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Home > Releases > H.4.1 Factors Affecting Reserve Balances > Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level

Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level (REP15)

Observations

2025-04-09: 0
Updated: Apr 10, 2025 3:59 PM CDT
2025-04-09:  0  
2025-04-02:  0  
2025-03-26:  0  
2025-03-19:  1  
2025-03-12:  1  

Units:

Millions of U.S. Dollars,
Not Seasonally Adjusted

Frequency:

Weekly,
As of Wednesday
1Y5Y10YMax
to
Date:
Bar 1 - Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level Vintage: 2025-04-03
Bar 1
(a) Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level, Millions of U.S. Dollars, Not Seasonally Adjusted (REP15)
Repurchase agreements reflect some of the Federal Reserve's temporary open market operations. Repurchase agreements are transactions in which securities are purchased from a primary dealer under an agreement to sell them back to the dealer on a specified date in the future. The difference between the purchase price and the repurchase price reflects an interest payment. The Federal Reserve may enter into repurchase agreements for up to 65 business days, but the typical maturity is between one and 14 days. Federal Reserve repurchase agreements supply reserve balances to the banking system for the length of the agreement. The Federal Reserve employs a naming convention for these transactions based on the perspective of the primary dealers: the dealers receive cash while the Federal Reserve receives the collateral.

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    Now create a custom formula to combine or transform the series.

    For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

    Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

    Finally, you can change the units of your new series.

    Select a date that will equal 100 for your custom index:
        Enter date as YYYY-MM-DD

    Bar 1 - Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level Vintage: 2025-04-03
    Bar 2
    (a) Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level, Millions of U.S. Dollars, Not Seasonally Adjusted (REP15)
    Repurchase agreements reflect some of the Federal Reserve's temporary open market operations. Repurchase agreements are transactions in which securities are purchased from a primary dealer under an agreement to sell them back to the dealer on a specified date in the future. The difference between the purchase price and the repurchase price reflects an interest payment. The Federal Reserve may enter into repurchase agreements for up to 65 business days, but the typical maturity is between one and 14 days. Federal Reserve repurchase agreements supply reserve balances to the banking system for the length of the agreement. The Federal Reserve employs a naming convention for these transactions based on the perspective of the primary dealers: the dealers receive cash while the Federal Reserve receives the collateral.

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD
    to

    Write a custom formula to transform one or more series or combine two or more series.

    You can begin by adding a series to combine with your existing series.

    Type keywords to search for data

      Now create a custom formula to combine or transform the series.

      For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

      Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

      Finally, you can change the units of your new series.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

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      Bar 1
      Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level Vintage: 2025-04-03
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      Bar 2
      Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level Vintage: 2025-04-10
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      Notes

      Title Release Dates
      Repurchase agreements held by the Federal Reserve: Maturing within 15 days 2010-02-04 2019-08-20
      Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level 2019-08-21 2025-04-10
       
      Source    
      Board of Governors of the Federal Reserve System (US) 2010-02-04 2025-04-10
       
      Release    
      H.4.1 Factors Affecting Reserve Balances 2010-02-04 2025-04-10
       
      Units    
      Millions of Dollars 2010-02-04 2019-08-20
      Millions of U.S. Dollars 2019-08-21 2025-04-10
       
      Frequency    
      Weekly, As of Wednesday 2010-02-04 2025-04-10
       
      Seasonal Adjustment    
      Not Seasonally Adjusted 2010-02-04 2025-04-10
       
      Notes    
      Repurchase agreements reflect some of the Federal Reserve's temporary open market operations. Repurchase agreements are transactions in which securities are purchased from a primary dealer under an agreement to sell them back to the dealer on a specified date in the future. The difference between the purchase price and the repurchase price reflects an interest payment. The Federal Reserve may enter into repurchase agreements for up to 65 business days, but the typical maturity is between one and 14 days. Federal Reserve repurchase agreements supply reserve balances to the banking system for the length of the agreement. The Federal Reserve employs a naming convention for these transactions based on the perspective of the primary dealers: the dealers receive cash while the Federal Reserve receives the collateral.

      		2010-02-04 2025-04-10

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      Repurchase Agreements H.4.1 Factors Affecting Reserve Balances Maturity Weekly Board of Governors Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

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