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 |