This series is constructed as the aggregated daily amount value of the RRP 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time 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. For more information, see https://www.newyorkfed.org/markets/rrp_faq.html
Reverse repurchase agreements are transactions in which securities are sold to a set of counterparties under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements may be conducted with foreign official and international accounts as a service to the holders of these accounts. All other reverse repurchase agreements, including transactions with primary dealers and a set of eligible money market funds, are open market operations intended to manage the supply of reserve balances; reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. As with repurchase agreements, the naming convention used here reflects the transaction from the counterparties' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the counterparties.
The award rate is the rate given to all accepted propositions for the collateral type 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time in the future. For these transactions, eligible securities are U.S. Treasury instruments. See FAQs (https://www.newyorkfed.org/markets/rrp_faq.html) for more information.
This series is constructed as the aggregated daily amount value of the RRP 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time 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. For more information, see https://www.newyorkfed.org/markets/rrp_faq.html
Source ID: FL632051103.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL632051103&t=) provided by the source.
Reverse repurchase agreements are transactions in which securities are sold to a set of counterparties under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements may be conducted with foreign official and international accounts as a service to the holders of these accounts. All other reverse repurchase agreements, including transactions with primary dealers and a set of eligible money market funds, are open market operations intended to manage the supply of reserve balances; reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. As with repurchase agreements, the naming convention used here reflects the transaction from the counterparties' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the counterparties.
Reverse repurchase agreements are transactions in which securities are sold to primary dealers or foreign central banks under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. As with repurchase agreements, the naming convention used here reflects the transaction from the dealers' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the dealers.
This series is constructed as the aggregated daily amount value of the RRP 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time 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. For more information, see https://www.newyorkfed.org/markets/rrp_faq.html
This series is constructed as the aggregated daily amount value of the RRP 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time 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. For more information, see https://www.newyorkfed.org/markets/rrp_faq.html
Source ID: FA632051103.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FA632051103&t=) provided by the source.
This series is found in Assets and Liabilities of FDIC-Insured Commercial Banks and Savings Institutions. The Quarterly Banking Profile is a quarterly publication that provides the earliest comprehensive summary of financial results for all FDIC-insured institutions. See Notes to Users (https://www.fdic.gov/analysis/quarterly-banking-profile/qbp/timeseries/qbpnot.pdf) for more information.
Reverse repurchase agreements are transactions in which securities are sold to primary dealers or foreign central banks under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. As with repurchase agreements, the naming convention used here reflects the transaction from the dealers' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the dealers.
Reverse repurchase agreements are transactions in which securities are sold to a set of counterparties under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements may be conducted with foreign official and international accounts as a service to the holders of these accounts. All other reverse repurchase agreements, including transactions with primary dealers and a set of eligible money market funds, are open market operations intended to manage the supply of reserve balances; reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. As with repurchase agreements, the naming convention used here reflects the transaction from the counterparties' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the counterparties.
Source ID: FL712151103.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL712151103&t=) provided by the source.
Reverse repurchase agreements are transactions in which securities are sold to primary dealers or foreign central banks under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. They are typically collateralized using Treasury bills. As with repurchase agreements, the naming convention used here reflects the transaction from the dealers' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the dealers.
This series has been discontinued and will no longer be updated. It was a duplicate of the following series, which will continue to be updated: https://fred.stlouisfed.org/series/WLRRAL Reverse repurchase agreements are transactions in which securities are sold to primary dealers or foreign central banks under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. They are typically collateralized using Treasury bills. As with repurchase agreements, the naming convention used here reflects the transaction from the dealers' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the dealers.
Source ID: FA712151103.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FA712151103&t=) provided by the source.
This series has been discontinued and will no longer be updated. It was a duplicate of the following series, which will continue to be updated: https://fred.stlouisfed.org/series/WLRRAL Reverse repurchase agreements are transactions in which securities are sold to a set of counterparties under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements may be conducted with foreign official and international accounts as a service to the holders of these accounts. All other reverse repurchase agreements, including transactions with primary dealers and a set of eligible money market funds, are open market operations intended to manage the supply of reserve balances; reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. As with repurchase agreements, the naming convention used here reflects the transaction from the counterparties' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the counterparties.
This series is constructed as the aggregated daily amount value of the RRP 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time 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. For more information, see https://www.newyorkfed.org/markets/rrp_faq.html
The Quarterly Survey of Public Pensions (QSPP) is a quarterly survey that provides national summary data on the revenues, expenditures, and composition of assets of the largest defined benefit public employee pension systems for state and local governments.
For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/. This series has been discontinued with implementation of the Federal Reserve Board's notice published in the Federal Register, 82 FR 49207 on October 24, 2017, https://www.federalregister.gov/d/2017-23003.
For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/. This series has been discontinued with implementation of the Federal Reserve Board's notice published in the Federal Register, 82 FR 49207 on October 24, 2017, https://www.federalregister.gov/d/2017-23003.
Reverse repurchase agreements are transactions in which securities are sold to primary dealers or foreign central banks under an agreement to buy them back from the same party on a specified date at the same price plus interest. Reverse repurchase agreements absorb reserve balances from the banking system for the length of the agreement. They are typically collateralized using Treasury bills. As with repurchase agreements, the naming convention used here reflects the transaction from the dealers' perspective; the Federal Reserve receives cash in a reverse repurchase agreement and provides collateral to the dealers.
Source ID: FL712151115.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL712151115&t=) provided by the source.
Source ID: FA712151115.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FA712151115&t=) provided by the source.
For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/. This series has been discontinued with implementation of the Federal Reserve Board's notice published in the Federal Register, 82 FR 49207 on October 24, 2017, https://www.federalregister.gov/d/2017-23003.
This series is constructed as the aggregated daily amount value of the RRP 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time 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. For more information, see https://www.newyorkfed.org/markets/rrp_faq.html
This series is constructed as the aggregated daily amount value of the RRP 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 reverse repurchase agreement (known as reverse repo or RRP) is a transaction in which the New York Fed under the authorization and direction of the Federal Open Market Committee sells a security to an eligible counterparty with an agreement to repurchase that same security at a specified price at a specific time 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. For more information, see https://www.newyorkfed.org/markets/rrp_faq.html
Source ID: FR792051115.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FR792051115&t=) provided by the source.
Source ID: FL792051115.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL792051115&t=) provided by the source.
Source ID: FA792051115.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FA792051115&t=) provided by the source.
This series is in the H.4.1 Factors Affecting Reserve Balances statistical press release and is available in FRED as WLRRAL (https://fred.stlouisfed.org/series/WLRRAL). Data before Wednesday, April 27, 1921 represent weekly values as of Friday. Authors: Cecilia Bao, Justin Chen, Nicholas Fries, Andrew Gibson, Emma Paine, and Kurt Schuler Studies in Applied Economics no. 115, Johns Hopkins University Institute for Applied Economics, Global Health, and the Study of Business Enterprise, July 2018; co-published with the Center for Financial Stability
Source ID: FR712151103.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FR712151103&t=) provided by the source.
For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/. This series has been discontinued with implementation of the Federal Reserve Board's notice published in the Federal Register, 82 FR 49207 on October 24, 2017, https://www.federalregister.gov/d/2017-23003.
Source ID: FR632051103.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FR632051103&t=) provided by the source.
Source ID: FR712151115.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FR712151115&t=) provided by the source.
For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/. This series has been discontinued with implementation of the Federal Reserve Board's notice published in the Federal Register, 82 FR 49207 on October 24, 2017, https://www.federalregister.gov/d/2017-23003.
For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/. This series has been discontinued with implementation of the Federal Reserve Board's notice published in the Federal Register, 82 FR 49207 on October 24, 2017, https://www.federalregister.gov/d/2017-23003.
For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/. This series has been discontinued with implementation of the Federal Reserve Board's notice published in the Federal Register, 82 FR 49207 on October 24, 2017, https://www.federalregister.gov/d/2017-23003.