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Strategies & Market Trends : John Pitera's Market Laboratory

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To: John Pitera who wrote (8564)	12/12/2007 8:57:06 PM
From: rich evans	Read Replies (1) of 33421

The NY FED site lists temporary operations and includes agency and mortgage backed debt. The dealers use the SLO services, it says. But I think any Bank in the Fed system can use the temp window. Here is the data for today: Deal Date: Wednesday, December 12, 2007 Delivery Date: Wednesday, December 12, 2007 Maturity Date: Thursday, December 20, 2007 Type of Operation1: Repo Settlement: Same Day Term of Operation2: 8 Days Operation Close Time: 09:40 AM Results Amount ($B) Rate (%) Collateral Type Submitted Accepted Stop-Out3 Weighted Average4 High Low Treasury 17.300 12.124 4.00 4.066 4.26 3.70 Agency 22.750 7.876 4.29 4.305 4.31 4.14 Mortgage-Backed 24.750 0.000 N/A N/A 4.32 4.19 Total 64.800 20.000

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