Repo and Reverse Repo Operations Historical Search


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

Export to:
Excel | XML
 
 

Operations from 03/01/2006 to 03/25/2020

Displaying 1 - 25 of 2854 records

 



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  

  Top



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   

  Top



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  

  Top



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  

  Top



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   

  Top



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  

  Top



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  

  Top



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  

  Top



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   

  Top



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  

  Top



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  

  Top



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  

  Top



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   

  Top



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  

  Top



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  

  Top



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  

  Top



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   

  Top



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  

  Top



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  

  Top



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  

  Top



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   

  Top



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  

  Top



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  

  Top



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   

  Top



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  

  Top

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 ››