Liabilities: Other Liabilities: Reverse Repurchase Agreements -- Triparty
LOLRPA • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
245,204.00
Year-over-Year Change
-5.97%
Date Range
10/6/1999 - 4/11/2018
Summary
Triparty reverse repurchase agreements represent a critical short-term funding mechanism in financial markets where a third party facilitates securities transactions between borrowers and lenders. This metric provides insights into liquidity, monetary policy implementation, and short-term financial market dynamics.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
These agreements involve a third-party custodian managing the collateral exchange between parties, typically involving government securities as collateral. Economists closely monitor this trend as an indicator of market liquidity, financial system stress, and Federal Reserve monetary policy effectiveness.
Methodology
Data is collected through Federal Reserve reporting systems, tracking the total value of triparty reverse repurchase agreements across financial institutions.
Historical Context
This metric is crucial for understanding short-term funding markets, central bank monetary operations, and overall financial system liquidity conditions.
Key Facts
- Involves a third-party custodian managing securities transactions
- Primarily uses government securities as collateral
- Important indicator of short-term market liquidity
FAQs
Q: What is a triparty reverse repurchase agreement?
A: A triparty repo is a securities transaction involving three parties: a borrower, a lender, and a third-party custodian who manages the collateral exchange.
Q: Why do financial institutions use triparty repos?
A: They provide a flexible, low-risk method for short-term funding and liquidity management, with a neutral third party ensuring transaction security.
Q: How does the Federal Reserve use this data?
A: The Fed uses triparty repo data to assess market liquidity, implement monetary policy, and monitor financial system stability.
Q: What types of securities are typically used in these agreements?
A: Government securities like Treasury bonds are most commonly used as collateral in triparty repurchase agreements.
Q: How frequently is this data updated?
A: The LOLRPA data is typically updated on a daily or weekly basis, providing near real-time insights into market conditions.
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Related Trends
Resources and Assets: Federal Agency Obligations: Bought Outright
RAFAOBO
Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
RPONTSYD
Resources and Assets: Gold and Gold Certificates: Gold with Foreign Agencies
RAGGCGFA
Liabilities and Capital: Liabilities: Earnings Remittances Due to the U.S. Treasury: Wednesday Level
RESPPLLOPNWW
Assets: Other: Special Drawing Rights Certificate Account: Change in Week Average from Year Ago Week Average
RESPPASXAWXCH52NWW
Memorandum Items: Securities Lent to Dealers: Securities Lent to Dealers: Week Average
WSDEAL
Citation
U.S. Federal Reserve, Liabilities: Other Liabilities: Reverse Repurchase Agreements -- Triparty [LOLRPA], retrieved from FRED.
Last Checked: 8/1/2025