Accessible Version

Use of the Federal Reserve's repo operations and changes in dealer balance sheets, Accessible Data

Figure 1. Federal Reserve Repo Outstanding
Date Overnight Term
9/18/2019 75000 0
9/19/2019 75000 0
9/20/2019 75000 0
9/23/2019 65750 0
9/24/2019 75000 30000
9/25/2019 75000 30000
9/26/2019 50100 90000
9/27/2019 22700 139000
9/30/2019 63500 139000
10/1/2019 54850 139000
10/2/2019 42050 139000
10/3/2019 33550 139000
10/4/2019 38550 139000
10/7/2019 47050 139000
10/8/2019 37500 147850
10/9/2019 30800 147850
10/10/2019 45500 130450
10/11/2019 61550 102600
10/15/2019 67600 122700
10/16/2019 75000 122700
10/17/2019 73500 132200
10/18/2019 56650 132200
10/21/2019 58150 132200
10/22/2019 64904 128350
10/23/2019 49854 128350
10/24/2019 89154 130750
10/25/2019 77343 130750
10/28/2019 76583 130750
10/29/2019 59483 155650
10/30/2019 59850 155650
10/31/2019 72533 155650
11/1/2019 73133 156450
11/4/2019 77583 156450
11/5/2019 71043 152550
11/6/2019 62542 152618
11/7/2019 80142 142618
11/8/2019 70643 142550
11/12/2019 76943 132516
11/13/2019 77093 132516
11/14/2019 73593 131766
11/15/2019 68343 131766
11/18/2019 61043 131766
11/19/2019 78300 124809
11/20/2019 74350 124809
11/21/2019 74450 119009
11/22/2019 80600 119009
11/25/2019 68500 144009
11/26/2019 72750 128993
11/27/2019 87950 119293
11/29/2019 88450 119293
12/2/2019 72900 144293
12/3/2019 77800 137907
12/4/2019 70100 137907
12/5/2019 78700 137407
12/6/2019 72800 137407
12/9/2019 56400 162407
12/10/2019 41700 170957
12/11/2019 42000 170957
12/12/2019 49900 168957
12/13/2019 56450 168957
12/16/2019 36400 218957
12/17/2019 52650 207300
12/18/2019 29300 207300
12/19/2019 26250 209869
12/20/2019 26700 209869
12/23/2019 20550 210169
12/24/2019 24800 210169
12/26/2019 28800 209169
12/27/2019 25800 209169
12/30/2019 30800 211369
12/31/2019 44250 211369
1/2/2020 29050 207768
1/3/2020 51150 207768
1/6/2020 76895 157768
1/7/2020 63919 163968
1/8/2020 46619 163968
1/9/2020 48825 180268
1/10/2020 40875 180268
1/13/2020 60725 155268
1/14/2020 47000 181968
1/15/2020 47500 181968
1/16/2020 39350 189100
1/17/2020 52630 139100
1/21/2020 58626 136250
1/22/2020 49826 136250
1/23/2020 44150 131950
1/24/2020 55300 131950
1/27/2020 49600 131950
1/28/2020 55750 125900
1/29/2020 49225 125900
1/30/2020 48775 124900
1/31/2020 45552 124900
2/3/2020 59850 124900
2/4/2020 64450 122750
2/5/2020 47500 122750
2/6/2020 46750 122750
2/7/2020 42750 122750
2/10/2020 38200 122750
2/11/2020 37915 123800
2/12/2020 40600 123800
2/13/2020 48850 120000
2/14/2020 47650 120000
2/18/2020 53550 115000
2/19/2020 48900 115000
2/20/2020 40250 110000
2/21/2020 26000 110000
2/24/2020 40750 110000
2/25/2020 49460 105000
2/26/2020 38440 105000
2/27/2020 30190 100000
2/28/2020 26240 100000
3/2/2020 53140 100000
3/3/2020 100000 95000
3/4/2020 100000 95000
3/5/2020 87357 90000
3/6/2020 89607 90000
3/9/2020 112932 90000
3/10/2020 123625 110000
3/11/2020 132375 110000
3/12/2020 103100 180000
3/13/2020 45150 299500
3/16/2020 149000 317950
3/17/2020 152750 342950
3/18/2020 98995 342950
3/19/2020 72890 335450
3/20/2020 23750 366700
3/23/2020 33500 370700
3/24/2020 37250 339200
3/25/2020 13155 339200
3/26/2020 19850 306150
3/27/2020 12001 306150
3/30/2020 3860 307150
3/31/2020 325 262400
4/1/2020 650 262400
4/2/2020 3550 249900
4/3/2020 900 250900
4/6/2020 16100 181750
4/7/2020 12300 181750
4/8/2020 11000 181750
4/9/2020 0 213550
4/13/2020 37170 228000
4/14/2020 31900 153400
4/15/2020 27700 153400
4/16/2020 43350 153400
4/17/2020 22050 153400
4/20/2020 5550 161000
4/21/2020 400 157000
4/22/2020 500 157000
4/23/2020 13500 157000
4/24/2020 10700 157000
4/27/2020 300 157200
4/28/2020 400 156200
4/29/2020 2000 156200
4/30/2020 12150 156200
5/1/2020 21400 156200
5/4/2020 18350 158200
5/5/2020 14500 151900
5/6/2020 20800 151900
5/7/2020 25900 151900
5/8/2020 31100 151900
5/11/2020 33750 154950
5/12/2020 41200 154950
5/13/2020 1000 154950
5/14/2020 9000 154950
5/15/2020 14750 154950
5/18/2020 0 150350
5/19/2020 1000 150350
5/20/2020 7000 150350
5/21/2020 9500 150350
5/22/2020 22800 150350
5/26/2020 34500 156450
5/27/2020 24650 156450
5/28/2020 47000 156450
5/29/2020 26000 156450
6/1/2020 41400 168450
6/2/2020 57350 168450
6/3/2020 43100 168450
6/4/2020 56100 168450
6/5/2020 106250 168450
6/8/2020 67050 108750
6/9/2020 75900 108750
6/10/2020 58550 108750
6/11/2020 47850 108750
6/12/2020 49200 108750
6/15/2020 53350 77500
6/16/2020 21900 74500
6/17/2020 4500 74500
6/18/2020 1000 74500
6/24/2020 2000 74500
6/25/2020 9000 74500
6/26/2020 15000 68200
6/29/2020 17500 68200
6/30/2020 4750 68200
7/1/2020 7000 68200
7/2/2020 0 72700

Note: Fed repo outstanding has been zero since early July.

Source: FRBNY

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Figure 2. Average Dealer Repo Volume by Counterparty
Counterparty Percent
Dealers 41%
Asset Managers 29%
Banks 20%
Other 10%

Source: Form FR2052a

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Last Update: August 06, 2021