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Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations (RPTMTSYD)

Observations

2024-09-24: 0.022
Updated: Mar 13, 2025 1:01 PM CDT
2024-09-24:  0.022  
2024-09-23:  .  
2024-09-20:  .  
2024-09-19:  .  
2024-09-18:  .  

Units:

Billions of US Dollars,
Not Seasonally Adjusted

Frequency:

Daily
1Y5Y10YMax
to
Date:
Bar 1 - Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Vintage: 2025-02-25
Bar 1
(a) Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations, Billions of US Dollars, Not Seasonally Adjusted (RPTMTSYD)
This series is constructed as the aggregated daily amount value of the RP transactions reported by the New York Fed as part of the Temporary Open Market Operations. Temporary open market operations involve short-term repurchase and reverse repurchase agreements that are designed to temporarily add or drain reserves available to the banking system and influence day-to-day trading in the federal funds market. A repurchase agreement (known as repo or RP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Maker Committee buys a security from an eligible counterparty under an agreement to resell that security in the future. For these transactions, eligible securities are U.S. Treasury instruments, federal agency debt and the mortgage-backed securities issued or fully guaranteed by federal agencies.

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

    Select a date that will equal 100 for your custom index:
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    Bar 1 - Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Vintage: 2025-02-25
    Bar 2
    (a) Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations, Billions of US Dollars, Not Seasonally Adjusted (RPTMTSYD)
    This series is constructed as the aggregated daily amount value of the RP transactions reported by the New York Fed as part of the Temporary Open Market Operations. Temporary open market operations involve short-term repurchase and reverse repurchase agreements that are designed to temporarily add or drain reserves available to the banking system and influence day-to-day trading in the federal funds market. A repurchase agreement (known as repo or RP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Maker Committee buys a security from an eligible counterparty under an agreement to resell that security in the future. For these transactions, eligible securities are U.S. Treasury instruments, federal agency debt and the mortgage-backed securities issued or fully guaranteed by federal agencies.

    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
      Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Vintage: 2025-02-25
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      Bar 2
      Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Vintage: 2025-03-13
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      Notes

      Title Release Dates
      Term Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 2016-03-28 2025-03-13
       
      Source    
      Federal Reserve Bank of New York 2016-03-28 2025-03-13
       
      Release    
      Temporary Open Market Operations 2016-03-28 2025-03-13
       
      Units    
      Billions of US Dollars 2016-03-28 2025-03-13
       
      Frequency    
      Daily 2016-03-28 2025-03-13
       
      Seasonal Adjustment    
      Not Seasonally Adjusted 2016-03-28 2025-03-13
       
      Notes    
      This series is constructed as the aggregated daily amount value of the RP transactions reported by the New York Fed as part of the Temporary Open Market Operations.

      Temporary open market operations involve short-term repurchase and reverse repurchase agreements that are designed to temporarily add or drain reserves available to the banking system and influence day-to-day trading in the federal funds market.

      A repurchase agreement (known as repo or RP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Maker Committee buys a security from an eligible counterparty under an agreement to resell that security in the future. For these transactions, eligible securities are U.S. Treasury instruments, federal agency debt and the mortgage-backed securities issued or fully guaranteed by federal agencies.

      		2016-03-28 2025-03-13

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      Repurchase Agreements Purchase New York Fed Trade Securities Treasury Daily Board of Governors Copyrighted: Citation Required Nation Not Seasonally Adjusted United States of America

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