Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Wednesday Level
WLRRAOL • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
91,966.00
Year-over-Year Change
-44.27%
Date Range
6/14/2006 - 8/6/2025
Summary
The WLRRAOL series tracks the Wednesday-level reverse repurchase agreements for entities other than banks and primary dealers in the U.S. financial system. This metric provides insight into short-term liquidity management and monetary 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
Reverse repurchase agreements (repos) are critical short-term funding mechanisms where securities are sold with an agreement to repurchase them later at a slightly higher price. Economists use this data to understand market liquidity, financial institution behavior, and potential monetary policy implications.
Methodology
The Federal Reserve collects this data through comprehensive reporting from financial institutions, tracking the volume of reverse repo transactions on a specific day of the week.
Historical Context
This trend is used by policymakers and market analysts to assess short-term credit markets, potential financial system stress, and overall liquidity conditions.
Key Facts
- Represents short-term securities lending transactions outside primary banking channels
- Provides weekly snapshot of financial market liquidity
- Helps indicate potential shifts in monetary market conditions
FAQs
Q: What are reverse repurchase agreements?
A: Reverse repos are short-term transactions where securities are sold with an agreement to repurchase them later at a predetermined price. They are used for liquidity management and short-term funding.
Q: Why do financial institutions use reverse repos?
A: Institutions use reverse repos to manage cash reserves, earn short-term interest, and maintain financial flexibility. They provide a low-risk method of temporary fund allocation.
Q: How often is WLRRAOL data updated?
A: The WLRRAOL series is typically updated weekly, reflecting the Wednesday-level snapshot of reverse repurchase agreement transactions.
Q: What does this data tell economists?
A: This data provides insights into market liquidity, short-term credit conditions, and potential stress in the financial system. It helps economists understand current monetary market dynamics.
Q: Are there limitations to this data?
A: The data represents a specific weekly snapshot and may not capture continuous market changes. It should be analyzed alongside other financial indicators for comprehensive insights.
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Citation
U.S. Federal Reserve, Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Wednesday Level [WLRRAOL], retrieved from FRED.
Last Checked: 8/1/2025