Deal Date: Thursday, February 06, 2020
Delivery Date: Thursday, February 06, 2020
Maturity Date: Friday, February 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: 08:45 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 20.900 20.900 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 25.850 25.850 1.60 1.600 1.60 1.60
Total 46.750 46.750
Deal Date: Thursday, February 06, 2020
Delivery Date: Thursday, February 06, 2020
Maturity Date: Thursday, February 20, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 9 Days
Operation Close Time: 08:15 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 35.750 24.139 1.59 1.595 1.60 1.59
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 21.500 5.861 1.61 1.613 1.62 1.59
Total 57.250 30.000