Finance and Economics Discussion Series: Data for paper 2014-60
♣
The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors
Stefania D'Amico, Roger Fan, and Yuriy Kitsul
Days since operation |
Coefficient on percent bought off-the-run |
Lower bound of 95% confidence interval for the coefficient on percent bought off-the-run |
Upper bound of 95% confidence interval for the coefficient on percent bought off-the-run |
Coefficient on percent bought off-the-run LOESS |
Lower bound of 95% confidence interval for the coefficient on percent bought off-the-run LOESS |
Upper bound of 95% confidence interval for the coefficient on percent bought off-the-run LOESS |
1 |
-0.0846512 |
-0.10993912 |
-0.05936328 |
-0.124427132713955 |
-0.162772579851737 |
-0.0860816855761738 |
2 |
-0.1069282 |
-0.139506928 |
-0.074349472 |
-0.123393329763975 |
-0.163020042803883 |
-0.0837666167240679 |
3 |
-0.1335179 |
-0.17025614 |
-0.09677966 |
-0.122362737700663 |
-0.163232476317306 |
-0.0814929990840198 |
4 |
-0.1118931 |
-0.144758576 |
-0.079027624 |
-0.121333692265678 |
-0.163406689433442 |
-0.0792606950979148 |
5 |
-0.1451187 |
-0.214526416 |
-0.075710984 |
-0.120304529200684 |
-0.163539491193729 |
-0.0770695672076384 |
6 |
-0.1172756 |
-0.154959932 |
-0.079591268 |
-0.119273584247339 |
-0.163627690639602 |
-0.0749194778550761 |
7 |
-0.1201761 |
-0.161042492 |
-0.079309708 |
-0.118239193147306 |
-0.163668096812498 |
-0.0728102894821133 |
8 |
-0.1327618 |
-0.179760444 |
-0.085763156 |
-0.117199691642245 |
-0.163657518753855 |
-0.0707418645306356 |
9 |
-0.1061068 |
-0.148129592 |
-0.064084008 |
-0.116153415473818 |
-0.163592765505107 |
-0.0687140654425283 |
10 |
-0.1075828 |
-0.151161048 |
-0.064004552 |
-0.115098700383684 |
-0.163470646107692 |
-0.066726754659677 |
11 |
-0.1197078 |
-0.174712848 |
-0.064702752 |
-0.114033882113507 |
-0.163287969603046 |
-0.064779794623967 |
12 |
-0.1483343 |
-0.21570734 |
-0.08096126 |
-0.112957296404945 |
-0.163041545032606 |
-0.062873047777284 |
13 |
-0.1151151 |
-0.1625863 |
-0.0676439 |
-0.111867278999661 |
-0.162728181437808 |
-0.0610063765615133 |
14 |
-0.1209627 |
-0.169366664 |
-0.072558736 |
-0.110760019571849 |
-0.162340447416888 |
-0.0591795917268102 |
15 |
-0.1043204 |
-0.154566568 |
-0.054074232 |
-0.109635287044804 |
-0.161877846291889 |
-0.0573927277977197 |
16 |
-0.1174406 |
-0.171636168 |
-0.063245032 |
-0.108496786033836 |
-0.16134758918996 |
-0.0556459828777122 |
17 |
-0.1175049 |
-0.180846024 |
-0.054163776 |
-0.107348221154254 |
-0.160756887238251 |
-0.0539395550702583 |
18 |
-0.1048646 |
-0.164902928 |
-0.044826272 |
-0.106193297021369 |
-0.160112951563909 |
-0.0522736424788281 |
19 |
-0.063642 |
-0.112425028 |
-0.014858972 |
-0.105035718250489 |
-0.159422993294085 |
-0.0506484432068921 |
20 |
-0.1062465 |
-0.157171808 |
-0.055321192 |
-0.103879189456924 |
-0.158694223555927 |
-0.0490641553579206 |
21 |
-0.1460278 |
-0.229523408 |
-0.062532192 |
-0.102727415255985 |
-0.157933853476585 |
-0.0475209770353841 |
22 |
-0.1394787 |
-0.224895892 |
-0.054061508 |
-0.10158410026298 |
-0.157149094183207 |
-0.0460191063427529 |
23 |
-0.0835141 |
-0.134539564 |
-0.032488636 |
-0.10045294909322 |
-0.156347156802943 |
-0.0445587413834973 |
24 |
-0.0876386 |
-0.136522176 |
-0.038755024 |
-0.0993376663620144 |
-0.155535252462941 |
-0.0431400802610878 |
25 |
-0.1002378 |
-0.152208768 |
-0.048266832 |
-0.0982419566846727 |
-0.154720592290351 |
-0.0417633210789947 |
26 |
-0.0717126 |
-0.122626932 |
-0.020798268 |
-0.0971695246765047 |
-0.153910387412321 |
-0.0404286619406883 |
27 |
-0.1015155 |
-0.181581892 |
-0.021449108 |
-0.0960720710139852 |
-0.153002121040612 |
-0.0391420209873587 |
28 |
-0.0966387 |
-0.15929892 |
-0.03397848 |
-0.0949088391638651 |
-0.151909499519862 |
-0.0379081788078681 |
29 |
-0.0928794 |
-0.146276856 |
-0.039481944 |
-0.0936948479268682 |
-0.150664068676541 |
-0.0367256271771958 |
30 |
-0.1126755 |
-0.168230328 |
-0.057120672 |
-0.0924451161037185 |
-0.149297374337116 |
-0.035592857870321 |
31 |
-0.1120747 |
-0.19356954 |
-0.03057986 |
-0.09117466249514 |
-0.147840962328057 |
-0.0345083626622227 |
32 |
-0.0760948 |
-0.127429748 |
-0.024759852 |
-0.0898985059018564 |
-0.146326378475833 |
-0.0334706333278803 |
33 |
-0.0772939 |
-0.127875424 |
-0.026712376 |
-0.0886316651245918 |
-0.144785168606911 |
-0.0324781616422728 |
34 |
-0.0895542 |
-0.1408964 |
-0.038212 |
-0.08738915896407 |
-0.14324887854776 |
-0.0315294393803794 |
35 |
-0.1248209 |
-0.184291808 |
-0.065349992 |
-0.0861860062210148 |
-0.14174905412485 |
-0.0306229583171794 |
36 |
-0.0867842 |
-0.137062708 |
-0.036505692 |
-0.0850372256961503 |
-0.140317241164649 |
-0.0297572102276518 |
37 |
-0.0834583 |
-0.133530028 |
-0.033386572 |
-0.0839578361902004 |
-0.138984985493625 |
-0.0289306868867759 |
38 |
-0.0745046 |
-0.125616304 |
-0.023392896 |
-0.0829628565038888 |
-0.137783832938247 |
-0.0281418800695309 |
39 |
-0.088245 |
-0.144075012 |
-0.032414988 |
-0.0820673054379396 |
-0.136745329324983 |
-0.0273892815508958 |
40 |
-0.0658743 |
-0.11572298 |
-0.01602562 |
-0.0812533587645493 |
-0.13580866332104 |
-0.0266980542080586 |
41 |
-0.0667378 |
-0.115554344 |
-0.017921256 |
-0.0804910219890232 |
-0.134894960211854 |
-0.0260870837661928 |
42 |
-0.0631988 |
-0.113761116 |
-0.012636484 |
-0.079777058511748 |
-0.13400867075124 |
-0.025545446272256 |
43 |
-0.0549806 |
-0.104348884 |
-0.005612316 |
-0.0791082317331107 |
-0.133154245693015 |
-0.0250622177732061 |
44 |
-0.0793955 |
-0.131184776 |
-0.027606224 |
-0.078481305053498 |
-0.132336135790995 |
-0.0246264743160007 |
45 |
-0.0603169 |
-0.1103067 |
-0.0103271 |
-0.0778930418732967 |
-0.131558791798996 |
-0.0242272919475976 |
46 |
-0.0643869 |
-0.115131496 |
-0.013642304 |
-0.0773402055928938 |
-0.130826664470833 |
-0.0238537467149546 |
47 |
-0.0667244 |
-0.116426276 |
-0.017022524 |
-0.076819559612676 |
-0.130144204560323 |
-0.0234949146650293 |
48 |
-0.0784402 |
-0.128134628 |
-0.028745772 |
-0.0763278673330302 |
-0.129515862821281 |
-0.0231398718447795 |
49 |
-0.0632897 |
-0.11083048 |
-0.01574892 |
-0.0758618921543432 |
-0.128946090007523 |
-0.022777694301163 |
50 |
-0.0723581 |
-0.121695612 |
-0.023020588 |
-0.0754183974770018 |
-0.128439336872866 |
-0.0223974580811374 |
51 |
-0.0995173 |
-0.154590556 |
-0.044444044 |
-0.0749941467013928 |
-0.128000054171125 |
-0.0219882392316605 |
52 |
-0.1175062 |
-0.183898064 |
-0.051114336 |
-0.0746435759300944 |
-0.127693040274817 |
-0.0215941115853713 |
53 |
-0.0803339 |
-0.135207432 |
-0.025460368 |
-0.0744118160892291 |
-0.127562840753521 |
-0.0212607914249366 |
54 |
-0.0943062 |
-0.162555164 |
-0.026057236 |
-0.0742816728145003 |
-0.127583527156645 |
-0.0209798184723553 |
55 |
-0.0516413 |
-0.101783 |
-0.0014996 |
-0.0742359517416119 |
-0.127729171033597 |
-0.0207427324496266 |
56 |
-0.07859 |
-0.128347932 |
-0.028832068 |
-0.0742574585062673 |
-0.127973843933785 |
-0.0205410730787497 |
57 |
-0.073744 |
-0.126058164 |
-0.021429836 |
-0.0743289987441701 |
-0.128291617406617 |
-0.0203663800817236 |
58 |
-0.1229874 |
-0.1971342 |
-0.0488406 |
-0.0744333780910241 |
-0.128656563001501 |
-0.0202101931805475 |
59 |
-0.0672242 |
-0.117959584 |
-0.016488816 |
-0.0745534021825328 |
-0.129042752267845 |
-0.0200640520972205 |
60 |
-0.0840868 |
-0.134748096 |
-0.033425504 |
-0.0746718766543998 |
-0.129424256755058 |
-0.0199194965537417 |
61 |
-0.0498631 |
-0.101139836 |
0.001413636 |
-0.0747716071423287 |
-0.129775148012547 |
-0.0197680662721102 |
62 |
-0.0853849 |
-0.147142148 |
-0.023627652 |
-0.0748353992820231 |
-0.130069497589721 |
-0.0196013009743251 |
63 |
-0.0845873 |
-0.141154076 |
-0.028020524 |
-0.0748460587091867 |
-0.130281377035988 |
-0.0194107403823855 |
64 |
-0.0605221 |
-0.11087352 |
-0.01017068 |
-0.074786391059523 |
-0.130384857900755 |
-0.0191879242182907 |
65 |
-0.0567405 |
-0.109851992 |
-0.003629008 |
-0.0746846718822125 |
-0.130414099734979 |
-0.018955244029446 |
66 |
-0.060448 |
-0.112515204 |
-0.008380796 |
-0.0745807626009336 |
-0.130423917436003 |
-0.0187376077658644 |
67 |
-0.0428205 |
-0.09678812 |
0.01114712 |
-0.0744748476631369 |
-0.130419365572818 |
-0.0185303297534564 |
68 |
-0.0593673 |
-0.114741416 |
-0.003993184 |
-0.0743671115162732 |
-0.130405498714414 |
-0.0183287243181323 |
69 |
-0.0888904 |
-0.144789404 |
-0.032991396 |
-0.0742577386077929 |
-0.130387371429783 |
-0.0181281057858026 |
70 |
-0.0793945 |
-0.138137072 |
-0.020651928 |
-0.0741469133851469 |
-0.130370038287916 |
-0.0179237884823777 |
71 |
-0.0771543 |
-0.133448636 |
-0.020859964 |
-0.0740348202957857 |
-0.130358553857804 |
-0.0177110867337679 |
72 |
-0.0552367 |
-0.111553772 |
0.001080372 |
-0.0739216437871599 |
-0.130357972708436 |
-0.0174853148658837 |
73 |
-0.0800534 |
-0.136374784 |
-0.023732016 |
-0.0738075683067202 |
-0.130373349408805 |
-0.0172417872046353 |
74 |
-0.0715688 |
-0.126732216 |
-0.016405384 |
-0.0736927783019173 |
-0.130409738527901 |
-0.0169758180759334 |
75 |
-0.0806402 |
-0.13352688 |
-0.02775352 |
-0.0735774582202018 |
-0.130472194634716 |
-0.0166827218056881 |
76 |
-0.1154891 |
-0.183908976 |
-0.047069224 |
-0.0734617925090244 |
-0.130565772298239 |
-0.0163578127198101 |
77 |
-0.0902193 |
-0.15252476 |
-0.02791384 |
-0.0733456298067992 |
-0.130678424131801 |
-0.0160128354817974 |
78 |
-0.0683877 |
-0.123216152 |
-0.013559248 |
-0.073228698830935 |
-0.130795193215829 |
-0.015662204446041 |
79 |
-0.0534488 |
-0.10862378 |
0.00172618 |
-0.0731110041473743 |
-0.130916769819958 |
-0.0153052384747905 |
80 |
-0.051816 |
-0.106051944 |
0.00241994399999999 |
-0.0729925503220598 |
-0.131043844213825 |
-0.0149412564302951 |
81 |
-0.0810339 |
-0.13467224 |
-0.02739556 |
-0.0728733419209338 |
-0.131177106667064 |
-0.0145695771748043 |
82 |
-0.0728108 |
-0.12682056 |
-0.01880104 |
-0.072753383509939 |
-0.131317247449311 |
-0.0141895195705675 |
83 |
-0.0705234 |
-0.127747952 |
-0.013298848 |
-0.0726326796550179 |
-0.131464956830202 |
-0.013800402479834 |
84 |
-0.0813153 |
-0.142478276 |
-0.020152324 |
-0.0725112349221129 |
-0.131620925079372 |
-0.0134015447648534 |
85 |
-0.096437 |
-0.165107756 |
-0.027766244 |
-0.0723890538771667 |
-0.131785842466458 |
-0.0129922652878751 |
86 |
-0.0722284 |
-0.127406516 |
-0.017050284 |
-0.0722661410861216 |
-0.131960399261095 |
-0.0125718829111483 |
87 |
-0.0664184 |
-0.121084368 |
-0.011752432 |
-0.0721425011149204 |
-0.132145285732918 |
-0.0121397164969226 |
88 |
-0.0683421 |
-0.123370668 |
-0.013313532 |
-0.0720181385295055 |
-0.132341192151564 |
-0.0116950849074473 |
89 |
-0.0739861 |
-0.129967816 |
-0.018004384 |
-0.0718930578958193 |
-0.132548808786667 |
-0.0112373070049719 |
90 |
-0.0824222 |
-0.149875208 |
-0.014969192 |
-0.07176671005169 |
-0.132767595780831 |
-0.0107658243225494 |
91 |
-0.0560169 |
-0.11121736 |
-0.000816440000000002 |
-0.0716386019742258 |
-0.132996420509669 |
-0.0102807834387828 |
92 |
-0.0476965 |
-0.107185832 |
0.011792832 |
-0.0715088224382903 |
-0.133235084092334 |
-0.00978256078424656 |
93 |
-0.0512884 |
-0.10747964 |
0.00490284 |
-0.0713774602187469 |
-0.133483387647979 |
-0.00927153278951518 |
94 |
-0.0969101 |
-0.167888364 |
-0.025931836 |
-0.0712446040904588 |
-0.133741132295755 |
-0.00874807588516308 |
95 |
-0.0633753 |
-0.1204113 |
-0.00633929999999999 |
-0.0711103428282896 |
-0.134008119154815 |
-0.0082125665017647 |
96 |
-0.0668697 |
-0.124773588 |
-0.008965812 |
-0.0709747652071026 |
-0.134284149344311 |
-0.00766538106989449 |
97 |
-0.0927226 |
-0.179839504 |
-0.00560569600000001 |
-0.0708379600017612 |
-0.134569023983395 |
-0.0071068960201269 |
98 |
-0.0823506 |
-0.147203668 |
-0.017497532 |
-0.0707000159871288 |
-0.134862544191221 |
-0.00653748778303638 |
99 |
-0.0809056 |
-0.148699844 |
-0.013111356 |
-0.0705610219380688 |
-0.13516451108694 |
-0.00595753278919736 |
100 |
-0.0613572 |
-0.125010748 |
0.002296348 |
-0.0704210666294445 |
-0.135474725789705 |
-0.0053674074691843 |
101 |
-0.0561302 |
-0.1161062 |
0.0038458 |
-0.0702802388361195 |
-0.135792989418667 |
-0.00476748825357165 |
Days since operation |
Coefficient on percent sold off-the-run |
Lower bound of 95% confidence interval for the coefficient on percent sold off-the-run |
Upper bound of 95% confidence interval for the coefficient on percent sold off-the-run |
Coefficient on percent sold off-the-run LOESS |
Lower bound of 95% confidence interval for the coefficient on percent sold off-the-run LOESS |
Upper bound of 95% confidence interval for the coefficient on percent sold off-the-run LOESS |
1 |
0.0486972 |
0.024532556 |
0.072861844 |
0.0549563025452093 |
0.0312601261875611 |
0.0786524789028576 |
2 |
0.0548956 |
0.035019828 |
0.074771372 |
0.0538998671270644 |
0.0296456647905295 |
0.0781540694635994 |
3 |
0.0586846 |
0.041345656 |
0.076023544 |
0.0528624916314984 |
0.0280545113428551 |
0.0776704719201419 |
4 |
0.0724914 |
0.049237568 |
0.095745232 |
0.0518460592486428 |
0.0264893636283785 |
0.0772027548689073 |
5 |
0.0532609 |
0.03140102 |
0.07512078 |
0.0508524531686291 |
0.0249529194309405 |
0.0767519869063179 |
6 |
0.0641081 |
0.038331748 |
0.089884452 |
0.0498835565815888 |
0.0234478765343818 |
0.0763192366287959 |
7 |
0.051655 |
0.026548184 |
0.076761816 |
0.0489412526776533 |
0.0219769327225431 |
0.0759055726327635 |
8 |
0.0423604 |
0.010065872 |
0.074654928 |
0.0480274246469541 |
0.0205427857792651 |
0.0755120635146431 |
9 |
0.051136 |
0.021129184 |
0.081142816 |
0.0471439556796228 |
0.0191481334883887 |
0.0751397778708569 |
10 |
0.0418523 |
0.014517552 |
0.069187048 |
0.0462927289657908 |
0.0177956736337544 |
0.0747897842978271 |
11 |
0.0516329 |
0.024098036 |
0.079167764 |
0.0454756276955896 |
0.0164881039992031 |
0.074463151391976 |
12 |
0.0590252 |
0.028987416 |
0.089062984 |
0.0446945350591507 |
0.0152281223685755 |
0.0741609477497259 |
13 |
0.0319957 |
-0.00209066 |
0.06608206 |
0.0439513342466055 |
0.0140184265257122 |
0.0738842419674989 |
14 |
0.0349241 |
0.003306948 |
0.066541252 |
0.0432491188836426 |
0.0128631016320282 |
0.0736351361352572 |
15 |
0.0332732 |
0.002348124 |
0.064198276 |
0.0425869899321434 |
0.0117605816393032 |
0.0734133982249835 |
16 |
0.0352239 |
0.004966988 |
0.065480812 |
0.0419608415865286 |
0.0107050875169254 |
0.0732165956561317 |
17 |
0.036791 |
0.009217524 |
0.064364476 |
0.0413665680412191 |
0.00969084023428272 |
0.0730422958481555 |
18 |
0.0310532 |
-9.86479999999998e-05 |
0.062205048 |
0.0408000634906359 |
0.00871206076076322 |
0.0728880662205087 |
19 |
0.042503 |
0.014083784 |
0.070922216 |
0.0402572221291999 |
0.00776297006575495 |
0.0727514741926449 |
20 |
0.0421941 |
0.009752572 |
0.074635628 |
0.0397339381513319 |
0.00683778911864594 |
0.0726300871840179 |
21 |
0.0561028 |
0.023484676 |
0.088720924 |
0.0392261057514529 |
0.00593073888882423 |
0.0725214726140815 |
22 |
-0.0211973 |
-0.124287812 |
0.081893212 |
0.0387296191239836 |
0.00503604034567785 |
0.0724231979022893 |
23 |
0.0061838 |
-0.045081764 |
0.057449364 |
0.038240372463345 |
0.00414791445859485 |
0.0723328304680952 |
24 |
0.0129904 |
-0.02621646 |
0.05219726 |
0.037754259963958 |
0.00326058219696326 |
0.0722479377309528 |
25 |
0.0207087 |
-0.011350432 |
0.052767832 |
0.0372671758202435 |
0.00236826453017111 |
0.0721660871103159 |
26 |
0.0360323 |
0.00497433600000001 |
0.067090264 |
0.0367750142266223 |
0.00146518242760646 |
0.0720848460256382 |
27 |
0.0345079 |
0.002967972 |
0.066047828 |
0.0363485031413343 |
0.000653809673033977 |
0.0720431966096345 |
28 |
0.028849 |
-0.00459212799999999 |
0.062290128 |
0.0360470294652131 |
2.00E-05 |
0.0720740909465832 |
29 |
0.0398246 |
0.007383856 |
0.072265344 |
0.0358494758065707 |
-0.000467099770141432 |
0.0721660513832827 |
30 |
0.0370954 |
0.00349414 |
0.07069666 |
0.0357347247737188 |
-0.000838150719094348 |
0.072307600266532 |
31 |
0.0503505 |
0.017685532 |
0.083015468 |
0.0356816589749694 |
-0.00112394199319073 |
0.0724872599431296 |
32 |
0.0300024 |
-0.001448544 |
0.061453344 |
0.0356691610186343 |
-0.00135523072260557 |
0.0726935527598742 |
33 |
0.0399428 |
0.009439712 |
0.070445888 |
0.0356761135130254 |
-0.00156277403751387 |
0.0729150010635647 |
34 |
0.0443577 |
0.014344612 |
0.074370788 |
0.0356813990664545 |
-0.00177732906809061 |
0.0731401272009996 |
35 |
0.0514208 |
0.022348512 |
0.080493088 |
0.0356639002872334 |
-0.00202965294451079 |
0.0733574535189776 |
36 |
0.0448483 |
0.015489264 |
0.074207336 |
0.0356024997836741 |
-0.0023505027969494 |
0.0735555023642975 |
37 |
0.0541913 |
0.022325228 |
0.086057372 |
0.0354760801640883 |
-0.00277063575558144 |
0.073722796083758 |
38 |
0.0515875 |
0.021697304 |
0.081477696 |
0.035263524036788 |
-0.00332080895058189 |
0.0738478570241578 |
39 |
0.0463967 |
0.009828196 |
0.082965204 |
0.0349437140100849 |
-0.00403177951212576 |
0.0739192075322955 |
40 |
0.0336085 |
-0.012173376 |
0.079390376 |
0.034462911964174 |
-0.00499310371035497 |
0.0739189276387029 |
41 |
0.0196775 |
-0.02450384 |
0.06385884 |
0.0338046606730255 |
-0.00623696520613033 |
0.0738462865521813 |
42 |
0.0496842 |
0.003646152 |
0.095722248 |
0.0330037640856142 |
-0.00770806221570509 |
0.0737155903869335 |
43 |
0.026979 |
-0.020670168 |
0.074628168 |
0.032095026150915 |
-0.00935109295533256 |
0.0735411452571625 |
44 |
0.036517 |
-0.011908328 |
0.084942328 |
0.0311132508179026 |
-0.011110755641266 |
0.0733372572770711 |
45 |
0.037045 |
-0.001398048 |
0.075488048 |
0.0300932420355518 |
-0.0129317484897587 |
0.0731182325608622 |
46 |
0.0239166 |
-0.019019552 |
0.066852752 |
0.0290698037528375 |
-0.0147587697170639 |
0.0728983772227388 |
47 |
0.0167734 |
-0.029235248 |
0.062782048 |
0.0280777399187344 |
-0.016536517539435 |
0.0726919973769038 |
48 |
0.037468 |
-0.013816772 |
0.088752772 |
0.0271518544822175 |
-0.0182096901731251 |
0.07251339913756 |
49 |
0.0254904 |
-0.019469452 |
0.070450252 |
0.0263269513922614 |
-0.0197229858343877 |
0.0723768886189104 |
50 |
0.0202742 |
-0.021837968 |
0.062386368 |
0.025637834597841 |
-0.0210211027394759 |
0.0722967719351578 |
51 |
-0.0061353 |
-0.057212508 |
0.044941908 |
0.0251193080479312 |
-0.022048739104643 |
0.0722873552005053 |
52 |
0.0400273 |
-0.005087588 |
0.085142188 |
0.0246729267862274 |
-0.0229533593297677 |
0.0722992129022224 |
53 |
0.023948 |
-0.01742858 |
0.06532458 |
0.0241869704442227 |
-0.0239054589063461 |
0.0722793997947914 |
54 |
0.0215172 |
-0.02797574 |
0.07101014 |
0.0236763298525878 |
-0.0248842826880581 |
0.0722369423932336 |
55 |
0.0308166 |
-0.034194052 |
0.095827252 |
0.0231558958419936 |
-0.0258690755285835 |
0.0721808672125707 |
56 |
0.0287058 |
-0.017873208 |
0.075284808 |
0.022640559243111 |
-0.0268390822816021 |
0.072120200767824 |
57 |
0.0326431 |
-0.008839712 |
0.074125912 |
0.0221452108866108 |
-0.0277735478007937 |
0.0720639695740153 |
58 |
0.0176397 |
-0.019750632 |
0.055030032 |
0.021684741603164 |
-0.0286517169398381 |
0.072021200146166 |
59 |
0.0436949 |
0.011694372 |
0.075695428 |
0.0212740422234412 |
-0.0294528345524151 |
0.0720009189992975 |
60 |
0.0211101 |
-0.010879452 |
0.053099652 |
0.0209280035781135 |
-0.0301561454922045 |
0.0720121526484315 |
61 |
0.0208163 |
-0.0203437 |
0.0619763 |
0.0206615164978517 |
-0.0307408946128861 |
0.0720639276085894 |
62 |
-0.0441558 |
-0.173338616 |
0.085027016 |
0.0204894718133266 |
-0.0311863267681397 |
0.0721652703947928 |
63 |
0.0058413 |
-0.05927676 |
0.07095936 |
0.020426760355209 |
-0.0314716868116451 |
0.0723252075220631 |
64 |
-0.0011519 |
-0.066790536 |
0.064486736 |
0.0204882729541699 |
-0.0315762195970821 |
0.0725527655054219 |
65 |
-0.0022887 |
-0.07869734 |
0.07411994 |
0.020719988518616 |
-0.0314385159906034 |
0.0728784930278353 |
66 |
0.0110963 |
-0.028748736 |
0.050941336 |
0.021132621116338 |
-0.0310459106630498 |
0.0733111528957258 |
67 |
0.006428 |
-0.038490496 |
0.051346496 |
0.0216881643170831 |
-0.0304507641751334 |
0.0738270928092996 |
68 |
0.030942 |
-0.010128428 |
0.072012428 |
0.0223486116905984 |
-0.0297054370875662 |
0.0744026604687629 |
69 |
0.0367199 |
-0.014593684 |
0.088033484 |
0.0230759568066308 |
-0.0288622899610602 |
0.0750142035743216 |
70 |
0.044884 |
-0.005458992 |
0.095226992 |
0.0238321932349273 |
-0.0279736833563275 |
0.0756380698261822 |
71 |
0.0241351 |
-0.021556224 |
0.069826424 |
0.0245793145452352 |
-0.0270919778340802 |
0.0762506069245505 |
72 |
0.043932 |
-0.001664264 |
0.089528264 |
0.0252793143073014 |
-0.0262695339550302 |
0.0768281625696329 |
73 |
0.0388176 |
-0.013182376 |
0.090817576 |
0.0258941860908729 |
-0.0255587122798897 |
0.0773470844616354 |
74 |
0.0179331 |
-0.033519644 |
0.069385844 |
0.0263859234656969 |
-0.0250118733693706 |
0.0777837203007643 |
75 |
0.0336196 |
-0.005964364 |
0.073203564 |
0.0267165200015203 |
-0.0246813777841851 |
0.0781144177872256 |
76 |
0.012 |
-0.038743028 |
0.062743028 |
0.0268479692680902 |
-0.0246195860850452 |
0.0783155246212255 |
77 |
0.0252384 |
-0.031139628 |
0.081616428 |
0.0268753097580996 |
-0.0246953134715976 |
0.0784459329877966 |
78 |
0.0422791 |
-0.00518916 |
0.08974736 |
0.0269145187604894 |
-0.024748520183688 |
0.0785775577046668 |
79 |
0.0527155 |
0.001731196 |
0.103699804 |
0.0269589980393789 |
-0.0247882843423268 |
0.0787062804210845 |
80 |
0.0534374 |
0.013075904 |
0.093798896 |
0.0270021493588871 |
-0.0248236840685241 |
0.0788279827862983 |
81 |
0.060077 |
0.019718052 |
0.100435948 |
0.0270373744831333 |
-0.0248637974832904 |
0.0789385464495568 |
82 |
0.0351612 |
-0.01570766 |
0.08603006 |
0.0270580751762365 |
-0.0249177027076358 |
0.0790338530601086 |
83 |
0.0081819 |
-0.045692816 |
0.062056616 |
0.0270576532023159 |
-0.0249944778625706 |
0.0791097842672023 |
84 |
0.0361709 |
-0.01375226 |
0.08609406 |
0.0270295103254906 |
-0.0251032010691053 |
0.0791622217200864 |
85 |
0.0478041 |
0.002965768 |
0.092642432 |
0.0269670483098799 |
-0.0252529504482499 |
0.0791870470680096 |
86 |
0.0381337 |
0.000509344000000002 |
0.075758056 |
0.0268636689196027 |
-0.0254528041210149 |
0.0791801419602203 |
87 |
0.0265519 |
-0.02332422 |
0.07642802 |
0.0267127739187784 |
-0.0257118402084104 |
0.0791373880459672 |
88 |
0.0339073 |
-0.020894692 |
0.088709292 |
0.026507765071526 |
-0.0260391368314469 |
0.0790546669744989 |
89 |
0.0494282 |
0.002604192 |
0.096252208 |
0.0262420441419647 |
-0.0264437721111346 |
0.0789278603950639 |
90 |
0.0333008 |
-0.022683464 |
0.089285064 |
0.0259155769405413 |
-0.026925902444174 |
0.0787570563252567 |
91 |
0.0390997 |
-0.007468528 |
0.085667928 |
0.0255346639483287 |
-0.0274769659114139 |
0.0785462938080712 |
92 |
0.0126451 |
-0.0450279 |
0.0703181 |
0.0251022089353846 |
-0.0280929631600864 |
0.0782973810308554 |
93 |
0.0012433 |
-0.051412296 |
0.053898896 |
0.0246211156717669 |
-0.0287698948374236 |
0.0780121261809574 |
94 |
0.0179539 |
-0.037822604 |
0.073730404 |
0.0240942879275336 |
-0.029503761590658 |
0.0776923374457251 |
95 |
0.0403671 |
-0.023375236 |
0.104109436 |
0.0235246294727425 |
-0.0302905640670215 |
0.0773398230125065 |
96 |
0.0293058 |
-0.022190064 |
0.080801664 |
0.0229150440774515 |
-0.0311263029137466 |
0.0769563910686496 |
97 |
0.0110713 |
-0.04051492 |
0.06265752 |
0.0222684355117185 |
-0.0320069787780652 |
0.0765438498015022 |
98 |
0.0322115 |
-0.017525656 |
0.081948656 |
0.0215877075456014 |
-0.0329285923072098 |
0.0761040073984125 |
99 |
0.0031612 |
-0.059313408 |
0.065635808 |
0.020875763949158 |
-0.0338871441484124 |
0.0756386720467284 |
100 |
-0.0193699 |
-0.097250304 |
0.058510504 |
0.0201355084924463 |
-0.0348786349489054 |
0.0751496519337979 |
101 |
0.0241996 |
-0.020590124 |
0.068989324 |
0.0193698449455241 |
-0.0358990653559208 |
0.074638755246969 |
date |
Fed Reverse Repo Rate* |
Effective Federal Funds Rate |
GCF Repo Index |
1-Apr-13 |
|
0.16 |
0.244 |
2-Apr-13 |
|
0.15 |
0.179 |
3-Apr-13 |
|
0.14 |
0.138 |
4-Apr-13 |
|
0.14 |
0.193 |
5-Apr-13 |
|
0.15 |
0.191 |
8-Apr-13 |
|
0.15 |
0.18 |
9-Apr-13 |
|
0.15 |
0.192 |
10-Apr-13 |
|
0.15 |
0.202 |
11-Apr-13 |
|
0.15 |
0.216 |
12-Apr-13 |
|
0.15 |
0.201 |
15-Apr-13 |
|
0.15 |
0.194 |
16-Apr-13 |
|
0.15 |
0.196 |
17-Apr-13 |
|
0.15 |
0.18 |
18-Apr-13 |
|
0.15 |
0.165 |
19-Apr-13 |
|
0.15 |
0.152 |
22-Apr-13 |
|
0.15 |
0.113 |
23-Apr-13 |
|
0.14 |
0.072 |
24-Apr-13 |
|
0.13 |
0.115 |
25-Apr-13 |
|
0.13 |
0.114 |
26-Apr-13 |
|
0.13 |
0.098 |
29-Apr-13 |
|
0.13 |
0.102 |
30-Apr-13 |
|
0.14 |
0.213 |
1-May-13 |
|
0.14 |
0.194 |
2-May-13 |
|
0.15 |
0.188 |
3-May-13 |
|
0.14 |
0.153 |
6-May-13 |
|
0.14 |
0.131 |
7-May-13 |
|
0.12 |
0.107 |
8-May-13 |
|
0.12 |
0.101 |
9-May-13 |
|
0.12 |
0.102 |
10-May-13 |
|
0.12 |
0.104 |
13-May-13 |
|
0.12 |
0.085 |
14-May-13 |
|
0.11 |
0.077 |
15-May-13 |
|
0.12 |
0.112 |
16-May-13 |
|
0.11 |
0.075 |
17-May-13 |
|
0.1 |
0.062 |
20-May-13 |
|
0.1 |
0.05 |
21-May-13 |
|
0.09 |
0.022 |
22-May-13 |
|
0.08 |
0.018 |
23-May-13 |
|
0.08 |
0.041 |
24-May-13 |
|
0.09 |
0.06 |
27-May-13 |
|
0.09 |
|
28-May-13 |
|
0.09 |
0.036 |
29-May-13 |
|
0.08 |
0.016 |
30-May-13 |
|
0.08 |
0.022 |
31-May-13 |
|
0.09 |
0.123 |
3-Jun-13 |
|
0.1 |
0.111 |
4-Jun-13 |
|
0.11 |
0.119 |
5-Jun-13 |
|
0.09 |
0.072 |
6-Jun-13 |
|
0.1 |
0.086 |
7-Jun-13 |
|
0.09 |
0.068 |
10-Jun-13 |
|
0.09 |
0.057 |
11-Jun-13 |
|
0.09 |
0.053 |
12-Jun-13 |
|
0.08 |
0.055 |
13-Jun-13 |
|
0.09 |
0.055 |
14-Jun-13 |
|
0.1 |
0.079 |
17-Jun-13 |
|
0.11 |
0.118 |
18-Jun-13 |
|
0.12 |
0.106 |
19-Jun-13 |
|
0.1 |
0.068 |
20-Jun-13 |
|
0.1 |
0.053 |
21-Jun-13 |
|
0.1 |
0.055 |
24-Jun-13 |
|
0.1 |
0.071 |
25-Jun-13 |
|
0.09 |
0.035 |
26-Jun-13 |
|
0.09 |
0.027 |
27-Jun-13 |
|
0.09 |
0.07 |
28-Jun-13 |
|
0.07 |
0.142 |
1-Jul-13 |
|
0.1 |
0.113 |
2-Jul-13 |
|
0.1 |
0.089 |
3-Jul-13 |
|
0.1 |
0.096 |
4-Jul-13 |
|
0.1 |
|
5-Jul-13 |
|
0.1 |
0.106 |
8-Jul-13 |
|
0.1 |
0.057 |
9-Jul-13 |
|
0.1 |
0.039 |
10-Jul-13 |
|
0.09 |
0.036 |
11-Jul-13 |
|
0.09 |
0.036 |
12-Jul-13 |
|
0.09 |
0.052 |
15-Jul-13 |
|
0.09 |
0.073 |
16-Jul-13 |
|
0.09 |
0.024 |
17-Jul-13 |
|
0.09 |
0.025 |
18-Jul-13 |
|
0.09 |
0.032 |
19-Jul-13 |
|
0.09 |
0.033 |
22-Jul-13 |
|
0.09 |
0.028 |
23-Jul-13 |
|
0.09 |
0.02 |
24-Jul-13 |
|
0.09 |
0.047 |
25-Jul-13 |
|
0.09 |
0.046 |
26-Jul-13 |
|
0.09 |
0.035 |
29-Jul-13 |
|
0.08 |
0.04 |
30-Jul-13 |
|
0.09 |
0.043 |
31-Jul-13 |
|
0.09 |
0.096 |
1-Aug-13 |
|
0.08 |
0.075 |
2-Aug-13 |
|
0.09 |
0.09 |
5-Aug-13 |
|
0.08 |
0.098 |
6-Aug-13 |
|
0.09 |
0.082 |
7-Aug-13 |
|
0.09 |
0.059 |
8-Aug-13 |
|
0.09 |
0.063 |
9-Aug-13 |
|
0.08 |
0.061 |
12-Aug-13 |
|
0.08 |
0.063 |
13-Aug-13 |
|
0.08 |
0.058 |
14-Aug-13 |
|
0.09 |
0.046 |
15-Aug-13 |
|
0.08 |
0.084 |
16-Aug-13 |
|
0.09 |
0.052 |
19-Aug-13 |
|
0.09 |
0.042 |
20-Aug-13 |
|
0.09 |
0.029 |
21-Aug-13 |
|
0.08 |
0.017 |
22-Aug-13 |
|
0.09 |
0.022 |
23-Aug-13 |
|
0.08 |
0.042 |
26-Aug-13 |
|
0.08 |
0.035 |
27-Aug-13 |
|
0.07 |
0.023 |
28-Aug-13 |
|
0.07 |
0.03 |
29-Aug-13 |
|
0.08 |
0.059 |
30-Aug-13 |
|
0.07 |
0.07 |
2-Sep-13 |
|
0.07 |
|
3-Sep-13 |
|
0.09 |
0.101 |
4-Sep-13 |
|
0.08 |
0.08 |
5-Sep-13 |
|
0.08 |
0.075 |
6-Sep-13 |
|
0.08 |
0.074 |
9-Sep-13 |
|
0.08 |
0.059 |
10-Sep-13 |
|
0.08 |
0.051 |
11-Sep-13 |
|
0.08 |
0.062 |
12-Sep-13 |
|
0.08 |
0.07 |
13-Sep-13 |
|
0.08 |
0.073 |
16-Sep-13 |
|
0.08 |
0.085 |
17-Sep-13 |
|
0.08 |
0.071 |
18-Sep-13 |
|
0.08 |
0.054 |
19-Sep-13 |
|
0.09 |
0.052 |
20-Sep-13 |
|
0.08 |
0.051 |
23-Sep-13 |
0.01 |
0.09 |
0.05 |
24-Sep-13 |
0.01 |
0.09 |
0.049 |
25-Sep-13 |
0.01 |
0.08 |
0.061 |
26-Sep-13 |
0.01 |
0.08 |
0.053 |
27-Sep-13 |
0.01 |
0.08 |
0.043 |
30-Sep-13 |
0.01 |
0.06 |
0.101 |
1-Oct-13 |
0.01 |
0.08 |
0.072 |
2-Oct-13 |
0.01 |
0.07 |
0.071 |
3-Oct-13 |
0.01 |
0.08 |
0.078 |
4-Oct-13 |
0.01 |
0.08 |
0.089 |
7-Oct-13 |
0.01 |
0.08 |
0.077 |
8-Oct-13 |
0.01 |
0.08 |
0.088 |
9-Oct-13 |
0.01 |
0.09 |
0.14 |
10-Oct-13 |
0.01 |
0.09 |
0.23 |
11-Oct-13 |
0.01 |
0.1 |
0.176 |
14-Oct-13 |
|
0.1 |
|
15-Oct-13 |
0.01 |
0.1 |
0.219 |
16-Oct-13 |
0.01 |
0.11 |
0.255 |
17-Oct-13 |
0.01 |
0.1 |
0.187 |
18-Oct-13 |
0.01 |
0.1 |
0.135 |
21-Oct-13 |
0.02 |
0.09 |
0.064 |
22-Oct-13 |
0.02 |
0.08 |
0.042 |
23-Oct-13 |
0.02 |
0.08 |
0.045 |
24-Oct-13 |
0.02 |
0.08 |
0.086 |
25-Oct-13 |
0.02 |
0.08 |
0.108 |
28-Oct-13 |
0.02 |
0.08 |
0.101 |
29-Oct-13 |
0.02 |
0.08 |
0.098 |
30-Oct-13 |
0.02 |
0.08 |
0.08 |
31-Oct-13 |
0.02 |
0.07 |
0.13 |
1-Nov-13 |
0.02 |
0.08 |
0.092 |
4-Nov-13 |
0.03 |
0.08 |
0.077 |
5-Nov-13 |
0.03 |
0.08 |
0.069 |
6-Nov-13 |
0.03 |
0.08 |
0.065 |
7-Nov-13 |
0.03 |
0.08 |
0.111 |
8-Nov-13 |
0.03 |
0.08 |
0.097 |
11-Nov-13 |
|
0.08 |
|
12-Nov-13 |
0.04 |
0.08 |
0.09 |
13-Nov-13 |
0.04 |
0.08 |
0.083 |
14-Nov-13 |
0.04 |
0.09 |
0.127 |
15-Nov-13 |
0.04 |
0.09 |
0.138 |
18-Nov-13 |
0.04 |
0.09 |
0.098 |
19-Nov-13 |
0.05 |
0.09 |
0.09 |
20-Nov-13 |
0.05 |
0.09 |
0.08 |
21-Nov-13 |
0.05 |
0.09 |
0.097 |
22-Nov-13 |
0.05 |
0.09 |
0.104 |
25-Nov-13 |
0.05 |
0.09 |
0.101 |
26-Nov-13 |
0.05 |
0.09 |
0.094 |
27-Nov-13 |
0.05 |
0.09 |
0.099 |
28-Nov-13 |
|
0.09 |
|
29-Nov-13 |
0.05 |
0.07 |
0.11 |
2-Dec-13 |
0.05 |
0.09 |
0.132 |
3-Dec-13 |
0.05 |
0.09 |
0.102 |
4-Dec-13 |
0.05 |
0.09 |
0.083 |
5-Dec-13 |
0.05 |
0.09 |
0.09 |
6-Dec-13 |
0.05 |
0.09 |
0.085 |
9-Dec-13 |
0.05 |
0.09 |
0.076 |
10-Dec-13 |
0.05 |
0.09 |
0.066 |
11-Dec-13 |
0.05 |
0.08 |
0.047 |
12-Dec-13 |
0.05 |
0.09 |
0.05 |
13-Dec-13 |
0.05 |
0.08 |
0.06 |
16-Dec-13 |
0.05 |
0.09 |
0.103 |
17-Dec-13 |
0.05 |
0.09 |
0.092 |
18-Dec-13 |
0.05 |
0.09 |
0.087 |
19-Dec-13 |
0.05 |
0.09 |
0.079 |
20-Dec-13 |
0.05 |
0.09 |
0.062 |
23-Dec-13 |
0.03 |
0.09 |
0.046 |
24-Dec-13 |
0.03 |
0.08 |
0.045 |
25-Dec-13 |
|
0.08 |
|
26-Dec-13 |
0.03 |
0.08 |
0.045 |
27-Dec-13 |
0.03 |
0.08 |
0.032 |
30-Dec-13 |
0.03 |
0.08 |
0.017 |
31-Dec-13 |
0.03 |
0.07 |
0.01 |
1-Jan-14 |
|
0.07 |
|
2-Jan-14 |
0.03 |
0.08 |
0.051 |
3-Jan-14 |
0.03 |
0.08 |
0.063 |
6-Jan-14 |
0.03 |
0.08 |
0.037 |
7-Jan-14 |
0.03 |
0.07 |
0.041 |
8-Jan-14 |
0.03 |
0.07 |
0.039 |
9-Jan-14 |
0.03 |
0.07 |
0.036 |
10-Jan-14 |
0.03 |
0.07 |
0.036 |
13-Jan-14 |
0.03 |
0.07 |
0.035 |
14-Jan-14 |
0.03 |
0.07 |
0.037 |
15-Jan-14 |
0.03 |
0.07 |
0.038 |
16-Jan-14 |
0.03 |
0.07 |
0.032 |
17-Jan-14 |
0.03 |
0.07 |
0.029 |
20-Jan-14 |
|
0.07 |
|
21-Jan-14 |
0.03 |
0.07 |
0.028 |
22-Jan-14 |
0.03 |
0.07 |
0.026 |
23-Jan-14 |
0.03 |
0.07 |
0.023 |
24-Jan-14 |
0.03 |
0.07 |
0.029 |
27-Jan-14 |
0.03 |
0.07 |
0.025 |
28-Jan-14 |
0.03 |
0.07 |
0.021 |
29-Jan-14 |
0.03 |
0.07 |
0.022 |
30-Jan-14 |
0.03 |
0.07 |
0.034 |
31-Jan-14 |
0.03 |
0.07 |
0.053 |
3-Feb-14 |
0.03 |
0.07 |
0.039 |
4-Feb-14 |
0.03 |
0.07 |
0.037 |
5-Feb-14 |
0.03 |
0.07 |
0.034 |
6-Feb-14 |
0.03 |
0.07 |
0.036 |
7-Feb-14 |
0.03 |
0.06 |
0.035 |
10-Feb-14 |
0.03 |
0.07 |
0.034 |
11-Feb-14 |
0.03 |
0.06 |
0.051 |
12-Feb-14 |
0.03 |
0.07 |
0.039 |
13-Feb-14 |
0.03 |
0.06 |
0.038 |
14-Feb-14 |
0.03 |
0.06 |
0.037 |
17-Feb-14 |
|
0.06 |
|
18-Feb-14 |
0.04 |
0.07 |
0.055 |
19-Feb-14 |
0.04 |
0.07 |
0.049 |
20-Feb-14 |
0.04 |
0.07 |
0.047 |
21-Feb-14 |
0.04 |
0.07 |
0.039 |
24-Feb-14 |
0.04 |
0.07 |
0.04 |
25-Feb-14 |
0.04 |
0.07 |
0.041 |
26-Feb-14 |
0.05 |
0.07 |
0.048 |
27-Feb-14 |
0.05 |
0.07 |
0.054 |
28-Feb-14 |
0.05 |
0.06 |
0.096 |
3-Mar-14 |
0.05 |
0.07 |
0.089 |
4-Mar-14 |
0.05 |
0.07 |
0.086 |
5-Mar-14 |
0.05 |
0.08 |
0.09 |
6-Mar-14 |
0.05 |
0.08 |
0.102 |
7-Mar-14 |
0.05 |
0.08 |
0.093 |
10-Mar-14 |
0.05 |
0.08 |
0.084 |
11-Mar-14 |
0.05 |
0.08 |
0.075 |
12-Mar-14 |
0.05 |
0.08 |
0.067 |
13-Mar-14 |
0.05 |
0.08 |
0.078 |
14-Mar-14 |
0.05 |
0.08 |
0.072 |
17-Mar-14 |
0.05 |
0.08 |
0.108 |
18-Mar-14 |
0.05 |
0.08 |
0.082 |
19-Mar-14 |
0.05 |
0.08 |
0.069 |
20-Mar-14 |
0.05 |
0.08 |
0.071 |
21-Mar-14 |
0.05 |
0.08 |
0.066 |
24-Mar-14 |
0.05 |
0.09 |
0.073 |
25-Mar-14 |
0.05 |
0.09 |
0.068 |
26-Mar-14 |
0.05 |
0.08 |
0.058 |
27-Mar-14 |
0.05 |
0.08 |
0.064 |
28-Mar-14 |
0.05 |
0.08 |
0.061 |
31-Mar-14 |
0.05 |
0.06 |
0.099 |
1-Apr-14 |
0.05 |
0.08 |
0.067 |
2-Apr-14 |
0.05 |
0.09 |
0.069 |
3-Apr-14 |
0.05 |
0.08 |
0.072 |
4-Apr-14 |
0.05 |
0.08 |
0.07 |
7-Apr-14 |
0.05 |
0.09 |
0.07 |
8-Apr-14 |
0.05 |
0.08 |
0.066 |
9-Apr-14 |
0.05 |
0.08 |
0.067 |
10-Apr-14 |
0.05 |
0.08 |
0.067 |
11-Apr-14 |
0.05 |
0.09 |
0.067 |
14-Apr-14 |
0.05 |
0.09 |
0.068 |
15-Apr-14 |
0.05 |
0.1 |
0.084 |
16-Apr-14 |
0.05 |
0.09 |
0.075 |
17-Apr-14 |
0.05 |
0.09 |
0.066 |
18-Apr-14 |
|
0.1 |
|
21-Apr-14 |
0.05 |
0.1 |
0.058 |
22-Apr-14 |
0.05 |
0.1 |
0.054 |
23-Apr-14 |
0.05 |
0.1 |
0.061 |
24-Apr-14 |
0.05 |
0.1 |
0.059 |
25-Apr-14 |
0.05 |
0.09 |
0.056 |
28-Apr-14 |
0.05 |
0.09 |
0.051 |
29-Apr-14 |
0.05 |
0.1 |
0.05 |
30-Apr-14 |
0.05 |
0.09 |
0.062 |
1-May-14 |
0.05 |
0.09 |
0.057 |
2-May-14 |
0.05 |
0.09 |
0.06 |
5-May-14 |
0.05 |
0.09 |
0.058 |
date |
Fed Reverse Repo Facility: Total Volume |
1-Apr-13 |
|
2-Apr-13 |
|
3-Apr-13 |
|
4-Apr-13 |
|
5-Apr-13 |
|
8-Apr-13 |
|
9-Apr-13 |
|
10-Apr-13 |
|
11-Apr-13 |
|
12-Apr-13 |
|
15-Apr-13 |
|
16-Apr-13 |
|
17-Apr-13 |
|
18-Apr-13 |
|
19-Apr-13 |
|
22-Apr-13 |
|
23-Apr-13 |
|
24-Apr-13 |
|
25-Apr-13 |
|
26-Apr-13 |
|
29-Apr-13 |
|
30-Apr-13 |
|
1-May-13 |
|
2-May-13 |
|
3-May-13 |
|
6-May-13 |
|
7-May-13 |
|
8-May-13 |
|
9-May-13 |
|
10-May-13 |
|
13-May-13 |
|
14-May-13 |
|
15-May-13 |
|
16-May-13 |
|
17-May-13 |
|
20-May-13 |
|
21-May-13 |
|
22-May-13 |
|
23-May-13 |
|
24-May-13 |
|
27-May-13 |
|
28-May-13 |
|
29-May-13 |
|
30-May-13 |
|
31-May-13 |
|
3-Jun-13 |
|
4-Jun-13 |
|
5-Jun-13 |
|
6-Jun-13 |
|
7-Jun-13 |
|
10-Jun-13 |
|
11-Jun-13 |
|
12-Jun-13 |
|
13-Jun-13 |
|
14-Jun-13 |
|
17-Jun-13 |
|
18-Jun-13 |
|
19-Jun-13 |
|
20-Jun-13 |
|
21-Jun-13 |
|
24-Jun-13 |
|
25-Jun-13 |
|
26-Jun-13 |
|
27-Jun-13 |
|
28-Jun-13 |
|
1-Jul-13 |
|
2-Jul-13 |
|
3-Jul-13 |
|
4-Jul-13 |
|
5-Jul-13 |
|
8-Jul-13 |
|
9-Jul-13 |
|
10-Jul-13 |
|
11-Jul-13 |
|
12-Jul-13 |
|
15-Jul-13 |
|
16-Jul-13 |
|
17-Jul-13 |
|
18-Jul-13 |
|
19-Jul-13 |
|
22-Jul-13 |
|
23-Jul-13 |
|
24-Jul-13 |
|
25-Jul-13 |
|
26-Jul-13 |
|
29-Jul-13 |
|
30-Jul-13 |
|
31-Jul-13 |
|
1-Aug-13 |
|
2-Aug-13 |
|
5-Aug-13 |
|
6-Aug-13 |
|
7-Aug-13 |
|
8-Aug-13 |
|
9-Aug-13 |
|
12-Aug-13 |
|
13-Aug-13 |
|
14-Aug-13 |
|
15-Aug-13 |
|
16-Aug-13 |
|
19-Aug-13 |
|
20-Aug-13 |
|
21-Aug-13 |
|
22-Aug-13 |
|
23-Aug-13 |
|
26-Aug-13 |
|
27-Aug-13 |
|
28-Aug-13 |
|
29-Aug-13 |
|
30-Aug-13 |
|
2-Sep-13 |
|
3-Sep-13 |
|
4-Sep-13 |
|
5-Sep-13 |
|
6-Sep-13 |
|
9-Sep-13 |
|
10-Sep-13 |
|
11-Sep-13 |
|
12-Sep-13 |
|
13-Sep-13 |
|
16-Sep-13 |
|
17-Sep-13 |
|
18-Sep-13 |
|
19-Sep-13 |
|
20-Sep-13 |
|
23-Sep-13 |
11.809 |
24-Sep-13 |
12.711 |
25-Sep-13 |
6.244 |
26-Sep-13 |
9.403 |
27-Sep-13 |
16.622 |
30-Sep-13 |
58.157 |
1-Oct-13 |
4.507 |
2-Oct-13 |
2.702 |
3-Oct-13 |
2.256 |
4-Oct-13 |
1.381 |
7-Oct-13 |
0.755 |
8-Oct-13 |
0.725 |
9-Oct-13 |
0.425 |
10-Oct-13 |
1.997 |
11-Oct-13 |
1.421 |
14-Oct-13 |
|
15-Oct-13 |
2.096 |
16-Oct-13 |
2.97 |
17-Oct-13 |
3.122 |
18-Oct-13 |
4.221 |
21-Oct-13 |
4.876 |
22-Oct-13 |
8.37 |
23-Oct-13 |
15.74 |
24-Oct-13 |
4.949 |
25-Oct-13 |
3.283 |
28-Oct-13 |
2.148 |
29-Oct-13 |
1.872 |
30-Oct-13 |
5.456 |
31-Oct-13 |
13.89 |
1-Nov-13 |
4.65 |
4-Nov-13 |
4.088 |
5-Nov-13 |
2.425 |
6-Nov-13 |
6.715 |
7-Nov-13 |
1.075 |
8-Nov-13 |
1.48 |
11-Nov-13 |
|
12-Nov-13 |
4.4 |
13-Nov-13 |
3.97 |
14-Nov-13 |
1.341 |
15-Nov-13 |
0.345 |
18-Nov-13 |
2.32 |
19-Nov-13 |
5.07 |
20-Nov-13 |
6.121 |
21-Nov-13 |
5.571 |
22-Nov-13 |
3.345 |
25-Nov-13 |
3.37 |
26-Nov-13 |
3.95 |
27-Nov-13 |
5.721 |
28-Nov-13 |
|
29-Nov-13 |
22.018 |
2-Dec-13 |
8.02 |
3-Dec-13 |
7.12 |
4-Dec-13 |
11.095 |
5-Dec-13 |
5.696 |
6-Dec-13 |
7.42 |
9-Dec-13 |
10.845 |
10-Dec-13 |
14.22 |
11-Dec-13 |
34.461 |
12-Dec-13 |
26.12 |
13-Dec-13 |
17.515 |
16-Dec-13 |
6.146 |
17-Dec-13 |
14.07 |
18-Dec-13 |
11.105 |
19-Dec-13 |
15.391 |
20-Dec-13 |
26.525 |
23-Dec-13 |
28.761 |
24-Dec-13 |
42.245 |
25-Dec-13 |
|
26-Dec-13 |
46.97 |
27-Dec-13 |
94.995 |
30-Dec-13 |
102.573 |
31-Dec-13 |
197.755 |
1-Jan-14 |
|
2-Jan-14 |
83.725 |
3-Jan-14 |
56.682 |
6-Jan-14 |
77.265 |
7-Jan-14 |
60.261 |
8-Jan-14 |
43.545 |
9-Jan-14 |
51.2 |
10-Jan-14 |
49.565 |
13-Jan-14 |
60.47 |
14-Jan-14 |
54.16 |
15-Jan-14 |
46.752 |
16-Jan-14 |
67.829 |
17-Jan-14 |
73.016 |
20-Jan-14 |
|
21-Jan-14 |
82.42 |
22-Jan-14 |
93.711 |
23-Jan-14 |
84.917 |
24-Jan-14 |
72.495 |
27-Jan-14 |
85.68 |
28-Jan-14 |
94.53 |
29-Jan-14 |
94.276 |
30-Jan-14 |
98.32 |
31-Jan-14 |
102.139 |
3-Feb-14 |
69.923 |
4-Feb-14 |
105.798 |
5-Feb-14 |
100.382 |
6-Feb-14 |
101.917 |
7-Feb-14 |
101.109 |
10-Feb-14 |
112.214 |
11-Feb-14 |
98.871 |
12-Feb-14 |
94.026 |
13-Feb-14 |
101.186 |
14-Feb-14 |
87.715 |
17-Feb-14 |
|
18-Feb-14 |
70.834 |
19-Feb-14 |
83.299 |
20-Feb-14 |
84.254 |
21-Feb-14 |
104.045 |
24-Feb-14 |
96.142 |
25-Feb-14 |
103.735 |
26-Feb-14 |
130.111 |
27-Feb-14 |
120.886 |
28-Feb-14 |
114.479 |
3-Mar-14 |
80.225 |
4-Mar-14 |
66.129 |
5-Mar-14 |
76.183 |
6-Mar-14 |
55.489 |
7-Mar-14 |
57.908 |
10-Mar-14 |
71.89 |
11-Mar-14 |
72.275 |
12-Mar-14 |
66.2 |
13-Mar-14 |
70.357 |
14-Mar-14 |
54.253 |
17-Mar-14 |
48.592 |
18-Mar-14 |
78.606 |
19-Mar-14 |
76.145 |
20-Mar-14 |
80.564 |
21-Mar-14 |
96.847 |
24-Mar-14 |
79.629 |
25-Mar-14 |
94.432 |
26-Mar-14 |
101.944 |
27-Mar-14 |
112.832 |
28-Mar-14 |
128.162 |
31-Mar-14 |
242.069 |
1-Apr-14 |
113.017 |
2-Apr-14 |
106.045 |
3-Apr-14 |
96.38 |
4-Apr-14 |
95.244 |
7-Apr-14 |
94.739 |
8-Apr-14 |
94.435 |
9-Apr-14 |
89.023 |
10-Apr-14 |
93.958 |
11-Apr-14 |
80.874 |
14-Apr-14 |
75.823 |
15-Apr-14 |
64.907 |
16-Apr-14 |
71.744 |
17-Apr-14 |
75.608 |
18-Apr-14 |
|
21-Apr-14 |
129.837 |
22-Apr-14 |
159.202 |
23-Apr-14 |
147.951 |
24-Apr-14 |
153.847 |
25-Apr-14 |
166.168 |
28-Apr-14 |
180.822 |
29-Apr-14 |
183.327 |
30-Apr-14 |
208.222 |
1-May-14 |
175.868 |
2-May-14 |
185.246 |
5-May-14 |
199.895 |
date |
Fed Reverse Repo Facility: Number of Bidders |
1-Apr-13 |
|
2-Apr-13 |
|
3-Apr-13 |
|
4-Apr-13 |
|
5-Apr-13 |
|
8-Apr-13 |
|
9-Apr-13 |
|
10-Apr-13 |
|
11-Apr-13 |
|
12-Apr-13 |
|
15-Apr-13 |
|
16-Apr-13 |
|
17-Apr-13 |
|
18-Apr-13 |
|
19-Apr-13 |
|
22-Apr-13 |
|
23-Apr-13 |
|
24-Apr-13 |
|
25-Apr-13 |
|
26-Apr-13 |
|
29-Apr-13 |
|
30-Apr-13 |
|
1-May-13 |
|
2-May-13 |
|
3-May-13 |
|
6-May-13 |
|
7-May-13 |
|
8-May-13 |
|
9-May-13 |
|
10-May-13 |
|
13-May-13 |
|
14-May-13 |
|
15-May-13 |
|
16-May-13 |
|
17-May-13 |
|
20-May-13 |
|
21-May-13 |
|
22-May-13 |
|
23-May-13 |
|
24-May-13 |
|
27-May-13 |
|
28-May-13 |
|
29-May-13 |
|
30-May-13 |
|
31-May-13 |
|
3-Jun-13 |
|
4-Jun-13 |
|
5-Jun-13 |
|
6-Jun-13 |
|
7-Jun-13 |
|
10-Jun-13 |
|
11-Jun-13 |
|
12-Jun-13 |
|
13-Jun-13 |
|
14-Jun-13 |
|
17-Jun-13 |
|
18-Jun-13 |
|
19-Jun-13 |
|
20-Jun-13 |
|
21-Jun-13 |
|
24-Jun-13 |
|
25-Jun-13 |
|
26-Jun-13 |
|
27-Jun-13 |
|
28-Jun-13 |
|
1-Jul-13 |
|
2-Jul-13 |
|
3-Jul-13 |
|
4-Jul-13 |
|
5-Jul-13 |
|
8-Jul-13 |
|
9-Jul-13 |
|
10-Jul-13 |
|
11-Jul-13 |
|
12-Jul-13 |
|
15-Jul-13 |
|
16-Jul-13 |
|
17-Jul-13 |
|
18-Jul-13 |
|
19-Jul-13 |
|
22-Jul-13 |
|
23-Jul-13 |
|
24-Jul-13 |
|
25-Jul-13 |
|
26-Jul-13 |
|
29-Jul-13 |
|
30-Jul-13 |
|
31-Jul-13 |
|
1-Aug-13 |
|
2-Aug-13 |
|
5-Aug-13 |
|
6-Aug-13 |
|
7-Aug-13 |
|
8-Aug-13 |
|
9-Aug-13 |
|
12-Aug-13 |
|
13-Aug-13 |
|
14-Aug-13 |
|
15-Aug-13 |
|
16-Aug-13 |
|
19-Aug-13 |
|
20-Aug-13 |
|
21-Aug-13 |
|
22-Aug-13 |
|
23-Aug-13 |
|
26-Aug-13 |
|
27-Aug-13 |
|
28-Aug-13 |
|
29-Aug-13 |
|
30-Aug-13 |
|
2-Sep-13 |
|
3-Sep-13 |
|
4-Sep-13 |
|
5-Sep-13 |
|
6-Sep-13 |
|
9-Sep-13 |
|
10-Sep-13 |
|
11-Sep-13 |
|
12-Sep-13 |
|
13-Sep-13 |
|
16-Sep-13 |
|
17-Sep-13 |
|
18-Sep-13 |
|
19-Sep-13 |
|
20-Sep-13 |
|
23-Sep-13 |
76 |
24-Sep-13 |
75 |
25-Sep-13 |
44 |
26-Sep-13 |
55 |
27-Sep-13 |
50 |
30-Sep-13 |
87 |
1-Oct-13 |
31 |
2-Oct-13 |
23 |
3-Oct-13 |
24 |
4-Oct-13 |
21 |
7-Oct-13 |
16 |
8-Oct-13 |
8 |
9-Oct-13 |
7 |
10-Oct-13 |
9 |
11-Oct-13 |
7 |
14-Oct-13 |
|
15-Oct-13 |
7 |
16-Oct-13 |
8 |
17-Oct-13 |
8 |
18-Oct-13 |
9 |
21-Oct-13 |
14 |
22-Oct-13 |
17 |
23-Oct-13 |
28 |
24-Oct-13 |
12 |
25-Oct-13 |
11 |
28-Oct-13 |
8 |
29-Oct-13 |
8 |
30-Oct-13 |
11 |
31-Oct-13 |
26 |
1-Nov-13 |
11 |
4-Nov-13 |
13 |
5-Nov-13 |
10 |
6-Nov-13 |
13 |
7-Nov-13 |
6 |
8-Nov-13 |
6 |
11-Nov-13 |
|
12-Nov-13 |
15 |
13-Nov-13 |
12 |
14-Nov-13 |
7 |
15-Nov-13 |
4 |
18-Nov-13 |
6 |
19-Nov-13 |
11 |
20-Nov-13 |
14 |
21-Nov-13 |
15 |
22-Nov-13 |
9 |
25-Nov-13 |
8 |
26-Nov-13 |
10 |
27-Nov-13 |
12 |
28-Nov-13 |
|
29-Nov-13 |
41 |
2-Dec-13 |
13 |
3-Dec-13 |
14 |
4-Dec-13 |
21 |
5-Dec-13 |
15 |
6-Dec-13 |
13 |
9-Dec-13 |
18 |
10-Dec-13 |
24 |
11-Dec-13 |
47 |
12-Dec-13 |
38 |
13-Dec-13 |
28 |
16-Dec-13 |
12 |
17-Dec-13 |
27 |
18-Dec-13 |
27 |
19-Dec-13 |
27 |
20-Dec-13 |
41 |
23-Dec-13 |
31 |
24-Dec-13 |
40 |
25-Dec-13 |
|
26-Dec-13 |
45 |
27-Dec-13 |
68 |
30-Dec-13 |
75 |
31-Dec-13 |
102 |
1-Jan-14 |
|
2-Jan-14 |
60 |
3-Jan-14 |
50 |
6-Jan-14 |
52 |
7-Jan-14 |
50 |
8-Jan-14 |
38 |
9-Jan-14 |
40 |
10-Jan-14 |
47 |
13-Jan-14 |
46 |
14-Jan-14 |
42 |
15-Jan-14 |
37 |
16-Jan-14 |
51 |
17-Jan-14 |
49 |
20-Jan-14 |
|
21-Jan-14 |
51 |
22-Jan-14 |
61 |
23-Jan-14 |
56 |
24-Jan-14 |
49 |
27-Jan-14 |
56 |
28-Jan-14 |
58 |
29-Jan-14 |
56 |
30-Jan-14 |
61 |
31-Jan-14 |
65 |
3-Feb-14 |
44 |
4-Feb-14 |
60 |
5-Feb-14 |
51 |
6-Feb-14 |
55 |
7-Feb-14 |
55 |
10-Feb-14 |
58 |
11-Feb-14 |
55 |
12-Feb-14 |
52 |
13-Feb-14 |
55 |
14-Feb-14 |
46 |
17-Feb-14 |
|
18-Feb-14 |
43 |
19-Feb-14 |
43 |
20-Feb-14 |
52 |
21-Feb-14 |
57 |
24-Feb-14 |
57 |
25-Feb-14 |
56 |
26-Feb-14 |
71 |
27-Feb-14 |
68 |
28-Feb-14 |
71 |
3-Mar-14 |
58 |
4-Mar-14 |
48 |
5-Mar-14 |
52 |
6-Mar-14 |
42 |
7-Mar-14 |
38 |
10-Mar-14 |
50 |
11-Mar-14 |
50 |
12-Mar-14 |
47 |
13-Mar-14 |
52 |
14-Mar-14 |
39 |
17-Mar-14 |
35 |
18-Mar-14 |
54 |
19-Mar-14 |
42 |
20-Mar-14 |
47 |
21-Mar-14 |
46 |
24-Mar-14 |
42 |
25-Mar-14 |
50 |
26-Mar-14 |
56 |
27-Mar-14 |
62 |
28-Mar-14 |
65 |
31-Mar-14 |
93 |
1-Apr-14 |
56 |
2-Apr-14 |
56 |
3-Apr-14 |
52 |
4-Apr-14 |
54 |
7-Apr-14 |
51 |
8-Apr-14 |
53 |
9-Apr-14 |
48 |
10-Apr-14 |
46 |
11-Apr-14 |
44 |
14-Apr-14 |
42 |
15-Apr-14 |
38 |
16-Apr-14 |
37 |
17-Apr-14 |
41 |
18-Apr-14 |
|
21-Apr-14 |
58 |
22-Apr-14 |
60 |
23-Apr-14 |
54 |
24-Apr-14 |
58 |
25-Apr-14 |
58 |
28-Apr-14 |
58 |
29-Apr-14 |
55 |
30-Apr-14 |
77 |
1-May-14 |
60 |
2-May-14 |
58 |
5-May-14 |
61 |