Repo and Reverse Repo Operations



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