Entering Repurchase Agreements (Repos)
On August 8, 2000, you settle an overnight repurchase agreement for 452,000,000 USD at 5.375%, with a haircut of .442%. The Deal Detail page has two lines for this repo:
-
One debt line for the Par Amount of 452,000,000.00 USD calculated at a rate of 5.37500000%.
-
One investment line for the Par Amount of 2,000,000.00 USD calculated at a rate of 0.00000001% (the haircut).
| Page | Field | Field Value |
|---|---|---|
|
Deal Detail page |
|
|
|
Instrument Type |
REPO |
|
|
Transaction Date |
08/08/2000 |
|
|
Line |
1 of 2 |
|
|
Instrument Base Type |
Interest Rate Physical |
|
|
Settlement Date |
08/08/2000 |
|
|
Term |
1 |
|
|
Maturity Date |
08/09/2000 |
|
|
Issue Date |
08/08/2000 |
|
|
Interest Period Start Date |
08/08/2000 |
|
|
Classification |
Debt |
|
|
Rate Type |
Fixed |
|
|
Rate |
5.375 |
|
|
Day/Count Basis |
Actual/360 |
|
|
Interest Calculation |
Interest Bearing |
|
|
Par Amount |
452,000,000.00 |
|
|
Currency |
USD |
|
|
Settlement Amount |
452,000,000.00. |
|
|
Price % of Par |
100.00000000 |
|
|
Purchased Interest |
0.00 |
|
|
Yield |
5.37499948 Note: This is a system-generated value. You do not need to enter this value. |
|
|
Discount/Premium |
(blank) |
|
|
Interest Dates and Calculation |
|
|
|
Repeat Interest Dates |
Cleared |
|
|
Business Day Convention |
Following |
|
|
Interest Calculation |
Day Counted Interest Use Actual Interest Dates |
|
|
Interest Date Rule |
(blank) |
|
|
Payment Date |
Business Days — Paid in Arrears |
|
|
Deal Detail |
|
|
|
Line |
2 of 2 |
|
|
Instrument Base Type |
Interest Rate Physical |
|
|
Settlement Date |
08/08/2000 |
|
|
Term |
1 |
|
|
Maturity Date |
08/09/2000 |
|
|
Issue Date |
08/08/2000 |
|
|
Interest Period Start Date |
08/08/2000 |
|
|
Classification |
Investment |
|
|
Rate Type |
Fixed |
|
|
Rate |
0.00000001 |
|
|
Day/Count Basis |
Actual/360 |
|
|
Interest Calculation |
Interest Bearing |
|
|
Par Amount |
2,000,000.00 |
|
|
Currency |
USD |
|
|
Settlement Amount |
2,000,000.00. |
|
|
Price % of Par |
100.00000000 |
|
|
Purchased Interest |
0.00 |
|
|
Discount/Premium |
(blank) |
|
|
Yield |
(blank) |
|
|
Interest Dates and Calculation |
|
|
|
Repeat Interest Dates |
Cleared |
|
|
Business Day Convention |
Following |
|
|
Interest Calculation |
Day Counted Interest Use Actual Interest Dates |
|
|
Interest Date Rule |
(blank) |
|
|
Payment Date |
Business Days — Paid in Arrears |
|
|
Portfolio |
DEMO |
|
|
Accounting Treatment |
Held to Maturity |
|
|
Counterparty |
USBNK |
|
|
Issuer |
USBNK |
|
|
Guarantor |
USBNK |
|
|
Description |
Overnight Repurchase Agreement with a 0.44 % "Haircut." 1 day debt to 08/09/00. USD 452,000,000 @ 5.375 |
|
|
Deal Status |
Matured |
|
|
Interest Dates |
|
|
|
Payment Type |
Interest |
|
|
Period End Date |
08/09/2000 |
|
|
Payment Date |
08/09/2000 |
|
|
Override |
(not selected) |
|
|
Amount |
-67,486.11 |
| Page | Field | Field Value |
|---|---|---|
|
Settlement Instructions page |
||
|
Line |
1 |
|
|
Payment Information |
||
|
Our Settle Thru SetID |
SHARE |
|
|
Our Settle Thru Bank |
USBNK |
|
|
Our Settle Thru Account |
CHCK |
|
|
Counterparty's Instructions |
USBKS |
|
|
Payment Method |
Wire Transfer |
|
|
Layout |
820 |
|
|
Receipt Information |
||
|
Our Settle Into SetID |
SHARE |
|
|
Our Settle Into Bank |
USBNK |
|
|
Our Settle Into Account |
CHCK |
|
|
Our Settlement Instructions |
TUS01 |
|
|
Settlement Instructions |
||
|
|
Line |
2 |
|
Payment Information |
||
|
Our Settle Thru SetID |
SHARE |
|
|
Our Settle Thru Bank |
USBNK |
|
|
Our Settle Thru Account |
CHCK |
|
|
Counterparty's Instructions |
USBKS |
|
|
Receipt Information |
||
|
Our Settle Into SetID |
SHARE |
|
|
Our Settle Into Bank |
USBNK |
|
|
Our Settle Into Account |
CHCK |
|
|
Our Settlement Instructions |
TUS01 |
| Page | Field | Field Value |
|---|---|---|
|
Cashflows page |
||
|
Settlement Date Description Amount Currency |
08/08/2000 Principal 452,000,000.00 USD |
|
|
Settlement Date Description Amount Currency |
08/08/2000 Principal -2,000,000.00 USD |
|
|
Settlement Date Description Amount Currency |
08/09/2000 Principal & Interest -452,067,486.11 USD |
|
|
Settlement Date Description Amount Currency |
08/09/2000 Principal 2,000,000.00 USD |