Repo and Reverse Repo Operations



Deal Date: Friday, June 18, 2021
Delivery Date: Friday, June 18, 2021
Maturity Date: Monday, June 21, 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, June 18, 2021
Delivery Date: Friday, June 18, 2021
Maturity Date: Monday, June 21, 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: 61
Accepted Counterparties: 61



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 747.121 747.121   0.05 N/A    N/A   

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Deal Date: Thursday, June 17, 2021
Delivery Date: Thursday, June 17, 2021
Maturity Date: Friday, June 18, 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, June 17, 2021
Delivery Date: Thursday, June 17, 2021
Maturity Date: Friday, June 18, 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: 68
Accepted Counterparties: 68



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 755.800 755.800   0.05 N/A    N/A   

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Deal Date: Wednesday, June 16, 2021
Delivery Date: Wednesday, June 16, 2021
Maturity Date: Thursday, June 17, 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, June 16, 2021
Delivery Date: Wednesday, June 16, 2021
Maturity Date: Thursday, June 17, 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: 53
Accepted Counterparties: 53



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 520.942 520.942   0.00 N/A    N/A   

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Deal Date: Tuesday, June 15, 2021
Delivery Date: Tuesday, June 15, 2021
Maturity Date: Wednesday, June 16, 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, June 15, 2021
Delivery Date: Tuesday, June 15, 2021
Maturity Date: Wednesday, June 16, 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: 45
Accepted Counterparties: 45



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 509.559 509.559   0.00 N/A    N/A   

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Deal Date: Monday, June 14, 2021
Delivery Date: Monday, June 14, 2021
Maturity Date: Tuesday, June 15, 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, June 14, 2021
Delivery Date: Monday, June 14, 2021
Maturity Date: Tuesday, June 15, 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: 59
Accepted Counterparties: 59



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 583.892 583.892   0.00 N/A    N/A   

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Deal Date: Friday, June 11, 2021
Delivery Date: Friday, June 11, 2021
Maturity Date: Monday, June 14, 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, June 11, 2021
Delivery Date: Friday, June 11, 2021
Maturity Date: Monday, June 14, 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: 49
Accepted Counterparties: 49



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 547.808 547.808   0.00 N/A    N/A   

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Deal Date: Thursday, June 10, 2021
Delivery Date: Thursday, June 10, 2021
Maturity Date: Friday, June 11, 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, June 10, 2021
Delivery Date: Thursday, June 10, 2021
Maturity Date: Friday, June 11, 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: 54
Accepted Counterparties: 54



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 534.943 534.943   0.00 N/A    N/A   

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Deal Date: Wednesday, June 09, 2021
Delivery Date: Wednesday, June 09, 2021
Maturity Date: Thursday, June 10, 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, June 09, 2021
Delivery Date: Wednesday, June 09, 2021
Maturity Date: Thursday, June 10, 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: 59
Accepted Counterparties: 59



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 502.904 502.904   0.00 N/A    N/A   

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Deal Date: Tuesday, June 08, 2021
Delivery Date: Tuesday, June 08, 2021
Maturity Date: Wednesday, June 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: Tuesday, June 08, 2021
Delivery Date: Tuesday, June 08, 2021
Maturity Date: Wednesday, June 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: 46
Accepted Counterparties: 46



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 497.428 497.428   0.00 N/A    N/A   

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Deal Date: Monday, June 07, 2021
Delivery Date: Monday, June 07, 2021
Maturity Date: Tuesday, June 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: Monday, June 07, 2021
Delivery Date: Monday, June 07, 2021
Maturity Date: Tuesday, June 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: 46
Accepted Counterparties: 46



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 486.097 486.097   0.00 N/A    N/A   

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Deal Date: Friday, June 04, 2021
Delivery Date: Friday, June 04, 2021
Maturity Date: Monday, June 07, 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, June 04, 2021
Delivery Date: Friday, June 04, 2021
Maturity Date: Monday, June 07, 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: 42
Accepted Counterparties: 42



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 483.349 483.349   0.00 N/A    N/A   

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Deal Date: Thursday, June 03, 2021
Delivery Date: Thursday, June 03, 2021
Maturity Date: Friday, June 04, 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, June 03, 2021
Delivery Date: Thursday, June 03, 2021
Maturity Date: Friday, June 04, 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: 40
Accepted Counterparties: 40



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 479.102 479.102   0.00 N/A    N/A   

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Deal Date: Wednesday, June 02, 2021
Delivery Date: Wednesday, June 02, 2021
Maturity Date: Thursday, June 03, 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