Deal Date: Thursday, February 06, 2020 Delivery Date: Thursday, February 06, 2020 Maturity Date: Friday, February 07, 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 ($B) Rate (%) Collateral Type Submitted Accepted Stop-Out1 Weighted Average2 High Low Treasury 20.900 20.900 1.60 1.600 1.60 1.60 Agency .000 .000 N/A N/A N/A N/A Mortgage-backed 25.850 25.850 1.60 1.600 1.60 1.60 Total 46.750 46.750
Deal Date: Thursday, February 06, 2020 Delivery Date: Thursday, February 06, 2020 Maturity Date: Thursday, February 20, 2020 Type of Operation: Repo Auction Method: Multiple Price Settlement: Same Day Term of Operation - Calendar Days : 14 Days Term of Operation - Business Days : 9 Days Operation Close Time: 08:15 AM
Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Stop-Out1 Weighted Average2 High Low Treasury 35.750 24.139 1.59 1.595 1.60 1.59 Agency .000 .000 N/A N/A N/A N/A Mortgage-backed 21.500 5.861 1.61 1.613 1.62 1.59 Total 57.250 30.000 |