Heute wurden Tagesgeschäfte von 1 Tag bis zu 84 Tagen abgewickelt.Das Gesamtvolumen belief sich auf knapp 297,555 Milliarden US Dollar. Es wurden insgesamt Papiere im Wert von 374,8 Milliarden US Dollar angedient. Die Nachfrage wurde heute noch nicht komplett gestillt, obwohl das Volumen auf ein neues Rekordhoch gestiegen ist. Es sollen ja in den nächsten Wochen bis zu 500 Milliarden in den Repomarkt gegeben werden.
Deal Date: Thursday, March 12, 2020 Delivery Date: Friday, March 13, 2020 Maturity Date: Friday, June 05, 2020 Type of Operation: Repo Auction Method: Multiple Price Settlement: 1 Day Forward Term of Operation - Calendar Days : 84 Days Term of Operation - Business Days : 59 Days Operation Close Time: 01:45 PM
Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Stop-Out1 Weighted Average2 High Low Treasury 39.050 39.050 0.25 0.255 0.40 0.25 Agency .100 .100 0.25 0.250 0.25 0.25 Mortgage-backed 39.250 39.250 0.25 0.254 0.40 0.25 Total 78.400 78.400
Deal Date: Thursday, March 12, 2020 Delivery Date: Thursday, March 12, 2020 Maturity Date: Friday, March 13, 2020 Type of Operation: Reverse Repo Auction Method: Fixed-Rate Settlement: Same Day Term of Operation - Calendar Days : 1 Day Term of Operation - Business Days : 1 Day Operation Close Time: 01:15 PM Participating Counterparties: 3 Accepted Counterparties: 3
Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Award3 High Low Treasury 21.050 21.050 1.00 N/A N/A
Deal Date: Thursday, March 12, 2020 Delivery Date: Thursday, March 12, 2020 Maturity Date: Friday, March 13, 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: 09:00 AM
Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Stop-Out1 Weighted Average2 High Low Treasury 73.250 73.250 1.10 1.108 1.13 1.10 Agency .150 .150 1.15 1.150 1.15 1.15 Mortgage-backed 29.700 29.700 1.10 1.112 1.15 1.10 Total 103.100 103.100
Deal Date: Thursday, March 12, 2020 Delivery Date: Thursday, March 12, 2020 Maturity Date: Thursday, March 26, 2020 Type of Operation: Repo Auction Method: Multiple Price Settlement: Same Day Term of Operation - Calendar Days : 14 Days Term of Operation - Business Days : 10 Days Operation Close Time: 08:30 AM
Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Stop-Out1 Weighted Average2 High Low Treasury 70.750 36.625 0.34 0.417 0.56 0.23 Agency .100 .000 N/A N/A 0.30 0.30 Mortgage-backed 16.250 8.375 0.36 0.424 0.60 0.28 Total 87.100 45.000
Deal Date: Thursday, March 12, 2020 Delivery Date: Thursday, March 12, 2020 Maturity Date: Monday, April 06, 2020 Type of Operation: Repo Auction Method: Multiple Price Settlement: Same Day Term of Operation - Calendar Days : 25 Days Term of Operation - Business Days : 17 Days Operation Close Time: 08:00 AM
Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Stop-Out1 Weighted Average2 High Low Treasury 58.250 35.599 0.29 0.367 0.55 0.25 Agency .100 .000 N/A N/A 0.30 0.30 Mortgage-backed 24.250 14.401 0.31 0.480 0.75 0.25 Total 82.600 50.000
Deal Date: Wednesday, March 11, 2020 Delivery Date: Wednesday, March 11, 2020 Maturity Date: Thursday, March 12, 2020 Type of Operation: Reverse Repo Auction Method: Fixed-Rate Settlement: Same Day Term of Operation - Calendar Days : 1 Day Term of Operation - Business Days : 1 Day Operation Close Time: 01:15 PM Participating Counterparties: 3 Accepted Counterparties: 3
Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Award3 High Low Treasury 1.325 1.325 1.00 N/A N/A
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