January 16, 2020
Delivery Date: Thursday, January 16, 2020
Maturity Date: Friday, January 17, 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 18.300 18.300 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 21.050 21.050 1.55 1.550 1.55 1.55
Total 39.350 39.350  

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Deal Date: Thursday, January 16, 2020
Delivery Date: Thursday, January 16, 2020
Maturity Date: Thursday, January 30, 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 20.250 20.250 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 14.550 14.550 1.55 1.556 1.56 1.55
Total 34.800 34.800  

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Deal Date: Wednesday, January 15, 2020
Delivery Date: Wednesday, January 15, 2020
Maturity Date: Thursday, January 16, 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 .675 .675   1.45 N/A    N/A   

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Deal Date: Wednesday, January 15, 2020
Delivery Date: Wednesday, January 15, 2020
Maturity Date: Thursday, January 16, 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 26.500 26.500 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 21.000 21.000 1.55 1.550 1.56 1.55
Total 47.500 47.500  

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Deal Date: Tuesday, January 14, 2020
Delivery Date: Tuesday, January 14, 2020
Maturity Date: Wednesday, January 15, 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: 8
Accepted Counterparties: 8



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .656 .656   1.45 N/A    N/A   

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Deal Date: Tuesday, January 14, 2020
Delivery Date: Tuesday, January 14, 2020
Maturity Date: Wednesday, January 15, 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 22.500 22.500 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 24.500 24.500 1.55 1.550 1.56 1.55
Total 47.000 47.000  

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Deal Date: Tuesday, January 14, 2020
Delivery Date: Tuesday, January 14, 2020
Maturity Date: Tuesday, January 28, 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 27.650 27.650 1.55 1.554 1.56 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 15.500 7.350 1.55 1.562 1.57 1.55
Total 43.150 35.000  

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Deal Date: Monday, January 13, 2020
Delivery Date: Monday, January 13, 2020
Maturity Date: Tuesday, January 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: 2
Accepted Counterparties: 2



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: Monday, January 13, 2020
Delivery Date: Monday, January 13, 2020
Maturity Date: Tuesday, January 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: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 30.500 30.500 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 30.225 30.225 1.55 1.550 1.55 1.55
Total 60.725 60.725  

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Deal Date: Friday, January 10, 2020
Delivery Date: Friday, January 10, 2020
Maturity Date: Monday, January 13, 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: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .627 .627   1.45 N/A    N/A   

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Deal Date: Friday, January 10, 2020
Delivery Date: Friday, January 10, 2020
Maturity Date: Monday, January 13, 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 23.000 23.000 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 17.875 17.875 1.55 1.550 1.55 1.55
Total 40.875 40.875  

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Deal Date: Thursday, January 09, 2020
Delivery Date: Thursday, January 09, 2020
Maturity Date: Friday, January 10, 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 .401 .401   1.45 N/A    N/A   

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Deal Date: Thursday, January 09, 2020
Delivery Date: Thursday, January 09, 2020
Maturity Date: Friday, January 10, 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 24.200 24.200 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 24.625 24.625 1.55 1.550 1.55 1.55
Total 48.825 48.825  

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Deal Date: Thursday, January 09, 2020
Delivery Date: Thursday, January 09, 2020
Maturity Date: Thursday, January 23, 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 23.300 23.300 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 11.000 11.000 1.55 1.553 1.56 1.55
Total 34.300 34.300  

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Deal Date: Wednesday, January 08, 2020
Delivery Date: Wednesday, January 08, 2020
Maturity Date: Thursday, January 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: 2
Accepted Counterparties: 2



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .876 .876   1.45 N/A    N/A   

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Deal Date: Wednesday, January 08, 2020
Delivery Date: Wednesday, January 08, 2020
Maturity Date: Thursday, January 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 30.550 30.550 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 16.069 16.069 1.55 1.550 1.55 1.55
Total 46.619 46.619  

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Deal Date: Tuesday, January 07, 2020
Delivery Date: Tuesday, January 07, 2020
Maturity Date: Wednesday, January 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: 4
Accepted Counterparties: 4



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.602 1.602   1.45 N/A    N/A   

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Deal Date: Tuesday, January 07, 2020
Delivery Date: Tuesday, January 07, 2020
Maturity Date: Wednesday, January 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 41.500 41.500 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 22.419 22.419 1.55 1.550 1.55 1.55
Total 63.919 63.919  

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Deal Date: Tuesday, January 07, 2020
Delivery Date: Tuesday, January 07, 2020
Maturity Date: Tuesday, January 21, 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 30.700 30.700 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 10.420 4.300 1.55 1.550 1.55 1.55
Total 41.120 35.000  

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Deal Date: Monday, January 06, 2020
Delivery Date: Monday, January 06, 2020
Maturity Date: Tuesday, January 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: 2
Accepted Counterparties: 2



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.825 3.825   1.45 N/A    N/A   

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Deal Date: Monday, January 06, 2020
Delivery Date: Monday, January 06, 2020
Maturity Date: Tuesday, January 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: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 44.900 44.900 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 31.995 31.995 1.55 1.550 1.55 1.55
Total 76.895 76.895  

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Deal Date: Friday, January 03, 2020
Delivery Date: Friday, January 03, 2020
Maturity Date: Monday, January 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: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 4.251 4.251   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