Historical Transaction Data

This page provides detailed transaction information about domestic open market, securities lending, and foreign currency operations. These transaction data are provided in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010, and begin after the date of its enactment (July 21, 2010). Transaction data are released quarterly, with an approximately two-year lag.

Transaction data on discount window borrowings are available on the website of the Board of Governors of the Federal Reserve.

Outright Purchases and Sales of Treasury Securities

Further information about U.S. Treasury operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Q3:2016 Download
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Q4:2015 No transactions were conducted during this period.
Q3:2015 No transactions were conducted during this period.
Q2:2015 No transactions were conducted during this period.
Q1:2015 No transactions were conducted during this period.
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Q3:2010* Download
* Data reporting commenced July 22, 2010.
Data elements include:
  • Trade date Date upon which the security was bought or sold
  • Settlement date At the time of the purchase or sale, the date agreed upon for the delivery of the security and payment of funds
  • Transaction category Indicates whether the transaction was a purchase or a sale
  • Trade amount Face value of the security purchased or sold, in millions of dollars
  • Issuer Entity that issued or guaranteed the security bought or sold by the New York Fed: in all purchases and sales of U.S. Treasury securities, it is the U.S. Treasury (TSY)
  • Security description Security type, coupon rate and maturity date associated with the security purchased or sold
  • CUSIP A security identifier developed by the Committee on Uniform Security Identification Procedures
  • Price Price at which the security was bought or sold, excluding accrued interest (clean price). The price is per 100 par value.
  • Accrued interest Accrued interest of the security at the time of transaction, in dollars. Excludes inflation accrual for inflation-indexed securitiesc
  • Total amount transferred Total dollar amount transferred in the trade, in millions of dollars. For inflation-indexed securities, amount transferred includes adjustments for inflation effects
  • Counterparty Name of the entity that purchased the security from, or sold the security to, the New York Fed
Revisions

March 29, 2013: A small number of counterparty names were revised in the following files to match the names of the legal entities within large corporate organizations that transacted with the New York Fed.

  • U.S. Treasury Securities file for July 22 to September 30, 2010
  • U.S. Treasury Securities file for October 1 to December 31, 2010


March 31, 2014: The display of sales data was modified from negative amounts to positive amounts.

  • U.S. Treasury Securities file for October 1 to December 31, 2011
Outright Purchases and Sales of Agency Mortgage-Backed Securities

Further information about agency MBS operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Detailed data on transactions conducted between early 2009 and mid-2010 under the Federal Reserve’s initial agency MBS purchase program can be found on the website of the Board of Governors of the Federal Reserve System.

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Q3:2011 No transactions were conducted during this period.
Q2:2011 No transactions were conducted during this period.
Q1:2011 No transactions were conducted during this period.
Q4:2010 No transactions were conducted during this period.
Q3:2010 No transactions were conducted during this period.
Data elements include:
  • Trade date Date upon which the security was bought or sold
  • Settlement date At the time of the purchase or sale, the date agreed upon for the delivery of the security and payment of funds
  • Transaction category Indicates whether the transaction was a purchase or a sale
  • Operation type Indicates whether the purchase or sale was an outright transaction or part of a coupon swap or dollar roll
  • Trade amount At the time of the trade, the current face value of the security purchased or sold, in millions of dollars
  • Agency Agency that issued or guaranteed the security purchased or sold by the New York Fed: Fannie Mae (FNMA), Freddie Mac (FHLMC), or Ginnie Mae (GNMA or GNMA2 programs)
  • Coupon Rate of interest associated with the mortgage-backed security, in percent
  • Term Original term, in years, of the security purchased or sold
  • CUSIP A security identifier developed by the Committee on Uniform Security Identification Procedures
  • Price Price at which the security was bought or sold. The price is per 100 par value.
  • Total amount transferred The dollar amount of the transaction agreed to on trade date, in millions of dollars. The actual amount transferred may differ from the agreed-upon dollar amount of the transaction as a result of: the allowable delivery variance of +/- 0.01%, in accordance with the Securities Industry and Financial Markets Association's Good Delivery Guidelines for To-Be-Announced (TBA) trading of agency MBS; periodic net settlement of purchases and sales; principal paydowns; and accrued interest.
  • Counterparty Name of the entity that purchased the security from, or sold the security to, the New York Fed
  • Notes Additional information pertaining to the transaction
Repurchase & Reverse Repurchase Transactions

Further information about repurchase & reverse repurchase operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

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Q2:2012 No transactions were conducted during this period.
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Q4:2011 No transactions were conducted during this period.
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Q4:2010 Download
Q3:2010* Download
* Data reporting commenced July 22, 2010.
Note: The New York Fed typically settles the repo and reverse repo transactions it conducts through a tri-party arrangement. In a tri-party arrangement, a third party (the tri-party bank) acts as custodian and agent for the buyer and seller. The tri-party agent is responsible for screening and approving eligible securities, as identified by type by the buyer and seller, from the seller's pool of available securities, determining the current market value of the eligible securities, and ensuring every day that a transaction is outstanding that the buyer receives, in its account at the tri-party bank, eligible securities having a market value (based on the market value and agreed-upon margins) at least equal to each outstanding repo trade amount.
Data elements include:
  • Trade date Date upon which the OMO was conducted and upon which the details of the repo or reverse repo were agreed
  • Settlement date Date upon which the repo or reverse repo started, when funds and securities were initially exchanged
  • Repurchase date Date upon which the repo or reverse repo ended, when funds and securities were re-exchanged
  • Operation amount Aggregate amount of the temporary OMO in which the repo or reverse repo was executed, in millions of dollars
  • Transaction category1 Indicates whether the transaction was a repo or reverse repo
  • Term Number of calendar days the repo or reverse repo was outstanding (from settlement date to repurchase date)
  • Trade amount Amount of funds paid or received by the New York Fed for the securities subject to the repo or reverse repo, in millions of dollars
  • Repo rate Rate for each trade, in percent, implied by the difference between the price at which the securities were bought and sold
  • Counterparty Name of the entity that entered into the repo or reverse repo with the New York Fed
  • Security type2 Type of securities that were delivered in the repo or reverse repo: U.S. Treasury (Treasury), agency debt (Agency) or agency mortgage-backed securities (Agency MBS)
  • Amount of securities Market value of the securities subject to the repo or reverse repo, net of margin and interest accrued on the transaction, purchased or sold by the New York Fed, in millions of dollars
1 In a repo transaction, the New York Fed buys securities under an agreement to resell those securities in the future in order to temporarily add reserve balances to the banking system. In a reverse repo, the New York Fed sells securities under an agreement to repurchase those securities in the future in order to temporarily drain reserve balances from the system.
2 For "Treasury" type securities, counterparties may deliver only Treasury securities. For "Agency" securities, counterparties have the option to deliver federal agency debt, in addition to Treasury securities. For "Agency MBS" securities, counterparties have the option to deliver mortgage-backed securities issued or fully guaranteed by federal agencies, in addition to federal agency debt or Treasury securities.
Securities Lending Transactions

Further information about securities lending operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

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* Data reporting commenced July 22, 2010.
Data elements include:
  • Trade date Date upon which the loan of Treasury or agency securities was agreed
  • Settlement date Start date of the loan of Treasury or agency securities; the initial date on which the loaned Treasury or agency securities and collateral were exchanged
  • Original maturity date Date upon which the loan of the Treasury or agency securities was originally scheduled to end
  • Actual return date Date upon which all of the Treasury or agency securities lent were returned
  • Term Number of calendar days the loan of Treasury or agency securities was outstanding (from settlement date to original maturity date)
  • Par amount lent Par value of the loan of Treasury or agency securities, in millions of dollars
  • Market value of security lent Market value of the loan of Treasury or agency securities, in millions of dollars
  • Issuer Entity that issued or guaranteed the securities lent from the SOMA portfolio: U.S. Treasury (TSY), Fannie Mae (FNMA), Freddie Mac (FHLMC), the Federal Home Loan Banks (FHLB) or Ginnie Mae (GNMA)
  • Security description Security type, coupon rate and maturity date associated with the securities lent
  • CUSIP A security identifier developed by the Committee on Uniform Security Identification Procedures
  • Lending fee Interest rate, in percent, charged to the borrower for the securities lent
  • Penalty fees Additional fees assessed in connection with a counterparty's failure to return borrowed securities on the original maturity date, in dollars. Assessed each day at the prevailing general collateral rate, in addition to any applicable fails charge.
  • Counterparty Name of the entity that borrowed securities from the SOMA portfolio
  • Collateral value Market value of the securities pledged as collateral to secure the loan of Treasury or agency securities, in millions of dollars. Security loans are collateralized against Treasury securities.
Revisions

March 29, 2013: A small number of counterparty names were revised in the following files to match the names of the legal entities within large corporate organizations that transacted with the New York Fed.

  • Securities Lending file for July 22 to September 30, 2010
  • Securities Lending file for October 1 to December 31, 2010
Foreign Exchange Transactions

Further information about foreign exchange operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

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Q3:2010* Download
* Data reporting commenced July 22, 2010.
Data elements include:
  • Trade date Date upon which the details of the currency exchange were agreed upon
  • Settlement date Date upon which the U.S. dollars and foreign currency were exchanged
  • Transaction category1 Indicates whether the transaction is part of a U.S. intervention operation (FX intervention) or a transaction undertaken to accommodate foreign exchange account services provided to the U.S. Treasury and foreign official institutions (customer)
  • Currency purchased Currency received by the New York Fed on the settlement date: Australian dollar (AUD), British pound (GBP), Canadian dollar (CAD), euro (EUR), Japanese yen (JPY), Swedish krona (SEK), Swiss franc (CHF), U.S. dollar (USD)
  • Amount purchased2 Amount of currency received by the New York Fed on the settlement date
  • Currency sold Currency delivered by the New York Fed on the settlement date: Australian dollar (AUD), British pound (GBP), Canadian dollar (CAD), euro (EUR), Japanese yen (JPY), Swedish krona (SEK), Swiss franc (CHF), U.S. dollar (USD)
  • Amount sold2 Amount of currency delivered by the New York Fed on the settlement date
  • Exchange rate Rate used to determine the amount of foreign currency or U.S. dollars exchanged in the transaction
  • Exchange rate units Units in which the exchange rate is quoted: U.S. dollars per foreign currency or foreign currency per U.S. dollar
  • Counterparty Name of the entity that purchased currency from, or sold currency to, the New York Fed
1 For customer transactions, data pertain to the New York Fed's transactions conducted with foreign exchange dealers in order to fulfill customer requests to buy or sell dollars against foreign currencies.
2 When the New York Fed conducts an intervention for the U.S. monetary authorities (the Federal Reserve and the U.S. Department of the Treasury), the reported amounts reflect only that portion of the transaction conducted on behalf of the Federal Reserve.
Revisions

March 29, 2013: A small number of counterparty names were revised in the following files to match the names of the legal entities within large corporate organizations that transacted with the New York Fed.

  • Foreign Exchange file for July 22 to September 30, 2010
  • Foreign Exchange file for October 1 to December 31, 2010
Outright Purchases and Sales of Foreign Sovereign Debt

Further information about foreign reserves management operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

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Q3:2010* Download
* Data reporting commenced July 22, 2010.
Data elements include:
  • Trade date Date upon which the security was bought or sold
  • Settlement date At the time of the purchase or sale, the date agreed upon for the delivery of the security and payment of funds
  • Transaction category Indicates whether the transaction was a purchase or a sale
  • Currency Foreign currency in which the security is valued: euro (EUR), Japanese yen (JPY)
  • Trade amount Face value of the security purchased or sold, in millions of foreign currency units
  • Issuer Entity that issued or guaranteed the security purchased or sold by the New York Fed: French government (France), German government (Germany), Japanese government (Japan)
  • Security description Security type, coupon rate and maturity date associated with the security purchased or sold
  • ISIN A security identifier, the International Securities Identification Number
  • Price Price at which the security was bought or sold, excluding accrued interest (clean price). The price is per 100 par value.
  • Accrued interest Accrued interest of the security at the time of transaction, in foreign currency units
  • Total amount transferred Total amount transferred in the trade, in millions of foreign currency units
  • Counterparty Name of the entity that purchased the security from, or sold the security to, the New York Fed
Revisions

December 28, 2012: Display of data under the "accrued interest" column was modified from millions of foreign currency units to the actual amount of foreign currency units.

  • Foreign Sovereign Debt file for July 22 to September 30, 2010

March 29, 2013: A small number of counterparty names were revised in the following files to match the names of the legal entities within large corporate organizations that transacted with the New York Fed.

  • Foreign Sovereign Debt file for October 1 to December 31, 2010
Euro-denominated Repurchase & Reverse Repurchase Transactions

Further information about foreign reserves management operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Q3:2016 Download
Q2:2016 Download
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Q3:2010* Download
* Data reporting commenced July 22, 2010.
Note: The New York Fed typically settles the euro-denominated repo and reverse repo transactions it conducts through a tri-party arrangement. In a tri-party arrangement, a third party (the tri-party bank) acts as custodian and agent for the buyer and seller. The tri-party agent is responsible for screening and approving eligible securities, as identified by type by the buyer and seller, from the seller's pool of available securities, determining the current market value of the eligible securities, and ensuring, every day that a transaction is outstanding, that the buyer receives, in its account at the tri-party bank, eligible securities having a market value (based on the market value and agreed upon margins) at least equal to each outstanding repo trade amount.
Data elements include:
  • Trade date Date upon which the details of the repo or reverse repo were agreed
  • Settlement date Date upon which the repo or reverse repo started, when funds and securities were initially exchanged
  • Repurchase date Date upon which the repo or reverse repo ended, when funds and securities were re-exchanged
  • Transaction category1 Indicates the type of transaction: in all foreign currency reserve investments, a repo or reverse repo
  • Term Number of calendar days the repo or reverse repo was outstanding (from settlement date to repurchase date)
  • Currency Denomination of the foreign security and the foreign currency used in the transaction: euro (EUR)
  • Trade amount Amount of funds paid by the New York Fed for the securities subject to the repo or reverse repo, in millions of foreign currency units
  • Repo rate Rate for each trade, in percent, implied by the difference between the price at which the securities were bought and sold
  • Counterparty Name of the entity that entered into the repo or reverse repo with the New York Fed
  • Security type2 Type of securities that were delivered in the repo or reverse repo. Prior to October 28, 2011: as to any repo transaction, any sovereign debt obligations of six countries. After October 28, 2011: as to each transaction, any sovereign debt obligations of one of six countries, either (1) Belgian sovereign debt obligations, (2) French sovereign debt obligations, (3) German sovereign debt obligations, (4) Italian sovereign debt obligations, (5) Dutch sovereign debt obligations or (6) Spanish sovereign debt obligations. In addition, note that for each of the six baskets, counterparties also had the option to deliver the sovereign debt obligations of the country listed in addition to the sovereign debt obligations of Germany. As to any reverse repo transaction, any sovereign debt obligations of six countries (Belgium, France, Germany, Italy, the Netherlands, Spain).
  • Amount of securities Market value of the securities subject to the repo or reverse repo, net of margin and interest accrued on the transaction, purchased by the New York Fed, in millions of foreign currency units
1 In a repo transaction, the New York Fed buys securities under an agreement to resell those securities in the future. In a reverse repo, the New York Fed sells securities under an agreement to repurchase those securities in the future.
2 Prior to October 28, 2011, the New York Fed conducted euro repo operations as individual transactions as to which any securities in a single basket of securities consisting of the sovereign debt obligations of six countries were eligible securities. On October 28, 2011, the New York Fed changed its practice such that for each individual transaction, only securities from one of six baskets of securities are eligible securities. The New York Fed selects in advance of the transaction the single basket applicable to the transaction. Each single basket corresponds to the sovereign debt obligations of one of six countries. This technical modification to euro repo operations was made to be more consistent with euro repo market practices.
Revisions

December 28, 2012: Entries for counterparty JP Morgan Securities Plc were revised to JP Morgan Securities Ltd. to match the name of the legal entity at the time of the transaction.

  • Euro Repurchase Agreements file for July 22 to September 30, 2010

March 29,2013: A small number of counterparty names were revised in the following files to match the names of the legal entities within large corporate organizations that transacted with the New York Fed.

  • Euro Repurchase Agreements file for July 22 to September 30, 2010
  • Euro Repurchase Agreements file for October 1 to December 31, 2010