Repo and Reverse Repo Operations



Deal Date: Tuesday, April 13, 2021
Delivery Date: Tuesday, April 13, 2021
Maturity Date: Wednesday, April 14, 2021
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 .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: Tuesday, April 13, 2021
Delivery Date: Tuesday, April 13, 2021
Maturity Date: Wednesday, April 14, 2021
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: 16
Accepted Counterparties: 16



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 37.543 37.543   0.00 N/A    N/A   

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Deal Date: Monday, April 12, 2021
Delivery Date: Monday, April 12, 2021
Maturity Date: Tuesday, April 13, 2021
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 .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: Monday, April 12, 2021
Delivery Date: Monday, April 12, 2021
Maturity Date: Tuesday, April 13, 2021
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: 15
Accepted Counterparties: 15



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 30.221 30.221   0.00 N/A    N/A   

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Deal Date: Friday, April 09, 2021
Delivery Date: Friday, April 09, 2021
Maturity Date: Monday, April 12, 2021
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 .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 09, 2021
Delivery Date: Friday, April 09, 2021
Maturity Date: Monday, April 12, 2021
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: 11
Accepted Counterparties: 11



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 31.265 31.265   0.00 N/A    N/A   

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Deal Date: Thursday, April 08, 2021
Delivery Date: Thursday, April 08, 2021
Maturity Date: Friday, April 09, 2021
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 .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: Thursday, April 08, 2021
Delivery Date: Thursday, April 08, 2021
Maturity Date: Friday, April 09, 2021
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 27.640 27.640   0.00 N/A    N/A   

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Deal Date: Wednesday, April 07, 2021
Delivery Date: Wednesday, April 07, 2021
Maturity Date: Thursday, April 08, 2021
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 .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 07, 2021
Delivery Date: Wednesday, April 07, 2021
Maturity Date: Thursday, April 08, 2021
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: 15
Accepted Counterparties: 15



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 35.035 35.035   0.00 N/A    N/A   

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Deal Date: Tuesday, April 06, 2021
Delivery Date: Tuesday, April 06, 2021
Maturity Date: Wednesday, April 07, 2021
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 .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: Tuesday, April 06, 2021
Delivery Date: Tuesday, April 06, 2021
Maturity Date: Wednesday, April 07, 2021
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 18.951 18.951   0.00 N/A    N/A   

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Deal Date: Monday, April 05, 2021
Delivery Date: Monday, April 05, 2021
Maturity Date: Tuesday, April 06, 2021
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 .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: Monday, April 05, 2021
Delivery Date: Monday, April 05, 2021
Maturity Date: Tuesday, April 06, 2021
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 3.450 3.450   0.00 N/A    N/A   

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Deal Date: Thursday, April 01, 2021
Delivery Date: Thursday, April 01, 2021
Maturity Date: Monday, April 05, 2021
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 .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: Thursday, April 01, 2021
Delivery Date: Thursday, April 01, 2021
Maturity Date: Monday, April 05, 2021
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: 5
Accepted Counterparties: 5



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 9.575 9.575   0.00 N/A    N/A   

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Deal Date: Wednesday, March 31, 2021
Delivery Date: Wednesday, March 31, 2021
Maturity Date: Thursday, April 01, 2021
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 .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, March 31, 2021
Delivery Date: Wednesday, March 31, 2021
Maturity Date: Thursday, April 01, 2021
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: 41
Accepted Counterparties: 41



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 134.307 134.307   0.00 N/A    N/A   

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Deal Date: Tuesday, March 30, 2021
Delivery Date: Tuesday, March 30, 2021
Maturity Date: Wednesday, March 31, 2021
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 .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: Tuesday, March 30, 2021
Delivery Date: Tuesday, March 30, 2021
Maturity Date: Wednesday, March 31, 2021
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 104.725 104.725   0.00 N/A    N/A   

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Deal Date: Monday, March 29, 2021
Delivery Date: Monday, March 29, 2021
Maturity Date: Tuesday, March 30, 2021
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 .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: Monday, March 29, 2021
Delivery Date: Monday, March 29, 2021
Maturity Date: Tuesday, March 30, 2021
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: 22
Accepted Counterparties: 22



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 40.354 40.354   0.00 N/A    N/A   

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Deal Date: Friday, March 26, 2021
Delivery Date: Friday, March 26, 2021
Maturity Date: Monday, March 29, 2021
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 .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, March 26, 2021
Delivery Date: Friday, March 26, 2021
Maturity Date: Monday, March 29, 2021
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: 12
Accepted Counterparties: 12



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 11.450 11.450   0.00 N/A    N/A   

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Deal Date: Thursday, March 25, 2021
Delivery Date: Thursday, March 25, 2021
Maturity Date: Friday, March 26, 2021
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 .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