Repo and Reverse Repo Operations
The New York Fed conducts repo and 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 | FAQ on Repurchase Agreement Operations 		Printer version
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Deal Date: Tuesday, December 10, 2019
Delivery Date: Tuesday, December 10, 2019
Maturity Date: Wednesday, December 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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .001 .001   1.45 N/A    N/A   

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Deal Date: Tuesday, December 10, 2019
Delivery Date: Tuesday, December 10, 2019
Maturity Date: Wednesday, December 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 27.350 27.350 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 14.350 14.350 1.55 1.551 1.56 1.55
Total 41.700 41.700  

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Deal Date: Tuesday, December 10, 2019
Delivery Date: Tuesday, December 10, 2019
Maturity Date: Monday, December 23, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 13 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 25.000 25.000 1.54 1.542 1.55 1.54
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 3.500 3.500 1.54 1.544 1.55 1.54
Total 28.500 28.500  

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Deal Date: Monday, December 09, 2019
Delivery Date: Monday, December 09, 2019
Maturity Date: Tuesday, December 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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .115 .115   1.45 N/A    N/A   

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Deal Date: Monday, December 09, 2019
Delivery Date: Monday, December 09, 2019
Maturity Date: Tuesday, December 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 40.350 40.350 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 16.050 16.050 1.55 1.551 1.56 1.55
Total 56.400 56.400  

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Deal Date: Monday, December 09, 2019
Delivery Date: Monday, December 09, 2019
Maturity Date: Monday, January 06, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 28 Days
Term of Operation - Business Days : 18 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 29.800 17.705 1.60 1.612 1.67 1.56
Agency .100 .100 1.64 1.640 1.64 1.64
Mortgage-backed 13.100 7.195 1.62 1.649 1.68 1.56
Total 43.000 25.000  

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Deal Date: Friday, December 06, 2019
Delivery Date: Friday, December 06, 2019
Maturity Date: Monday, December 09, 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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.000 1.000   1.45 N/A    N/A   

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Deal Date: Friday, December 06, 2019
Delivery Date: Friday, December 06, 2019
Maturity Date: Monday, December 09, 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 56.100 56.100 1.55 1.550 1.56 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 16.700 16.700 1.55 1.550 1.55 1.55
Total 72.800 72.800  

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Deal Date: Thursday, December 05, 2019
Delivery Date: Thursday, December 05, 2019
Maturity Date: Friday, December 06, 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: 1
Accepted Counterparties: 1



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .001 .001   1.45 N/A    N/A   

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Deal Date: Thursday, December 05, 2019
Delivery Date: Thursday, December 05, 2019
Maturity Date: Friday, December 06, 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 61.250 61.250 1.55 1.550 1.55 1.55
Agency .500 .500 1.55 1.550 1.55 1.55
Mortgage-backed 16.950 16.950 1.55 1.550 1.55 1.55
Total 78.700 78.700  

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Deal Date: Thursday, December 05, 2019
Delivery Date: Thursday, December 05, 2019
Maturity Date: Thursday, December 19, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 10 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 17.800 17.800 1.55 1.553 1.56 1.55
Agency .100 .100 1.55 1.550 1.55 1.55
Mortgage-backed 10.800 10.800 1.55 1.555 1.57 1.55
Total 28.700 28.700  

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Deal Date: Wednesday, December 04, 2019
Delivery Date: Wednesday, December 04, 2019
Maturity Date: Thursday, December 05, 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: 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, December 04, 2019
Delivery Date: Wednesday, December 04, 2019
Maturity Date: Thursday, December 05, 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 54.900 54.900 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 15.200 15.200 1.55 1.550 1.55 1.55
Total 70.100 70.100  

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Deal Date: Tuesday, December 03, 2019
Delivery Date: Tuesday, December 03, 2019
Maturity Date: Wednesday, December 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: 2
Accepted Counterparties: 2



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .151 .151   1.45 N/A    N/A   

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Deal Date: Tuesday, December 03, 2019
Delivery Date: Tuesday, December 03, 2019
Maturity Date: Wednesday, December 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 65.500 65.500 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 12.300 12.300 1.55 1.550 1.55 1.55
Total 77.800 77.800  

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Deal Date: Tuesday, December 03, 2019
Delivery Date: Tuesday, December 03, 2019
Maturity Date: Tuesday, December 17, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 10 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 10.757 10.757 1.56 1.560 1.56 1.56
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 7.000 7.000 1.56 1.566 1.58 1.56
Total 17.757 17.757  

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Deal Date: Monday, December 02, 2019
Delivery Date: Monday, December 02, 2019
Maturity Date: Tuesday, December 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: 2
Accepted Counterparties: 2



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .015 .015   1.45 N/A    N/A   

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Deal Date: Monday, December 02, 2019
Delivery Date: Monday, December 02, 2019
Maturity Date: Tuesday, December 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 52.950 52.950 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 19.950 19.950 1.55 1.550 1.56 1.55
Total 72.900 72.900  

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Deal Date: Monday, December 02, 2019
Delivery Date: Monday, December 02, 2019
Maturity Date: Monday, January 13, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 42 Days
Term of Operation - Business Days : 28 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 29.750 16.405 1.60 1.617 1.65 1.56
Agency 1.000 .000 N/A N/A 1.58 1.57
Mortgage-backed 11.800 8.595 1.62 1.629 1.65 1.58
Total 42.550 25.000  

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Deal Date: Friday, November 29, 2019
Delivery Date: Friday, November 29, 2019
Maturity Date: Monday, December 02, 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 .750 .750   1.45 N/A    N/A   

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Deal Date: Friday, November 29, 2019
Delivery Date: Friday, November 29, 2019
Maturity Date: Monday, December 02, 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 61.550 61.550 1.55 1.553 1.56 1.55
Agency .500 .500 1.55 1.550 1.55 1.55
Mortgage-backed 26.400 26.400 1.55 1.561 1.60 1.55
Total 88.450 88.450  

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Deal Date: Wednesday, November 27, 2019
Delivery Date: Wednesday, November 27, 2019
Maturity Date: Friday, November 29, 2019
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 2 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 .506 .506   1.45 N/A    N/A   

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Deal Date: Wednesday, November 27, 2019
Delivery Date: Wednesday, November 27, 2019
Maturity Date: Friday, November 29, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 2 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 64.750 64.750 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 23.200 23.200 1.55 1.552 1.56 1.55
Total 87.950 87.950  

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Deal Date: Wednesday, November 27, 2019
Delivery Date: Wednesday, November 27, 2019
Maturity Date: Thursday, December 12, 2019
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 15 Days
Term of Operation - Business Days : 10 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2		 High   Low  
Treasury 10.000 10.000 1.58 1.580 1.58 1.58
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 11.000 11.000 1.58 1.584 1.59 1.58
Total 21.000 21.000  

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Deal Date: Tuesday, November 26, 2019
Delivery Date: Tuesday, November 26, 2019
Maturity Date: Wednesday, November 27, 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 2.205 2.205   1.45 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 accepted 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