Am 30. Januar wurde wieder über 80 Milliarden US Dollar in den Markt gegeben. Es wechselt sich aktuell ab mit Tagen von nur ca. 50 US Milliarden und weniger und Tagen mit bis zu über 80 US Milliarden. Fazit: Noch keine Beruhigung am Repomarkt. Das schlimme ist mittlerweile das wenn nur 50 bzw. weniger Milliarden in den Markt gegeben werden, es als normal bzw. nicht mehr schlimm angesehen wird.
Deal Date: Friday, January 31, 2020
Delivery Date: Friday, January 31, 2020
Maturity Date: Monday, February 03, 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: 1
Accepted Counterparties: 1
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury 4.500 4.500 1.50 N/A N/A
Deal Date: Friday, January 31, 2020
Delivery Date: Friday, January 31, 2020
Maturity Date: Monday, February 03, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 3 Days
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:30 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 28.202 28.202 1.60 1.600 1.60 1.60
Agency 1.000 1.000 1.60 1.600 1.60 1.60
Mortgage-backed 16.350 16.350 1.60 1.600 1.60 1.60
Total 45.552 45.552
Deal Date: Thursday, January 30, 2020
Delivery Date: Thursday, January 30, 2020
Maturity Date: Friday, January 31, 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: 9
Accepted Counterparties: 9
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury 4.140 4.140 1.50 N/A N/A
Deal Date: Thursday, January 30, 2020
Delivery Date: Thursday, January 30, 2020
Maturity Date: Friday, January 31, 2020
Type of Operation: Repo
Auction Method: Multiple Price
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 08:45 AM
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 28.175 28.175 1.60 1.600 1.60 1.60
Agency 1.000 1.000 1.60 1.600 1.60 1.60
Mortgage-backed 19.600 19.600 1.60 1.600 1.60 1.60
Total 48.775 48.775
Deal Date: Thursday, January 30, 2020
Delivery Date: Thursday, January 30, 2020
Maturity Date: Thursday, February 13, 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 14.000 14.000 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 19.800 19.800 1.60 1.606 1.61 1.60
Total 33.800 33.800