Dollars and Jens
Thursday, September 06, 2007
fed repos
For Overnight Repos:
Type of Collateral Submitted Accepted Stop Rate
U.S. Treasuries $16.1 billion $5.981 billion 5.18 percent
Agency $10.6 billion $2.269 billion 5.22 percent
Mortgage-backed $6.85 billion None N/A
TOTAL $33.55 billion $8.25 billion
For 7-Day Repos:
Type of Collateral Submitted Accepted Stop Rate
U.S. Treasuries $18.85 billion $7.718 billion 5.10 percent
Agency $20.35 billion $4.169 billion 5.22 percent
Mortgage-backed $19 billion $4.113 billion 5.28 percent
TOTAL $58.2 billion $16 billion
For 14-day Repos:
Type of Collateral Submitted Accepted Stop Rate
U.S. Treasuries $16.4 billion $7 billion 5.05 percent
Agency $19.95 billion None N/A
Mortgage-backed $24.55 billion None N/A
TOTAL $60.9 billion $7 billion
I'm just kind of showing off, aren't I.
