Federal Reserve Economic Data

Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Week Average (WREPODEL)

2025-03-26: 206,845
Updated: Mar 27, 2025 3:36 PM CDT
2025-03-26:  206,845  
2025-03-19:  132,073  
2025-03-12:  133,658  
2025-03-05:  182,879  
2025-02-26:  81,290  
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Units:

Millions of U.S. Dollars,
Not Seasonally Adjusted

Frequency:

Weekly,
Ending Wednesday
1Y5Y10YMax
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Date:
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(a) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Week Average, Millions of U.S. Dollars, Not Seasonally Adjusted (WREPODEL)

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    Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Week Average
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    Notes

    Source: Board of Governors of the Federal Reserve System (US)  

    Release: H.4.1 Factors Affecting Reserve Balances  

    Units:  Millions of U.S. Dollars, Not Seasonally Adjusted

    Frequency:  Weekly, Ending Wednesday

    Notes:

    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.

    Suggested Citation:

    Board of Governors of the Federal Reserve System (US), Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Week Average [WREPODEL], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WREPODEL, April 2, 2025.

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