8 datasets found
  1. F

    Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve...

    • fred.stlouisfed.org
    json
    Updated Jul 11, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    (2025). Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations [Dataset]. https://fred.stlouisfed.org/series/RPTSYD
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 11, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations (RPTSYD) from 2000-01-03 to 2025-07-11 about repurchase agreements, purchase, trade, securities, Treasury, and USA.

  2. M

    Fed Treasury Repo Operations (2000-2025)

    • macrotrends.net
    csv
    Updated Jun 30, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    MACROTRENDS (2025). Fed Treasury Repo Operations (2000-2025) [Dataset]. https://www.macrotrends.net/3269/fed-treasury-repo-operations
    Explore at:
    csvAvailable download formats
    Dataset updated
    Jun 30, 2025
    Dataset authored and provided by
    MACROTRENDS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    2000 - 2025
    Area covered
    United States
    Description

    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.

  3. F

    Overnight Reverse Repurchase Agreements Award Rate: Treasury Securities Sold...

    • fred.stlouisfed.org
    json
    Updated Jul 11, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    (2025). Overnight Reverse Repurchase Agreements Award Rate: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations [Dataset]. https://fred.stlouisfed.org/series/RRPONTSYAWARD
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 11, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for Overnight Reverse Repurchase Agreements Award Rate: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations (RRPONTSYAWARD) from 2013-09-23 to 2025-07-11 about reverse repos, overnight, securities, Treasury, sales, rate, and USA.

  4. M

    U.S. Treasury Securities Holdings (2002-2025)

    • macrotrends.net
    csv
    Updated Jun 30, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    MACROTRENDS (2025). U.S. Treasury Securities Holdings (2002-2025) [Dataset]. https://www.macrotrends.net/3111/us-treasury-securities-holdings
    Explore at:
    csvAvailable download formats
    Dataset updated
    Jun 30, 2025
    Dataset authored and provided by
    MACROTRENDS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    2002 - 2025
    Area covered
    United States
    Description

    The total face value of U.S. Treasury securities held by the Federal Reserve. This total is broken out in the lines below. Purchases or sales of U.S. Treasury securities by the Federal Reserve Bank of New York (FRBNY) are made in the secondary market, or with various foreign official and international organizations that maintain accounts at the Federal Reserve. FRBNY's purchases or sales in the secondary market are conducted only through primary dealers.

    Bills: The current face value of the Federal Reserve's outright holdings of Treasury bills. Notes and bonds, nominal: The current face value of the Federal Reserve's outright holdings of nominal Treasury notes and bonds. Notes and bonds, inflation-indexed: The current face value of the Federal Reserve's outright holdings of inflation-indexed Treasury notes and bonds. Inflation compensation: Inflation compensation reflects adjustments for the effects of inflation to the principal of inflation-indexed securities.

  5. F

    Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the...

    • fred.stlouisfed.org
    json
    Updated Jun 20, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    (2025). Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations [Dataset]. https://fred.stlouisfed.org/series/RRPONTSYD
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jun 20, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations (RRPONTSYD) from 2003-02-07 to 2025-06-20 about reverse repos, overnight, trade, securities, Treasury, sales, and USA.

  6. d

    Interest Rate Statistics - Daily Treasury Yield Curve Rates

    • catalog.data.gov
    • datadiscoverystudio.org
    • +2more
    Updated Feb 12, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    Office of Debt Management (2025). Interest Rate Statistics - Daily Treasury Yield Curve Rates [Dataset]. https://catalog.data.gov/dataset/interest-rate-statistics-daily-treasury-yield-curve-rates
    Explore at:
    Dataset updated
    Feb 12, 2025
    Dataset provided by
    Office of Debt Management
    Description

    These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.

  7. M

    Overnight Repo (2003-2025)

    • macrotrends.net
    csv
    Updated Jun 30, 2025
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    MACROTRENDS (2025). Overnight Repo (2003-2025) [Dataset]. https://www.macrotrends.net/3001/overnight-repo
    Explore at:
    csvAvailable download formats
    Dataset updated
    Jun 30, 2025
    Dataset authored and provided by
    MACROTRENDS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    2003 - 2025
    Area covered
    United States
    Description

    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

  8. F

    Assets: Securities Held Outright: U.S. Treasury Securities: All: Wednesday...

    • fred.stlouisfed.org
    json
    Updated Jul 10, 2025
    + more versions
    Share
    FacebookFacebook
    TwitterTwitter
    Email
    Click to copy link
    Link copied
    Close
    Cite
    (2025). Assets: Securities Held Outright: U.S. Treasury Securities: All: Wednesday Level [Dataset]. https://fred.stlouisfed.org/series/TREAST
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 10, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-public-domainhttps://fred.stlouisfed.org/legal/#copyright-public-domain

    Description

    Graph and download economic data for Assets: Securities Held Outright: U.S. Treasury Securities: All: Wednesday Level (TREAST) from 2002-12-18 to 2025-07-09 about maturity, securities, Treasury, and USA.

  9. Not seeing a result you expected?
    Learn how you can add new datasets to our index.

Share
FacebookFacebook
TwitterTwitter
Email
Click to copy link
Link copied
Close
Cite
(2025). Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations [Dataset]. https://fred.stlouisfed.org/series/RPTSYD

Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations

RPTSYD

Explore at:
jsonAvailable download formats
Dataset updated
Jul 11, 2025
License

https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

Description

Graph and download economic data for Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations (RPTSYD) from 2000-01-03 to 2025-07-11 about repurchase agreements, purchase, trade, securities, Treasury, and USA.

Search
Clear search
Close search
Google apps
Main menu