Deal Date: Thursday, December 12, 2013
Delivery Date: Thursday, December 12, 2013
Maturity Date: Friday, December 13, 2013
Type of Operation1: Reverse Repo
Auction Method: Fixed-Rate
Settlement: Same Day
Term of Operation2: 1 Day
Operation Close Time: 11:45 AM
Repo = Repurchase Agreement. Reverse RP = Reverse Repurchase Agreement. MSP = Matched Sale Purchase (replaced by Reverse RPs in December 2002).
Calendar day count (as opposed to business day count) between Delivery and Maturity dates. Repurchase Agreements may be anywhere from overnight to 65 business days.
For Repo, Stop Out Rate is the lowest rate accepted. For Reverse Repo, the Stop Out Rate is the highest rate accepted.
Weighted Average refers to the weighted average rate of the accepted propositions.
Award rate is rate given to all awarded propositions for the collateral type.