Repo and Reverse Repo Operations Historical Search



Deal Date: Wednesday, March 25, 2020
Delivery Date: Wednesday, March 25, 2020
Maturity Date: Thursday, March 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 1.500 1.500 0.10 0.100 0.10 0.10
Mortgage-backed .755 .755 0.10 0.100 0.10 0.10
Total 2.255 2.255  

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Deal Date: Wednesday, March 25, 2020
Delivery Date: Wednesday, March 25, 2020
Maturity Date: Thursday, March 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: 28
Accepted Counterparties: 28



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 97.411 97.411   0.00 N/A    N/A   

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Deal Date: Wednesday, March 25, 2020
Delivery Date: Wednesday, March 25, 2020
Maturity Date: Thursday, March 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: 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 10.900 10.900 0.10 0.100 0.10 0.10
Total 10.900 10.900  

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Deal Date: Tuesday, March 24, 2020
Delivery Date: Tuesday, March 24, 2020
Maturity Date: Wednesday, March 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 2.000 2.000 0.10 0.100 0.10 0.10
Mortgage-backed 17.400 17.400 0.10 0.100 0.10 0.10
Total 19.400 19.400  

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Deal Date: Tuesday, March 24, 2020
Delivery Date: Tuesday, March 24, 2020
Maturity Date: Wednesday, March 25, 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: 24
Accepted Counterparties: 24



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 41.516 41.516   0.00 N/A    N/A   

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Deal Date: Tuesday, March 24, 2020
Delivery Date: Tuesday, March 24, 2020
Maturity Date: Wednesday, March 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 10.500 10.500 0.10 0.100 0.10 0.10
Agency .150 .150 0.10 0.100 0.10 0.10
Mortgage-backed 7.200 7.200 0.10 0.100 0.10 0.10
Total 17.850 17.850  

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Deal Date: Tuesday, March 24, 2020
Delivery Date: Tuesday, March 24, 2020
Maturity Date: Monday, April 06, 2020
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 4.250 4.250 0.11 0.119 0.12 0.11
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 9.250 9.250 0.11 0.119 0.13 0.11
Total 13.500 13.500  

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Deal Date: Monday, March 23, 2020
Delivery Date: Monday, March 23, 2020
Maturity Date: Tuesday, March 24, 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 1.000 1.000 0.10 0.100 0.10 0.10
Mortgage-backed 2.000 2.000 0.10 0.100 0.10 0.10
Total 3.000 3.000  

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Deal Date: Monday, March 23, 2020
Delivery Date: Monday, March 23, 2020
Maturity Date: Tuesday, March 24, 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: 17
Accepted Counterparties: 17



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 26.944 26.944   0.00 N/A    N/A   

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Deal Date: Monday, March 23, 2020
Delivery Date: Monday, March 23, 2020
Maturity Date: Tuesday, March 24, 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 11.500 11.500 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 19.000 19.000 0.10 0.100 0.10 0.10
Total 30.500 30.500  

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Deal Date: Monday, March 23, 2020
Delivery Date: Monday, March 23, 2020
Maturity Date: Monday, April 20, 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: 08:15 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 4.000 4.000 0.17 0.170 0.17 0.17
Total 4.000 4.000  

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Deal Date: Friday, March 20, 2020
Delivery Date: Friday, March 20, 2020
Maturity Date: Monday, March 23, 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 .050 .050 0.10 0.100 0.10 0.10
Agency .200 .200 0.10 0.100 0.10 0.10
Mortgage-backed 1.500 1.500 0.10 0.100 0.10 0.10
Total 1.750 1.750  

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Deal Date: Friday, March 20, 2020
Delivery Date: Friday, March 20, 2020
Maturity Date: Monday, March 23, 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: 8
Accepted Counterparties: 8



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 12.203 12.203   0.00 N/A    N/A   

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Deal Date: Friday, March 20, 2020
Delivery Date: Friday, March 20, 2020
Maturity Date: Monday, March 23, 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 3.500 3.500 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 18.500 18.500 0.10 0.100 0.10 0.10
Total 22.000 22.000  

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Deal Date: Friday, March 20, 2020
Delivery Date: Friday, March 20, 2020
Maturity Date: Friday, June 12, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 84 Days
Term of Operation - Business Days : 59 Days
Operation Close Time: 08:15 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 14.000 14.000 0.24 0.240 0.24 0.24
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 17.250 17.250 0.24 0.240 0.24 0.24
Total 31.250 31.250  

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Deal Date: Thursday, March 19, 2020
Delivery Date: Thursday, March 19, 2020
Maturity Date: Friday, March 20, 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 7.500 7.500 0.10 0.100 0.10 0.10
Agency 1.700 1.700 0.10 0.100 0.10 0.10
Mortgage-backed 14.800 14.800 0.10 0.100 0.10 0.10
Total 24.000 24.000  

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Deal Date: Thursday, March 19, 2020
Delivery Date: Thursday, March 19, 2020
Maturity Date: Friday, March 20, 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: 5
Accepted Counterparties: 5



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 1.195 1.195   0.00 N/A    N/A   

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Deal Date: Thursday, March 19, 2020
Delivery Date: Thursday, March 19, 2020
Maturity Date: Friday, March 20, 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 21.240 21.240 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 27.650 27.650 0.10 0.100 0.10 0.10
Total 48.890 48.890  

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Deal Date: Thursday, March 19, 2020
Delivery Date: Thursday, March 19, 2020
Maturity Date: Thursday, April 02, 2020
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 3.000 3.000 0.17 0.170 0.17 0.17
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 9.500 9.500 0.16 0.169 0.17 0.16
Total 12.500 12.500  

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Deal Date: Wednesday, March 18, 2020
Delivery Date: Wednesday, March 18, 2020
Maturity Date: Thursday, March 19, 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 8.550 8.550 0.10 0.100 0.10 0.10
Agency .500 .500 0.10 0.100 0.10 0.10
Mortgage-backed 4.150 4.150 0.10 0.100 0.10 0.10
Total 13.200 13.200  

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Deal Date: Wednesday, March 18, 2020
Delivery Date: Wednesday, March 18, 2020
Maturity Date: Thursday, March 19, 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: 4
Accepted Counterparties: 4



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury .477 .477   0.00 N/A    N/A   

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Deal Date: Wednesday, March 18, 2020
Delivery Date: Wednesday, March 18, 2020
Maturity Date: Thursday, March 19, 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: 08:30 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 43.475 43.475 0.10 0.100 0.10 0.10
Agency .420 .420 0.10 0.100 0.10 0.10
Mortgage-backed 41.900 41.900 0.10 0.100 0.10 0.10
Total 85.795 85.795  

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Deal Date: Tuesday, March 17, 2020
Delivery Date: Tuesday, March 17, 2020
Maturity Date: Wednesday, March 18, 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 4.600 4.600 0.10 0.100 0.10 0.10
Agency .500 .500 0.10 0.100 0.10 0.10
Mortgage-backed 5.000 5.000 0.10 0.100 0.10 0.10
Total 10.100 10.100  

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Deal Date: Tuesday, March 17, 2020
Delivery Date: Tuesday, March 17, 2020
Maturity Date: Wednesday, March 18, 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: 8
Accepted Counterparties: 8



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted   Award3 High   Low  
Treasury 5.700 5.700   0.00 N/A    N/A   

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Deal Date: Tuesday, March 17, 2020
Delivery Date: Tuesday, March 17, 2020
Maturity Date: Wednesday, March 18, 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: 08:45 AM



Results Amount ($B) Rate (%)
Collateral Type   Submitted Accepted Stop-Out1 Weighted
Average2
High   Low  
Treasury 85.550 85.550 0.10 0.100 0.10 0.10
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 57.100 57.100 0.10 0.104 0.13 0.10
Total 142.650 142.650  

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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