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IDS World Markets Tues 20th November 07


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DJ Fed Accepts $5.25 Bln In Overnight RPs

 

Type of transaction: Overnight RPs

Total accepted: $5.25 Bln

Total submitted: $17.05 Bln

 

Agency Collateral Operation

Total accepted: $2.85 Bln

Total submitted: $5.8 Bln

Stop-Out Rate: 4.54%

Weighted Average: 4.55%

High-rate submitted: 4.55%

Low-rate submitted: 4.2%

 

Treasury Collateral Operation

Total accepted: $799 Mln

Total submitted: $7.8 Bln

Stop-Out Rate: 4.2%

Weighted Average: 4.34%

High-rate submitted: 4.7%

Low-rate submitted: 4%

 

Mortgage-Backed Collateral Operations

Total accepted: $1.601 Bln

Total submitted: $3.45 Bln

Stop-Out Rate: 4.55%

Weighted Average: 4.58%

High-rate submitted: 4.59%

Low-rate submitted: 4.4%

 

(Data was provided by the New York Federal Reserve Bank).

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DJ Fed Accepts $10 Bln In 3-Day RPs

 

Type of transaction: 3-Day RPs

Total accepted: $10 Bln

Total submitted: $25.95 Bln

 

Agency Collateral Operation

Total accepted: $8.162 Bln

Total submitted: $13.45 Bln

Stop-Out Rate: 4.55%

Weighted Average: 4.58%

High-rate submitted: 4.59%

Low-rate submitted: 4.25%

 

Treasury Collateral Operation

Total accepted: $1.838 Bln

Total submitted: $10.85 Bln

Stop-Out Rate: 4.22%

Weighted Average: 4.22%

High-rate submitted: 4.25%

Low-rate submitted: 4%

 

Mortgage-Backed Collateral Operations

Total accepted:  None

Total submitted: $1.65 Bln

Stop-Out Rate:  N/A

Weighted Average:  N/A

High-rate submitted: 4.62%

Low-rate submitted: 4.5%

 

(Data was provided by the New York Federal Reserve Bank).

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Drain

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