Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Change in Week Average from Previous Week Average
RESPPLLRDXAWXCH1NWW • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
-44,365.00
Year-over-Year Change
-847.39%
Date Range
6/7/2006 - 7/30/2025
Summary
This economic indicator tracks weekly changes in reverse repurchase agreements (repos) for entities other than banks, providing insight into short-term liquidity and financial market dynamics. The metric helps economists and policymakers understand shifts in monetary conditions and financial institution behavior.
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
Reverse repurchase agreements represent short-term borrowing transactions where financial institutions sell securities with an agreement to repurchase them later, effectively functioning as a form of collateralized lending. Economists analyze these changes to assess market liquidity, monetary policy transmission, and potential stress in financial markets.
Methodology
The data is collected by the Federal Reserve through comprehensive reporting from financial institutions, calculating the week-to-week average change in reverse repurchase agreement volumes.
Historical Context
This metric is crucial for understanding Federal Reserve monetary policy implementation and short-term financial market liquidity conditions.
Key Facts
- Measures weekly changes in reverse repurchase agreement volumes
- Provides insight into short-term financial market conditions
- Important indicator for understanding monetary policy transmission
FAQs
Q: What are reverse repurchase agreements?
A: Reverse repos are short-term financial transactions where securities are sold with an agreement to repurchase them later, functioning as a form of collateralized borrowing.
Q: Why do economists track this metric?
A: This indicator helps assess market liquidity, financial institution behavior, and potential stress in short-term lending markets.
Q: How frequently is this data updated?
A: The data is typically updated weekly, providing a current snapshot of short-term financial market conditions.
Q: What does a significant change in this metric indicate?
A: Large changes can signal shifts in market liquidity, monetary policy implementation, or broader financial market dynamics.
Q: Who collects and reports this data?
A: The Federal Reserve collects and reports this data as part of its comprehensive financial market monitoring.
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Related Trends
Capital Accounts: Surplus: Section 13b
CASS13B
Memorandum Items: Securities Lent to Dealers: Overnight Facility: Wednesday Level
WSDONTL
Overnight Reverse Repurchase Agreements: Federal Agency Securities Sold by the Federal Reserve in the Temporary Open Market Operations
RRPONAGYD
Assets: Liquidity and Credit Facilities: Loans: Other Credit Extensions: Week Average
WOCE
Liabilities and Capital: Liabilities: Other Liabilities and Accrued Dividends (Includes the Liability for Earnings Remittances Due to the U.S. Treasury): Wednesday Level
WLAD
Assets: Liquidity and Credit Facilities: Loans: Other Credit Extensions: Change in Week Average from Year Ago Week Average
RESPPALDCXAWXCH52NWW
Citation
U.S. Federal Reserve, Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Change in Week Average from Previous Week Average [RESPPLLRDXAWXCH1NWW], retrieved from FRED.
Last Checked: 8/1/2025