Repo and Reverse Repo Operations



Deal Date: Friday, July 10, 2020
Delivery Date: Friday, July 10, 2020
Maturity Date: Monday, July 13, 2020
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, July 10, 2020
Delivery Date: Friday, July 10, 2020
Maturity Date: Monday, July 13, 2020
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: 0
Accepted Counterparties: 0



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .000 .000   N/A N/A    N/A   

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Deal Date: Thursday, July 09, 2020
Delivery Date: Thursday, July 09, 2020
Maturity Date: Friday, July 10, 2020
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, July 09, 2020
Delivery Date: Thursday, July 09, 2020
Maturity Date: Friday, July 10, 2020
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: 0
Accepted Counterparties: 0



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .000 .000   N/A N/A    N/A   

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Deal Date: Wednesday, July 08, 2020
Delivery Date: Wednesday, July 08, 2020
Maturity Date: Thursday, July 09, 2020
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, July 08, 2020
Delivery Date: Wednesday, July 08, 2020
Maturity Date: Thursday, July 09, 2020
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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .001 .001   0.00 N/A    N/A   

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Deal Date: Tuesday, July 07, 2020
Delivery Date: Tuesday, July 07, 2020
Maturity Date: Wednesday, July 08, 2020
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, July 07, 2020
Delivery Date: Tuesday, July 07, 2020
Maturity Date: Wednesday, July 08, 2020
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 .003 .003   0.00 N/A    N/A   

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Deal Date: Tuesday, July 07, 2020
Delivery Date: Tuesday, July 07, 2020
Maturity Date: Tuesday, August 04, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 28 Days
Term of Operation - Business Days : 20 Days
Operation Close Time: 08:30 AM



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, July 06, 2020
Delivery Date: Monday, July 06, 2020
Maturity Date: Tuesday, July 07, 2020
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, July 06, 2020
Delivery Date: Monday, July 06, 2020
Maturity Date: Tuesday, July 07, 2020
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: 0
Accepted Counterparties: 0



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .000 .000   N/A N/A    N/A   

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Deal Date: Thursday, July 02, 2020
Delivery Date: Thursday, July 02, 2020
Maturity Date: Monday, July 06, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 4 Days
Term of Operation - Business Days : 2 Days
Operation Close Time: 01:45 PM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 2.500 2.500 0.15 0.150 0.15 0.15
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 3.000 3.000 0.15 0.150 0.15 0.15
Total 5.500 5.500  

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Deal Date: Thursday, July 02, 2020
Delivery Date: Thursday, July 02, 2020
Maturity Date: Monday, July 06, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 4 Days
Term of Operation - Business Days : 2 Days
Operation Close Time: 01:15 PM
Participating Counterparties: 0
Accepted Counterparties: 0



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .000 .000   N/A N/A    N/A   

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Deal Date: Wednesday, July 01, 2020
Delivery Date: Wednesday, July 01, 2020
Maturity Date: Thursday, July 02, 2020
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 7.000 7.000 0.15 0.150 0.15 0.15
Total 7.000 7.000  

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Deal Date: Wednesday, July 01, 2020
Delivery Date: Wednesday, July 01, 2020
Maturity Date: Thursday, July 02, 2020
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 .002 .002   0.00 N/A    N/A   

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Deal Date: Tuesday, June 30, 2020
Delivery Date: Tuesday, June 30, 2020
Maturity Date: Wednesday, July 01, 2020
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 4.750 4.750 0.15 0.150 0.15 0.15
Total 4.750 4.750  

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Deal Date: Tuesday, June 30, 2020
Delivery Date: Tuesday, June 30, 2020
Maturity Date: Wednesday, July 01, 2020
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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .950 .950   0.00 N/A    N/A   

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Deal Date: Tuesday, June 30, 2020
Delivery Date: Tuesday, June 30, 2020
Maturity Date: Tuesday, July 28, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 28 Days
Term of Operation - Business Days : 20 Days
Operation Close Time: 08:30 AM



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 29, 2020
Delivery Date: Monday, June 29, 2020
Maturity Date: Tuesday, June 30, 2020
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 6.500 6.500 0.15 0.150 0.15 0.15
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 11.000 11.000 0.15 0.150 0.15 0.15
Total 17.500 17.500  

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Deal Date: Monday, June 29, 2020
Delivery Date: Monday, June 29, 2020
Maturity Date: Tuesday, June 30, 2020
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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .250 .250   0.00 N/A    N/A   

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Deal Date: Friday, June 26, 2020
Delivery Date: Friday, June 26, 2020
Maturity Date: Monday, June 29, 2020
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 15.000 15.000 0.15 0.150 0.15 0.15
Total 15.000 15.000  

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Deal Date: Friday, June 26, 2020
Delivery Date: Friday, June 26, 2020
Maturity Date: Monday, June 29, 2020
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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .200 .200   0.00 N/A    N/A   

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Deal Date: Thursday, June 25, 2020
Delivery Date: Thursday, June 25, 2020
Maturity Date: Friday, June 26, 2020
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 9.000 9.000 0.15 0.150 0.15 0.15
Total 9.000 9.000  

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Deal Date: Thursday, June 25, 2020
Delivery Date: Thursday, June 25, 2020
Maturity Date: Friday, June 26, 2020
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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .001 .001   0.00 N/A    N/A   

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Deal Date: Wednesday, June 24, 2020
Delivery Date: Wednesday, June 24, 2020
Maturity Date: Thursday, June 25, 2020
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 2.000 2.000 0.15 0.150 0.15 0.15
Total 2.000 2.000  

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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