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
|