Gestern wurde vorläufig zum letztenmal ein großer Schluck aus der Flasche genommen. Ab heute wird es ja weniger, zumindest was den Repomarkt angeht. Ca. 109 Milliarden US Dollar wurden gestern gegeben.
Deal Date: Thursday, February 13, 2020
Delivery Date: Thursday, February 13, 2020
Maturity Date: Friday, February 14, 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 ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury .450 .450 1.50 N/A N/A
Deal Date: Thursday, February 13, 2020
Delivery Date: Thursday, February 13, 2020
Maturity Date: Friday, February 14, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 17.950 17.950 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 30.900 30.900 1.60 1.600 1.60 1.60
Total 48.850 48.850
Deal Date: Thursday, February 13, 2020
Delivery Date: Thursday, February 13, 2020
Maturity Date: Thursday, February 27, 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 41.770 21.761 1.59 1.590 1.59 1.58
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 17.250 8.239 1.61 1.610 1.61 1.58
Total 59.020 30.000