Repo and Reverse Repo Operations



Deal Date: Friday, November 16, 2018
Delivery Date: Friday, November 16, 2018
Maturity Date: Monday, November 19, 2018
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 18.565 18.565   2.00 N/A    N/A   

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Deal Date: Thursday, November 15, 2018
Delivery Date: Thursday, November 15, 2018
Maturity Date: Friday, November 16, 2018
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: 7
Accepted Counterparties: 7



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .494 .494   2.00 N/A    N/A   

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See announcement from November 13, 2018.

Deal Date: Thursday, November 15, 2018
Delivery Date: Thursday, November 15, 2018
Maturity Date: Friday, November 16, 2018
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: 10:00 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury .023 .023 2.27 2.270 2.27 2.27
Agency .021 .021 2.28 2.280 2.28 2.28
Mortgage-backed .022 .022 2.28 2.280 2.28 2.28
Total .066 .066  

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Deal Date: Wednesday, November 14, 2018
Delivery Date: Wednesday, November 14, 2018
Maturity Date: Thursday, November 15, 2018
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 .660 .660   2.00 N/A    N/A   

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Deal Date: Tuesday, November 13, 2018
Delivery Date: Tuesday, November 13, 2018
Maturity Date: Wednesday, November 14, 2018
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 1.065 1.065   2.00 N/A    N/A   

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Deal Date: Friday, November 09, 2018
Delivery Date: Friday, November 09, 2018
Maturity Date: Tuesday, November 13, 2018
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: 10
Accepted Counterparties: 10



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .401 .401   2.00 N/A    N/A   

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Deal Date: Thursday, November 08, 2018
Delivery Date: Thursday, November 08, 2018
Maturity Date: Friday, November 09, 2018
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 1.166 1.166   2.00 N/A    N/A   

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Deal Date: Wednesday, November 07, 2018
Delivery Date: Wednesday, November 07, 2018
Maturity Date: Thursday, November 08, 2018
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: 5
Accepted Counterparties: 5



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.875 1.875   2.00 N/A    N/A   

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Deal Date: Tuesday, November 06, 2018
Delivery Date: Tuesday, November 06, 2018
Maturity Date: Wednesday, November 07, 2018
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 2.540 2.540   2.00 N/A    N/A   

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Deal Date: Monday, November 05, 2018
Delivery Date: Monday, November 05, 2018
Maturity Date: Tuesday, November 06, 2018
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 1.465 1.465   2.00 N/A    N/A   

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Deal Date: Friday, November 02, 2018
Delivery Date: Friday, November 02, 2018
Maturity Date: Monday, November 05, 2018
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 1.510 1.510   2.00 N/A    N/A   

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Deal Date: Thursday, November 01, 2018
Delivery Date: Thursday, November 01, 2018
Maturity Date: Friday, November 02, 2018
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 4.640 4.640   2.00 N/A    N/A   

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Deal Date: Wednesday, October 31, 2018
Delivery Date: Wednesday, October 31, 2018
Maturity Date: Thursday, November 01, 2018
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 4.815 4.815   2.00 N/A    N/A   

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Deal Date: Tuesday, October 30, 2018
Delivery Date: Tuesday, October 30, 2018
Maturity Date: Wednesday, October 31, 2018
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 .715 .715   2.00 N/A    N/A   

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Deal Date: Monday, October 29, 2018
Delivery Date: Monday, October 29, 2018
Maturity Date: Tuesday, October 30, 2018
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 1.748 1.748   2.00 N/A    N/A   

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Deal Date: Friday, October 26, 2018
Delivery Date: Friday, October 26, 2018
Maturity Date: Monday, October 29, 2018
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 2.004 2.004   2.00 N/A    N/A   

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Deal Date: Thursday, October 25, 2018
Delivery Date: Thursday, October 25, 2018
Maturity Date: Friday, October 26, 2018
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 1.944 1.944   2.00 N/A    N/A   

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Deal Date: Wednesday, October 24, 2018
Delivery Date: Wednesday, October 24, 2018
Maturity Date: Thursday, October 25, 2018
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: 7
Accepted Counterparties: 7



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 6.444 6.444   2.00 N/A    N/A   

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Deal Date: Tuesday, October 23, 2018
Delivery Date: Tuesday, October 23, 2018
Maturity Date: Wednesday, October 24, 2018
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: 5
Accepted Counterparties: 5



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 4.466 4.466   2.00 N/A    N/A   

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Deal Date: Monday, October 22, 2018
Delivery Date: Monday, October 22, 2018
Maturity Date: Tuesday, October 23, 2018
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: 9
Accepted Counterparties: 9



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.189 3.189   2.00 N/A    N/A   

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Deal Date: Friday, October 19, 2018
Delivery Date: Friday, October 19, 2018
Maturity Date: Monday, October 22, 2018
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: 5
Accepted Counterparties: 5



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.916 3.916   2.00 N/A    N/A   

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Deal Date: Thursday, October 18, 2018
Delivery Date: Thursday, October 18, 2018
Maturity Date: Friday, October 19, 2018
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: 5
Accepted Counterparties: 5



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 10.290 10.290   2.00 N/A    N/A   

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Deal Date: Wednesday, October 17, 2018
Delivery Date: Wednesday, October 17, 2018
Maturity Date: Thursday, October 18, 2018
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 .174 .174   2.00 N/A    N/A   

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Deal Date: Tuesday, October 16, 2018
Delivery Date: Tuesday, October 16, 2018
Maturity Date: Wednesday, October 17, 2018
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 .466 .466   2.00 N/A    N/A   

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Deal Date: Monday, October 15, 2018
Delivery Date: Monday, October 15, 2018
Maturity Date: Tuesday, October 16, 2018
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 .366 .366   2.00 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 awarded propositions for the collateral type.



 
Additional Data