northmantrader.com/2020/01/22/hubris/
Heute wurden ca. 74 Milliarden in den Repomarkt gepumpt
Deal Date: Thursday, January 23, 2020
Delivery Date: Thursday, January 23, 2020
Maturity Date: Friday, January 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 ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 22.550 22.550 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 21.600 21.600 1.55 1.550 1.55 1.55
Total 44.150 44.150
Deal Date: Thursday, January 23, 2020
Delivery Date: Thursday, January 23, 2020
Maturity Date: Thursday, February 06, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 14 Days
Term of Operation - Business Days : 10 Days
Operation Close Time: 08:15 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 16.500 16.500 1.57 1.570 1.57 1.57
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 13.500 13.500 1.57 1.571 1.59 1.57
Total 30.000 30.000
Gestern waren es nur ca. 65 Milliarden US Dollar
Deal Date: Wednesday, January 22, 2020
Delivery Date: Wednesday, January 22, 2020
Maturity Date: Thursday, January 23, 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 ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury 15.604 15.604 1.45 N/A N/A
Deal Date: Wednesday, January 22, 2020
Delivery Date: Wednesday, January 22, 2020
Maturity Date: Thursday, January 23, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 31.450 31.450 1.55 1.550 1.55 1.55
Agency 1.500 1.500 1.55 1.550 1.55 1.55
Mortgage-backed 16.876 16.876 1.55 1.550 1.55 1.55
Total 49.826 49.826