Repo and Reverse Repo Operations
The New York Fed conducts overnight reverse repo operations each day as a means to help keep the federal funds rate in the target range set by the Federal Open Market Committee (FOMC). Operation results include all repo and reverse repo operations conducted, including small value exercises.

About Repo and Reverse Repo Agreements | Statements and Operating Policies | FAQ on Reverse Repurchase Agreement Operations | Repurchase Agreement Operational Details 		Printer version
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Deal Date: Friday, October 11, 2019
Delivery Date: Friday, October 11, 2019
Maturity Date: Tuesday, October 15, 2019
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: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 2.950 2.950   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Friday, October 11, 2019
Delivery Date: Friday, October 11, 2019
Maturity Date: Tuesday, October 15, 2019
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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 58.350 58.350 1.80 1.803 1.82 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 3.200 3.200 1.80 1.802 1.81 1.80
Total 61.550 61.550  

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Friday, October 11, 2019
Delivery Date: Friday, October 11, 2019
Maturity Date: Thursday, October 17, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 6 Days
Term of Operation - Business Days : 3 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 13.150 13.150 1.85 1.861 1.88 1.85
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 8.000 8.000 1.85 1.862 1.89 1.85
Total 21.150 21.150  

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Deal Date: Thursday, October 10, 2019
Delivery Date: Thursday, October 10, 2019
Maturity Date: Friday, October 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: 2
Accepted Counterparties: 2



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.100 1.100   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Thursday, October 10, 2019
Delivery Date: Thursday, October 10, 2019
Maturity Date: Friday, October 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 37.600 37.600 1.80 1.802 1.82 1.80
Agency .500 .500 1.80 1.800 1.80 1.80
Mortgage-backed 7.400 7.400 1.80 1.800 1.81 1.80
Total 45.500 45.500  

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Thursday, October 10, 2019
Delivery Date: Thursday, October 10, 2019
Maturity Date: Thursday, October 24, 2019
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 1.84 1.849 1.86 1.84
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 11.900 11.900 1.84 1.848 1.88 1.84
Total 42.600 42.600  

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Deal Date: Wednesday, October 09, 2019
Delivery Date: Wednesday, October 09, 2019
Maturity Date: Thursday, October 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: 17
Accepted Counterparties: 17



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.469 1.469   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Wednesday, October 09, 2019
Delivery Date: Wednesday, October 09, 2019
Maturity Date: Thursday, October 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: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 26.250 26.250 1.80 1.801 1.82 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 4.550 4.550 1.80 1.801 1.81 1.80
Total 30.800 30.800  

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Deal Date: Tuesday, October 08, 2019
Delivery Date: Tuesday, October 08, 2019
Maturity Date: Wednesday, October 09, 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: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.976 3.976   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Tuesday, October 08, 2019
Delivery Date: Tuesday, October 08, 2019
Maturity Date: Wednesday, October 09, 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 31.750 31.750 1.80 1.801 1.81 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 5.750 5.750 1.80 1.802 1.81 1.80
Total 37.500 37.500  

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Tuesday, October 08, 2019
Delivery Date: Tuesday, October 08, 2019
Maturity Date: Tuesday, October 22, 2019
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 29.300 29.300 1.84 1.851 1.87 1.84
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 9.550 9.550 1.84 1.856 1.88 1.84
Total 38.850 38.850  

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Deal Date: Monday, October 07, 2019
Delivery Date: Monday, October 07, 2019
Maturity Date: Tuesday, October 08, 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 5.650 5.650   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Monday, October 07, 2019
Delivery Date: Monday, October 07, 2019
Maturity Date: Tuesday, October 08, 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 36.000 36.000 1.80 1.803 1.81 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 11.050 11.050 1.80 1.805 1.82 1.80
Total 47.050 47.050  

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Deal Date: Friday, October 04, 2019
Delivery Date: Friday, October 04, 2019
Maturity Date: Monday, October 07, 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 5.325 5.325   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Friday, October 04, 2019
Delivery Date: Friday, October 04, 2019
Maturity Date: Monday, October 07, 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 29.500 29.500 1.80 1.802 1.81 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 9.050 9.050 1.80 1.802 1.81 1.80
Total 38.550 38.550  

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Deal Date: Thursday, October 03, 2019
Delivery Date: Thursday, October 03, 2019
Maturity Date: Friday, October 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: 22
Accepted Counterparties: 22



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.297 3.297   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Thursday, October 03, 2019
Delivery Date: Thursday, October 03, 2019
Maturity Date: Friday, October 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: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 28.000 28.000 1.80 1.806 1.82 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 5.550 5.550 1.80 1.805 1.81 1.80
Total 33.550 33.550  

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Deal Date: Wednesday, October 02, 2019
Delivery Date: Wednesday, October 02, 2019
Maturity Date: Thursday, October 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: 6
Accepted Counterparties: 6



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.054 3.054   1.70 N/A    N/A   

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See announcement in the Repurchase Agreement Operational Details Page.

Deal Date: Wednesday, October 02, 2019
Delivery Date: Wednesday, October 02, 2019
Maturity Date: Thursday, October 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: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 35.000 35.000 1.80 1.808 1.83 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 7.050 7.050 1.80 1.806 1.82 1.80
Total 42.050 42.050  

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Deal Date: Tuesday, October 01, 2019
Delivery Date: Tuesday, October 01, 2019
Maturity Date: Wednesday, October 02, 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: 18
Accepted Counterparties: 18



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 2.706 2.706   1.70 N/A    N/A   

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See announcement from Sept 30, 2019.

Deal Date: Tuesday, October 01, 2019
Delivery Date: Tuesday, October 01, 2019
Maturity Date: Wednesday, October 02, 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 50.000 50.000 1.80 1.818 1.86 1.80
Agency .100 .100 1.80 1.800 1.80 1.80
Mortgage-backed 4.750 4.750 1.81 1.811 1.82 1.81
Total 54.850 54.850  

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Deal Date: Monday, September 30, 2019
Delivery Date: Monday, September 30, 2019
Maturity Date: Tuesday, October 01, 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: 8
Accepted Counterparties: 8



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 7.057 7.057   1.70 N/A    N/A   

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See announcement from Sept 27, 2019.

Deal Date: Monday, September 30, 2019
Delivery Date: Monday, September 30, 2019
Maturity Date: Tuesday, October 01, 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: 08:00 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 49.750 49.750 1.80 1.896 2.25 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 13.750 13.750 1.84 1.896 2.21 1.84
Total 63.500 63.500  

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Deal Date: Friday, September 27, 2019
Delivery Date: Friday, September 27, 2019
Maturity Date: Monday, September 30, 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: 4
Accepted Counterparties: 4



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 5.330 5.330   1.70 N/A    N/A   

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See announcement from Sept 26, 2019.

Deal Date: Friday, September 27, 2019
Delivery Date: Friday, September 27, 2019
Maturity Date: Monday, September 30, 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 14.450 14.450 1.80 1.801 1.81 1.80
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 8.250 8.250 1.81 1.812 1.82 1.81
Total 22.700 22.700  

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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 awarded propositions for the collateral type.
 
Additional Data
Historical Search for Repo and Reverse Repo Operations ››
Reverse Repo Data by Counterparty Type (9/23/2013 to 6/30/2019)

Historical Data on Open Market, Securities Lending, and Foreign Currency Transactions