Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Change in Wednesday Level from Previous Wednesday Level
RESPPLLRXCH1NWW • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
-41,325.00
Year-over-Year Change
-61.58%
Date Range
6/7/2006 - 7/30/2025
Summary
This economic indicator tracks the weekly changes in reverse repurchase agreements (reverse repos) held by financial institutions. It provides insights into short-term liquidity management and monetary policy implementation in the U.S. financial system.
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 a key monetary policy tool where the Federal Reserve sells securities with an agreement to repurchase them later, helping to manage money supply and short-term interest rates. Economists closely monitor these changes as they reflect market liquidity, financial institution behavior, and potential shifts in monetary policy stance.
Methodology
The data is collected by the Federal Reserve through weekly reporting from financial institutions, calculating the net change in reverse repo levels from one Wednesday to the next.
Historical Context
This metric is crucial for understanding short-term financial market dynamics, central bank monetary operations, and overall liquidity conditions in the U.S. financial system.
Key Facts
- Reverse repos are a critical tool for managing short-term interest rates
- Changes in reverse repo levels indicate shifts in market liquidity
- The Federal Reserve uses these agreements to fine-tune monetary policy
FAQs
Q: What are reverse repurchase agreements?
A: Reverse repos are short-term financial transactions where the Federal Reserve sells securities to financial institutions with an agreement to buy them back later, helping to manage money supply and interest rates.
Q: Why do changes in reverse repo levels matter?
A: These changes reflect market liquidity, financial institution cash management strategies, and potential shifts in monetary policy implementation.
Q: How often is this data updated?
A: The data is typically updated weekly, tracking changes from one Wednesday to the next, providing a frequent snapshot of short-term financial market conditions.
Q: How do reverse repos impact financial markets?
A: They help control short-term interest rates, manage excess liquidity, and provide a mechanism for the Federal Reserve to implement monetary policy.
Q: What are the limitations of this data?
A: While informative, this metric represents a snapshot of a specific moment and should be analyzed in conjunction with other economic indicators for a comprehensive understanding.
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Related Trends
Assets: Liquidity and Credit Facilities: Loans: Primary Credit: Change in Week Average from Previous Week Average
RESPPALDPXAWXCH1NWW
Liabilities: Deposits: Term Deposits Held by Depository Institutions
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Memorandum Items: Securities Lent to Dealers: Overnight Facility, U.S. Treasury Securities: Week Average
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Collateralization of Currency: Holdings Against Federal Reserve Notes: Collateral Held Against Federal Reserve Notes: Wednesday Level
RESPPNNWW
Liabilities and Capital: Other Factors Draining Reserve Balances: Deposits with F.R. Banks, Other Than Reserve Balances: Change in Week Average from Previous Week Average
RESPPLLBXAWXCH1NWW
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RESPPASXCH1NWW
Citation
U.S. Federal Reserve, Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Change in Wednesday Level from Previous Wednesday Level [RESPPLLRXCH1NWW], retrieved from FRED.
Last Checked: 8/1/2025