Repo and Reverse Repo Operations



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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Deal Date: Friday, October 12, 2018
Delivery Date: Friday, October 12, 2018
Maturity Date: Monday, October 15, 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 .960 .960   2.00 N/A    N/A   

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Deal Date: Thursday, October 11, 2018
Delivery Date: Thursday, October 11, 2018
Maturity Date: Friday, October 12, 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 2.016 2.016   2.00 N/A    N/A   

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Deal Date: Wednesday, October 10, 2018
Delivery Date: Wednesday, October 10, 2018
Maturity Date: Thursday, October 11, 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 2.390 2.390   2.00 N/A    N/A   

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Deal Date: Tuesday, October 09, 2018
Delivery Date: Tuesday, October 09, 2018
Maturity Date: Wednesday, October 10, 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 2.390 2.390   2.00 N/A    N/A   

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Deal Date: Friday, October 05, 2018
Delivery Date: Friday, October 05, 2018
Maturity Date: Tuesday, October 09, 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: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.565 1.565   2.00 N/A    N/A   

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Deal Date: Thursday, October 04, 2018
Delivery Date: Thursday, October 04, 2018
Maturity Date: Friday, October 05, 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 3.265 3.265   2.00 N/A    N/A   

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Deal Date: Wednesday, October 03, 2018
Delivery Date: Wednesday, October 03, 2018
Maturity Date: Thursday, October 04, 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: 22
Accepted Counterparties: 22



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 2.954 2.954   2.00 N/A    N/A   

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Deal Date: Tuesday, October 02, 2018
Delivery Date: Tuesday, October 02, 2018
Maturity Date: Wednesday, October 03, 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: 17
Accepted Counterparties: 17



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.295 3.295   2.00 N/A    N/A   

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Deal Date: Monday, October 01, 2018
Delivery Date: Monday, October 01, 2018
Maturity Date: Tuesday, October 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: 8
Accepted Counterparties: 8



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 4.185 4.185   2.00 N/A    N/A   

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Deal Date: Friday, September 28, 2018
Delivery Date: Friday, September 28, 2018
Maturity Date: Monday, October 01, 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: 29
Accepted Counterparties: 29



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 48.430 48.430   2.00 N/A    N/A   

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Deal Date: Thursday, September 27, 2018
Delivery Date: Thursday, September 27, 2018
Maturity Date: Friday, September 28, 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: 20
Accepted Counterparties: 20



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 30.056 30.056   2.00 N/A    N/A   

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Deal Date: Wednesday, September 26, 2018
Delivery Date: Wednesday, September 26, 2018
Maturity Date: Thursday, September 27, 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 5.625 5.625   1.75 N/A    N/A   

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Deal Date: Tuesday, September 25, 2018
Delivery Date: Tuesday, September 25, 2018
Maturity Date: Wednesday, September 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: 6
Accepted Counterparties: 6



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 3.440 3.440   1.75 N/A    N/A   

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Deal Date: Monday, September 24, 2018
Delivery Date: Monday, September 24, 2018
Maturity Date: Tuesday, September 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: 4
Accepted Counterparties: 4



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 9.340 9.340   1.75 N/A    N/A   

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Deal Date: Friday, September 21, 2018
Delivery Date: Friday, September 21, 2018
Maturity Date: Monday, September 24, 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 17.465 17.465   1.75 N/A    N/A   

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Deal Date: Thursday, September 20, 2018
Delivery Date: Thursday, September 20, 2018
Maturity Date: Friday, September 21, 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 17.868 17.868   1.75 N/A    N/A   

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Deal Date: Wednesday, September 19, 2018
Delivery Date: Wednesday, September 19, 2018
Maturity Date: Thursday, September 20, 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 8.915 8.915   1.75 N/A    N/A   

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Deal Date: Tuesday, September 18, 2018
Delivery Date: Tuesday, September 18, 2018
Maturity Date: Wednesday, September 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: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 10.115 10.115   1.75 N/A    N/A   

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Deal Date: Monday, September 17, 2018
Delivery Date: Monday, September 17, 2018
Maturity Date: Tuesday, September 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: 3
Accepted Counterparties: 3



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .715 .715   1.75 N/A    N/A   

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Deal Date: Friday, September 14, 2018
Delivery Date: Friday, September 14, 2018
Maturity Date: Monday, September 17, 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 1.315 1.315   1.75 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