Deal Date: Wednesday, January 29, 2020
Delivery Date: Wednesday, January 29, 2020
Maturity Date: Thursday, January 30, 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 ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury .300 .300 1.45 N/A N/A
Deal Date: Wednesday, January 29, 2020
Delivery Date: Wednesday, January 29, 2020
Maturity Date: Thursday, January 30, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 32.475 32.475 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 16.750 16.750 1.55 1.550 1.55 1.55
Total 49.225 49.225
Deal Date: Tuesday, January 28, 2020
Delivery Date: Tuesday, January 28, 2020
Maturity Date: Wednesday, January 29, 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: 2
Accepted Counterparties: 2
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury .002 .002 1.45 N/A N/A
Deal Date: Tuesday, January 28, 2020
Delivery Date: Tuesday, January 28, 2020
Maturity Date: Wednesday, January 29, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 37.150 37.150 1.55 1.550 1.55 1.55
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 18.600 18.600 1.55 1.550 1.55 1.55
Total 55.750 55.750
Deal Date: Tuesday, January 28, 2020
Delivery Date: Tuesday, January 28, 2020
Maturity Date: Tuesday, February 11, 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 16.350 16.350 1.58 1.580 1.58 1.58
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 12.600 12.600 1.58 1.584 1.59 1.58
Total 28.950 28.950