Deal Date: Monday, March 02, 2020
Delivery Date: Monday, March 02, 2020
Maturity Date: Tuesday, March 03, 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 ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 28.140 28.140 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 25.000 25.000 1.60 1.600 1.60 1.60
Total 53.140 53.140
Deal Date: Friday, February 28, 2020
Delivery Date: Friday, February 28, 2020
Maturity Date: Monday, March 02, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 3 Days
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 2
Accepted Counterparties: 2
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury 2.187 2.187 1.50 N/A N/A
Deal Date: Friday, February 28, 2020
Delivery Date: Friday, February 28, 2020
Maturity Date: Monday, March 02, 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 ($B) Rate (%)
Collateral Type Submitted Accepted Stop-Out1 Weighted
Average2 High Low
Treasury 8.190 8.190 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 18.050 18.050 1.60 1.600 1.60 1.60
Total 26.240 26.240
Deal Date: Thursday, February 27, 2020
Delivery Date: Thursday, February 27, 2020
Maturity Date: Friday, February 28, 2020
Type of Operation: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation - Calendar Days : 1 Day
Term of Operation - Business Days : 1 Day
Operation Close Time: 01:15 PM
Participating Counterparties: 1
Accepted Counterparties: 1
Results Amount ($B) Rate (%)
Collateral Type Submitted Accepted Award3 High Low
Treasury .275 .275 1.50 N/A N/A
Deal Date: Thursday, February 27, 2020
Delivery Date: Thursday, February 27, 2020
Maturity Date: Friday, February 28, 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 12.540 12.540 1.60 1.600 1.60 1.60
Agency .000 .000 N/A N/A N/A N/A
Mortgage-backed 17.650 17.650 1.60 1.600 1.60 1.60
Total 30.190 30.190