NY | Press Releases | Markets & Policy Implementation
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The latest posts in the newshttp://www.newyorkfed.org/termsofuse.htmlThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter
https://www.newyorkfed.org/newsevents/news/markets/2022/20220512
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the January – March 2022 quarter, the New York Fed said today in its quarterly report to the U.S. Congress.2022-05-12T16:12:22-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter2022-05-12NYFedFX Marketsforeign exchange marketsquarterly reportTreasury and Federal Reserve Foreign Exchange Operations: Quarterly Reportshttps://www.newyorkfed.org/markets/quar_reportshtmlStatement Regarding the Publication of Reverse Repo Operation Results by Counterparty Type
https://www.newyorkfed.org/markets/opolicy/operating_policy_220506
Beginning May 6, 2022, the Open Market Trading Desk at the New York Fed will increase the reporting frequency of Overnight Reverse Repo awards by counterparty type.2022-05-06T12:45:22-04:00enStatement Regarding the Publication of Reverse Repo Operation Results by Counterparty Type2022-05-06NYFedReverse Repo Operation ResultsCounterparty TypeOpen Market Trading DeskON RRPOvernight Reverse RepoFAQs: Reverse Repurchase Agreement Operationshttps://www.newyorkfed.org/markets/rrp_faq.htmlhtmlStatement Regarding Plans for Reducing SOMA Holdings of Treasury Securities, Agency Debt, and Agency Mortgage-Backed Securities
https://www.newyorkfed.org/markets/opolicy/operating_policy_220504
On May 4, 2022, the Federal Open Market Committee (FOMC) decided to begin reducing its holdings of Treasury securities and agency debt and agency mortgage-backed securities (MBS) on June 1, 2022, as described in the Plans for Reducing the Size of the Federal Reserve’s Balance Sheet.2022-05-04T14:37:17-04:00enStatement Regarding Plans for Reducing SOMA Holdings of Treasury Securities, Agency Debt, and Agency Mortgage-Backed Securities2022-05-04NYFedreduceTreasury securitiesagencydebtmortgage-backed securitiesMBSStatement Regarding Standing Repo Facility Counterparty Eligibility Criteria
https://www.newyorkfed.org/markets/opolicy/operating_policy_220408
The Open Market Trading Desk at the New York Fed is implementing the following adjustment to the Standing Repo Facility counterparty eligibility criteria for depository institutions. The requirement for these institutions to have total U.S. Treasury, agency debt and agency mortgage-backed securities holdings equal to or greater than $5 billion or total assets equal to or greater than $30 billion is being reduced to $2 billion and $10 billion, respectively.2022-04-08T10:14:31-04:00enStatement Regarding Standing Repo Facility Counterparty Eligibility Criteria2022-04-08NYFedStanding Repo Facility CounterpartyEligibility CriteriaStanding Repo Facility Counterparty Eligibility Criteriahttps://www.newyorkfed.org/markets/standing-repo-facility-counterpartieshtmlStatement Regarding Repurchase Agreement Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_220404
The New York Fed's Open Market Trading Desk intends to conduct a small value forward-settling overnight repo operation with Primary Dealers and Standing Repo Facility counterparties. The operation will be conducted via FedTrade from 10:30 AM ET to 10:45 AM ET on Monday, April 11, 2022.2022-04-04T16:12:55-04:00enStatement Regarding Repurchase Agreement Small Value Exercise2022-04-04NYFedOpen Market Trading Desksmall value forward-settling overnight repo operationrepoPrimary DealersStanding Repo Facility counterpartiesRenewed Statement of Commitment to the FX Global Code
https://www.newyorkfed.org/markets/opolicy/operating_policy_220404a
The Federal Reserve Bank of New York today released its renewed Statement of Commitment to the FX Global Code. The Code, which was initially published May 2017, is a set of global principles of good practice in the foreign exchange market, developed to provide a common set of guidelines to promote the integrity and effective functioning of the wholesale foreign exchange market. 2022-04-04T11:11:42-04:00enRenewed Statement of Commitment to the FX Global Code2022-04-04NYFedFX Global CodeStatement of CommitmentStatement of Commitment to the FX Global Codeforeign exchange marketStatement of Commitmenthttps://www.newyorkfed.org/medialibrary/media/markets/statementofcommitment-2022.pdfpdfStatement Regarding the Publication of Reference Rates on Friday, April 15, 2022
https://www.newyorkfed.org/markets/opolicy/operating_policy_220401a
The Securities Industry and Financial Markets Association recommends a full market closure on Friday, April 15, 2022, which will be widely treated as a holiday in the repo market. 2022-04-01T15:37:00-04:00enStatement Regarding the Publication of Reference Rates on Friday, April 15, 20222022-04-01NYFedSIFMASecurities Industry and Financial Markets AssociationReference RatesStatement Regarding Open Market Desk Operations on Friday, April 15, 2022
https://www.newyorkfed.org/markets/opolicy/operating_policy_220401
As a result of the Securities Industry and Financial Markets Association recommendation for a full market closure on Friday, April 15, 2022, the Open Market Trading Desk does not intend to conduct operations on that date.2022-04-01T15:32:54-04:00enStatement Regarding Open Market Desk Operations on Friday, April 15, 20222022-04-01NYFedSIFMASecurities Industry and Financial Markets AssociationOpen Market Trading DeskOpen Market Desk OperationsThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter
https://www.newyorkfed.org/newsevents/news/markets/2022/20220210
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the October – December 2021 quarter.2022-02-10T16:16:11-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter2022-02-10NYFedfxforeignexchangeTreasurymarketsTreasury and Federal Reserve Foreign Exchange Operations: Quarterly Reportshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2021/fxq421.pdfpdfStatement Regarding Treasury Securities and Agency Mortgage-Backed Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_220126
On January 26, 2022, the Federal Open Market Committee directed the Open Market Trading Desk at the New York Fed to increase the System Open Market Account holdings of Treasury securities by at least $20 billion and of agency mortgage-backed securities by at least $10 billion during the monthly purchase period beginning February 14, 2022.2022-01-26T14:15:44-04:00enStatement Regarding Treasury Securities and Agency Mortgage-Backed Securities Operations2022-01-26NYFedFederal Open Market CommitteeFOMCOpen Market Trading DeskSystem Open Market AccountSOMATreasury securitiesagency mortgage-backed securitiesAMBSStatement Regarding Treasury Securities and Agency Mortgage-Backed Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_211215
The Federal Open Market Committee reduced the monthly pace of net asset purchases by $20 billion for Treasury securities and $10 billion for agency MBS, starting with the mid-January purchase schedule.2021-12-15T14:13:55-04:00enStatement Regarding Treasury Securities and Agency Mortgage-Backed Securities Operations2021-12-15NYFedFederal Open Market CommitteeFOMCTreasury SecuritiesAgency Mortgage-Backed SecuritiesStatement Regarding Open Market Desk Operations on Friday, December 24, 2021
https://www.newyorkfed.org/markets/opolicy/operating_policy_211210a
As a result of the Securities Industry and Financial Markets Association (SIFMA) recommendation for a full market closure on Friday, December 24, 2021, the Open Market Trading Desk does not intend to conduct operations on that date.2021-12-10T14:19:07-04:00enStatement Regarding Open Market Desk Operations on Friday, December 24, 20212021-12-10NYFedSecurities Industry and Financial Markets AssociationSIFMAOpen Market Trading DeskOpen Market Desk OperationsStatement Regarding the Publication of Reference Rates on Friday, December 24, 2021
https://www.newyorkfed.org/markets/opolicy/operating_policy_211210
The Securities Industry and Financial Markets Association (SIFMA) recommends a full market closure on Friday, December 24, 2021, which will be widely treated as a holiday in the repo market. As a result, there will be no publication of the Tri-Party General Collateral Rate (TGCR), the Broad General Collateral Rate (BGCR), the Secured Overnight Financing Rate (SOFR), or the SOFR Averages and Index on, or for, that day. 2021-12-10T14:17:04-04:00enStatement Regarding the Publication of Reference Rates on Friday, December 24, 20212021-12-10NYFedSecurities Industry and Financial Markets AssociationSIFMATri-Party General Collateral RateTGCRBroad General Collateral RateBGCRSecured Overnight Financing RateSOFRSOFR Averages and Index.Statement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_211202
The New York Fed’s Open Market Trading Desk intends to conduct one small value agency MBS sales operation, which will occur on Thursday, December 9, 2021, beginning around 2:00 PM ET and ending at 2:30 PM ET. The total current face value of sales in the operation will not exceed $90 million.2021-12-02T15:07:08-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2021-12-02NYFedOpen Market Trading DeskAgency Mortgage-Backed SecuritiesAgency Mortgage-Backed Securities Small Value ExerciseAMBSTentative Schedule of FedTrade Agency Mortgage-Backed Securities (MBS) Small Value Operationshttps://www.newyorkfed.org/medialibrary/media/markets/ambs/AMBS-Schedule-sv-120921.pdfpdfStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_211123
The New York Fed's Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations on December 2, 2021. 2021-11-23T15:10:34-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2021-11-23NYFedAgency Mortgage-Backed SecuritiesAgency Mortgage-Backed Securities Small Value ExerciseThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Third Quarter
https://www.newyorkfed.org/newsevents/news/markets/2021/20211112
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the July – September 2021 quarter.2021-11-12T16:22:46-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Third Quarter2021-11-12NYFedfxforeignexchangeTreasurymarketsTreasury and Federal Reserve Foreign Exchange Operations: Quarterly Reportshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2021/fxq321.pdfpdfStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Agency Commercial Mortgage-Backed Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_211103
On November 3, 2021, the Federal Open Market Committee directed the Open Market Trading Desk at the Federal Reserve Bank of New York to increase the System Open Market Account holdings of Treasury securities by at least $70 billion per month and of agency mortgage-backed securities (MBS) by at least $35 billion per month during the monthly purchase period beginning in mid-November.2021-11-03T14:22:58-04:00enStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Agency Commercial Mortgage-Backed Securities Operations2021-11-03NYFedFOMCFederal Open Market CommitteeOpen Market Trading DeskSOMASystem Open Market AccountTreasury SecuritiesAgency Mortgage-Backed SecuritiesAgency Commercial Mortgage-Backed SecuritiesStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_211020
The New York Fed’s Open Market Trading Desk intends to conduct a small value contingency securities lending operation for the purpose of testing its contingency operation infrastructure. The small value contingency operation will be conducted in addition to the regularly scheduled securities lending operation, and will occur on Wednesday, October 27, 2021, beginning at 12:30 PM ET and ending at 12:45 PM ET. The exercise will have a maximum size of $120 million.2021-10-20T15:08:13-04:00enStatement Regarding Securities Lending Small Value Exercise2021-10-20NYFedStatement to Revise Terms of Overnight Reverse Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_210922
The Federal Open Market Committee directed the Open Market Trading Desk at the Federal Reserve Bank of New York to conduct overnight reverse repurchase agreement (ON RRP) operations with a per-counterparty limit of $160 billion per day, effective September 23, 2021.2021-09-22T14:12:08-04:00enStatement to Revise Terms of Overnight Reverse Repurchase Agreements2021-09-22NYFedFederal Open Market CommitteeOpen Market Trading Deskovernight reverse repurchase agreement operationON RRP operationStatement Regarding Standing Repo Facility Counterparties
https://www.newyorkfed.org/markets/opolicy/operating_policy_210831
The Open Market Trading Desk at the Federal Reserve Bank of New York has released its expression of interest form for Standing Repo Facility counterparties. 2021-08-31T14:49:52-04:00enStatement Regarding Standing Repo Facility Counterparties2021-08-31NYFedStanding Repo FacilitycounterpartiesStanding Repo Facility Counterpartieshttps://www.newyorkfed.org/markets/standing-repo-facility-counterpartieshtmlStatement Regarding Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_210728
The Federal Open Market Committee announced the establishment of a domestic standing repurchase agreement (repo) facility (SRF) and a repo facility for foreign and international monetary authorities (FIMA repo facility).2021-07-28T14:14:39-04:00enStatement Regarding Repurchase Agreements2021-07-28NYFedFederal Open Market CommitteeFOMCdomestic standing repurchase agreement facilityrepo facility for foreign and international monetary authoritiesFIMA repo facilitySRF repo facilityFAQs: Standing Repo Facilityhttps://www.newyorkfed.org/markets/repo-agreement-ops-faqhtmlStatement Regarding Open Market Operations and the Publication of Reference Rates on June 18, 2021
https://www.newyorkfed.org/markets/opolicy/operating_policy_210617
In light of the new federal holiday, Juneteenth National Independence Day, falling on a Saturday in 2021, the Securities Industry and Financial Markets Association (SIFMA) is not recommending a fixed income market close and U.S. dollar funding markets are expected to be open. Please note there will be no change to planned open market operations or reference rates publication on Friday, June 18, 2021.2021-06-17T16:38:03-04:00enStatement Regarding Open Market Operations and the Publication of Reference Rates on June 18, 20212021-06-17NYFedJuneteenth National Independence DaySecurities Industry and Financial Markets AssociationSIFMAOpen Market OperationsReference RatesAdditional Information about Reference Rates Administered by the New York Fedhttps://www.newyorkfed.org/markets/reference-rates/additional-information-about-reference-rateshtmlStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_210615
The New York Fed’s Open Market Trading Desk intends to conduct two small value agency MBS sales operations, which will occur on Tuesday, June 22, 2021 and Thursday, June 24, 2021, beginning around 2:00 PM ET and ending at 2:30 PM ET. 2021-06-15T15:14:29-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2021-06-15NYFedOpen Market Trading Desksmall value agency MBS sales operationsOPerating Schedulehttps://www.newyorkfed.org/medialibrary/media/markets/ambs/AMBS-Schedule-sv-062221.pdfpdfNew York Fed Announces the Start of Secondary Market Corporate Credit Facility ETF Sales on June 7
https://www.newyorkfed.org/newsevents/news/markets/2021/20210603
The Federal Reserve Bank of New York today announced that the Secondary Market Corporate Credit Facility (SMCCF) will begin gradual sales of its holdings of corporate bond exchange-traded funds (ETFs) on June 7, consistent with plans announced by the Board of Governors to begin winding down the SMCCF portfolio.2021-06-03T09:27:01-04:00enNew York Fed Announces the Start of Secondary Market Corporate Credit Facility ETF Sales on June 72021-06-03NYFedSecondary Market Corporate Credit FacilitySMCCFcorporate bond exchange-traded fundsETFsFAQs: Secondary Market Corporate Credit Facilityhttps://www.newyorkfed.org/markets/primary-and-secondary-market-faq/corporate-credit-facility-faqhtmlStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_210525
The New York Fed's Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations on June 1st and 3rd, 2021. 2021-05-25T15:11:24-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2021-05-25NYFedsmall value agency MBS coupon swap operationsOpen Market Trading DeskStatement Regarding Repurchase Agreement Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_210524a
The New York Fed's Open Market Trading Desk intends to conduct a small value overnight repo operation with Primary Dealers to test its contingency operation infrastructure.2021-05-24T15:24:42-04:00enStatement Regarding Repurchase Agreement Small Value Exercise2021-05-24NYFedsmall value overnight repo operationPrimary DealersRepurchase Agreement Small Value ExerciseStatement Regarding the Annual Report on Open Market Operations during 2020
https://www.newyorkfed.org/markets/opolicy/operating_policy_210524
The Open Market Trading Desk at the Federal Reserve Bank of New York has published its annual report, Open Market Operations during 2020. 2021-05-24T12:17:49-04:00enStatement Regarding the Annual Report on Open Market Operations during 20202021-05-24NYFedAnnual ReportOpen Market OperationsOpen Market Operations during 2020https://www.newyorkfed.org/markets/annual_reportshtmlThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter
https://www.newyorkfed.org/newsevents/news/markets/2021/20210513
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the January – March 2021 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2021-05-13T16:18:28-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter2021-05-13NYFedFederalReserveTreasuryforeignexchangefxTreasury and Federal Reserve Foreign Exchange Operations: Quarterly Reportshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2021/fxq121.pdfpdfStatement Regarding Treasury Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_210513
Effective May 14, 2021, the Open Market Trading Desk at the Federal Reserve Bank of New York is making technical adjustments to its purchases of Treasury securities conducted on behalf of the Federal Open Market Committee.2021-05-13T15:26:20-04:00enStatement Regarding Treasury Securities Operations2021-05-13NYFedTreasury Securities OperationsOpen Market Trading DeskFOMCFederal Open Market CommitteeFAQs: Treasury Purchaseshttps://www.newyorkfed.org/markets/treasury-reinvestments-purchases-faq.htmlhtmlStatement Regarding Reverse Repurchase Transaction Counterparties
https://www.newyorkfed.org/markets/opolicy/operating_policy_210430
The New York Fed has made adjustments to the reverse repurchase (RRP) counterparty eligibility criteria.2021-04-30T10:18:01-04:00enStatement Regarding Reverse Repurchase Transaction Counterparties2021-04-30NYFedReverse Repurchase Transaction CounterpartiesRRPReverse Repo Counterpartieshttps://www.newyorkfed.org/markets/rrp_counterpartieshtmlStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_210408
The New York Fed's Open Market Trading Desk intends to conduct a small value contingency securities lending operation for the purpose of testing its contingency operation infrastructure. The small value contingency operation will be conducted in addition to the regularly scheduled securities lending operation, and will occur on Tuesday, April 13, 2021, beginning at 12:30 PM ET and ending at 12:45 PM ET. The exercise will have a maximum size of $120 million.2021-04-08T16:53:25-04:00enStatement Regarding Securities Lending Small Value Exercise2021-04-08NYFedStatementSecuritiesLendingSmallValueExerciseStatement to Revise Terms of Overnight Reverse Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_210317
The Federal Open Market Committee directed the Open Market Trading Desk at the Federal Reserve Bank of New York to conduct overnight reverse repurchase agreement operations with a per-counterparty limit of $80 billion per day, effective March 18, 2021. 2021-03-17T14:15:42-04:00enStatement to Revise Terms of Overnight Reverse Repurchase Agreements2021-03-17NYFedFOMCOvernight Reverse Repurchase AgreementsON RRPStatement Regarding Agency Commercial Mortgage-Backed Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_210317a
In light of the sustained smooth functioning of markets for agency commercial mortgage-backed securities, the Open Market Trading Desk at the Federal Reserve Bank of New York will no longer conduct regular operations to purchase agency CMBS at the conclusion of the current schedule. The agency CMBS purchase operation currently scheduled for March 23, 2021 is expected to be the last regularly-scheduled purchase operation.2021-03-17T14:13:11-04:00enStatement Regarding Agency Commercial Mortgage-Backed Securities Operations2021-03-17NYFedAgency Commercial Mortgage-Backed Securities Operationsagency CMBSAgency Commercial Mortgage-Backed Securities Operation Schedulehttps://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/agency-commercial-mortgage-backed-securities/agency-commercial-mortgage-backed-securities-schedulehtmlStatement Regarding the Publication of Reference Rates on Friday, April 2, 2021
https://www.newyorkfed.org/markets/opolicy/operating_policy_210303a
There will be no publication of the Tri-Party General Collateral Rate (TGCR), the Broad General Collateral Rate (BGCR), the Secured Overnight Financing Rate (SOFR), or the SOFR Averages and Index on, or for, Friday, April 2, 2021. Publication of the Effective Federal Funds Rate (EFFR) and Overnight Bank Funding Rate (OBFR) follow the New York Fed’s holiday schedule and will be published on Friday, April 2, 2021.2021-03-03T14:24:27-04:00enStatement Regarding the Publication of Reference Rates on Friday, April 2, 20212021-03-03NYFedReference RatesTri-Party General Collateral RateTGCRBroad General Collateral RateBGCRSecured Overnight Financing RateSOFRSOFR Averages and IndexEffective Federal Funds RateEFFROvernight Bank Funding RateOBFRMarch Employment Situation reportGood FridayStatement Regarding Open Market Desk Operations on Thursday, April 1, 2021
https://www.newyorkfed.org/markets/opolicy/operating_policy_210303
Due to the release of the March Employment Situation report on Good Friday, the Securities Industry and Financial Markets Association is not recommending a full closure for secondary market trading of U.S. government securities on April 2, 2021.2021-03-03T14:20:38-04:00enStatement Regarding Open Market Desk Operations on Thursday, April 1, 20212021-03-03NYFedOpen Market Desk OperationsMarch Employment Situation reportGood FridayNew York Fed Selects Additional Firms To Broaden its Counterparty Base for Agency CMBS
https://www.newyorkfed.org/newsevents/news/markets/2021/20210301
The Federal Reserve Bank of New York today announced the selection of additional counterparties to support agency commercial mortgage backed securities (agency CMBS) purchases. The additional agency CMBS approved counterparties are Great Pacific Securities and Robert W. Baird & Co. Incorporated.2021-03-01T10:20:17-04:00enNew York Fed Selects Additional Firms To Broaden its Counterparty Base for Agency CMBS2021-03-01NYFedCounterpartyAgency CMBSAgency Commercial Mortgage-Backed Securities Approved Counterpartieshttps://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/agency-commercial-mortgage-backed-securities/agency-commercial-mortgage-backed-securities-counterpartieshtmlThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter
https://www.newyorkfed.org/newsevents/news/markets/2021/20210211
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the October – December 2020 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2021-02-11T16:10:01-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter2021-02-11NYFedFederal ReserveU.S. Treasuryforeign exchange marketsFederal Reserve Bank of New YorkTREASURY AND FEDERAL RESERVE FOREIGN EXCHANGE OPERATIONShttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2020/fxq420.pdfpdfNew York Fed Launches Prequalification Process for Potential Cash Investment Manager for Term Asset-Backed Securities Loan Facility as Part of Competitive Procurement
https://www.newyorkfed.org/newsevents/news/markets/2021/20210208a
The Federal Reserve Bank of New York today announced that it is launching a prequalification process for cash investment management services for the Term Asset-Backed Security Loan Facility. This is part of a multiphase competitive procurement process commenced by the New York Fed in October 2020.2021-02-08T13:12:50-04:00enNew York Fed Launches Prequalification Process for Potential Cash Investment Manager for Term Asset-Backed Securities Loan Facility as Part of Competitive Procurement2021-02-08NYFedCash Investment ManagerTerm Asset-Backed Securities Loan FacilityTALFCompetitive ProcurementTerm Asset-Backed Securities Loan Facilityhttps://www.newyorkfed.org/markets/term-asset-backed-securities-loan-facilityhtmlNew York Fed Completes Competitive Procurement Process for Cash Investment Manager for the Secondary Market Corporate Credit Facility
https://www.newyorkfed.org/newsevents/news/markets/2021/20210208
The Federal Reserve Bank of New York today announced an agreement with a new cash investment manager for the Secondary Market Corporate Credit Facility (SMCCF) following the completion of its previously announced competitive procurement process. After submitting a prequalification document, selected firms were asked to respond to a request for proposal (RFP). Of the firms that responded to the RFP, Payden & Rygel, a private, California-based global investment adviser, was selected as the new cash investment manager for the SMCCF.2021-02-08T09:29:58-04:00enNew York Fed Completes Competitive Procurement Process for Cash Investment Manager for the Secondary Market Corporate Credit Facility2021-02-08NYFedSecondary Market Corporate Credit FacilitySMCCFcompetitive procurementPayden & Rygel Secondary Market Corporate Credit Facilityhttps://www.newyorkfed.org/markets/secondary-market-corporate-credit-facilityhtmlNew York Fed Selects Additional Firms To Broaden its Counterparty Base for Agency CMBS and CPFF
https://www.newyorkfed.org/newsevents/news/markets/2021/20210204
The Federal Reserve Bank of New York today announced the selection of additional counterparties to support, as applicable, agency commercial mortgage backed securities purchases and the Commercial Paper Funding Facility.2021-02-04T10:26:15-04:00enNew York Fed Selects Additional Firms To Broaden its Counterparty Base for Agency CMBS and CPFF2021-02-04NYFedCounterpartyAgency CMBSCPFFagency commercial mortgage backed securitiesCommercial Paper Funding FacilityNew York Fed Launches Prequalification Process for Corporate Bond and ETF Investment Management Services for Secondary Market Corporate Credit Facility as Part of Multiphase Competitive Procurement ProcessThe Federal Reserve Bank of New York today announced that it is launching a prequalification process for corporate bond and exchanged-traded funds (ETF) investment management services for the Secondary Market Corporate Credit Facility (SMCCF). This is part of a multiphase competitive procurement process commenced by the New York Fed in October 2020.2021-02-01T11:23:49-04:00enNew York Fed Launches Prequalification Process for Corporate Bond and ETF Investment Management Services for Secondary Market Corporate Credit Facility as Part of Multiphase Competitive Procurement Process2021-02-01NYFedPrequalification ProcessCorporate BondETF Investment Management ServicesSecondary Market Corporate Credit FacilityCompetitive Procurement ProcessStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_210127
In light of the sustained smooth functioning of short-term U.S. dollar funding markets and consistent with the most recent FOMC directive, the Open Market Trading Desk at the Federal Reserve Bank of New York will no longer offer regularly-scheduled one-month term repo operations following the current monthly scheduling period. The one-month term repo operations scheduled for February 2 and 9 will be the last regularly-scheduled term repo operations. 2021-01-27T14:19:07-04:00enStatement Regarding Repurchase Operations2021-01-27NYFedRepurchase Operationsrepo operation scheduleRepurchase Agreement Operational Detailshttps://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/repo-reverse-repo-agreements/repurchase-agreement-operational-detailshtmlStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Agency Commercial Mortgage-Backed Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_201216
Effective December 17, 2020, the Federal Open Market Committee directed the Open Market Trading Desk at the Federal Reserve Bank of New York to continue to increase the System Open Market Account holdings of Treasury securities by $80 billion per month and of agency mortgage-backed securities by $40 billion per month. 2020-12-16T14:22:21-04:00enStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Agency Commercial Mortgage-Backed Securities Operations2020-12-16NYFedTreasury SecuritiesAgency Mortgage-Backed SecuritiesAgency Commercial Mortgage-Backed SecuritiesFOMCSOMANew York Fed Launches Prequalification Process for Potential Cash Investment Manager for Commercial Paper Funding Facility as Part of Competitive Procurement
https://www.newyorkfed.org/newsevents/news/markets/2020/20201209
The New York Fed today announced that it is launching a prequalification process for cash investment management services for the Commercial Paper Funding Facility (CPFF). This is part of a multiphase competitive procurement process commenced by the New York Fed in October.2020-12-09T11:18:04-04:00enNew York Fed Launches Prequalification Process for Potential Cash Investment Manager for Commercial Paper Funding Facility as Part of Competitive Procurement0001-01-01NYFedPrequalificationPotential Cash Investment ManagerCommercial Paper Funding FacilityCPFFCompetitive ProcurementPrequalification Materials for CPFF Cash Investment Management Serviceshttps://www.newyorkfed.org/medialibrary/media/markets/13-3-facilities/cpff-prequalification-cash-investment-management-servicespdfStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results
https://www.newyorkfed.org/markets/opolicy/operating_policy_201204
The Federal Reserve Bank of New York Open Market Trading Desk concluded the small value coupon swap exercise.2020-12-04T15:09:11-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results2020-12-04NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_201124
The New York Fed's Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations on December 1st and 3rd, 2020. 2020-11-24T15:11:03-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2020-11-24NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_201116
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury sale operation, which will occur on Wednesday, November 18, 2020, beginning around 1:30 PM ET and ending at 2:00 PM ET. 2020-11-16T15:10:17-04:00enStatement Regarding Treasury Securities Small Value Exercise2020-11-16NYFedStatement Regarding Reverse Repurchase Agreement Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_201116a
The Open Market Trading Desk at the Federal Reserve Bank of New York intends to conduct a small value overnight reverse repo operation with Primary Dealers and Reverse Repo Counterparties to test its contingency operation infrastructure. The bid submission process will open at 9:45 AM ET and end at 10:00 AM ET on Wednesday, November 18, 2020. 2020-11-16T11:41:02-04:00enStatement Regarding Reverse Repurchase Agreement Small Value Exercise2020-11-16NYFedNew York Fed Selects Additional Firms To Broaden its Counterparty Base for CPFF and SMCCF
https://www.newyorkfed.org/newsevents/news/markets/2020/20201106
The New York Fed today announced the selection of additional counterparties to support, as applicable, the Commercial Paper Funding Facility (CPFF) and the Secondary Market Corporate Credit Facility (SMCCF).2020-11-09T11:13:44-04:00enNew York Fed Selects Additional Firms To Broaden its Counterparty Base for CPFF and SMCCF2020-11-06NYFedCounterpartyCPFFSMCCFpapersecondarycreditNew York Fed Selects Additional Firms to Broaden its Counterparty Base for CPFF and SMCCF
https://www.newyorkfed.org/newsevents/news/markets/2020/20201023
The New York Fed today announced the selection of additional counterparties to support, as applicable, the Commercial Paper Funding Facility (CPFF) and the Secondary Market Corporate Credit Facility (SMCCF). 2020-10-23T10:13:31-04:00enNew York Fed Selects Additional Firms to Broaden its Counterparty Base for CPFF and SMCCF2020-10-23NYFedCommercial Paper Funding FacilityCPFFSecondary Market Corporate Credit FacilitySMCCFcounterpartiesNew York Fed Revises Master Loan and Security Agreement and Releases Related Updates to Frequently Asked Questions on the Term Asset-Backed Securities Loan Facility (TALF)
https://www.newyorkfed.org/newsevents/news/markets/2020/20201022
The Federal Reserve Bank of New York has released a revised Master Loan and Security Agreement (MLSA) and updated Frequently Asked Questions (FAQs).2020-10-22T16:15:35-04:00enNew York Fed Revises Master Loan and Security Agreement and Releases Related Updates to Frequently Asked Questions on the Term Asset-Backed Securities Loan Facility (TALF)2020-10-22NYFedMaster Loan and Security AgreementFrequently Asked QuestionsTerm Asset-Backed Securities Loan FacilityTALFFAQs: Term Asset-Backed Securities Loan Facilityhttps://www.newyorkfed.org/markets/term-asset-backed-securities-loan-facility/term-asset-backed-securities-loan-facility-faqhtmlNew York Fed Selects Additional Firms To Broaden its Counterparty Base for Agency CMBS and CPFF
https://www.newyorkfed.org/newsevents/news/markets/2020/20201019
The New York Fed today announced the selection of additional counterparties to support, as applicable, agency commercial mortgage backed securities (agency CMBS) purchases and the Commercial Paper Funding Facility (CPFF).2020-10-19T10:15:12-04:00enNew York Fed Selects Additional Firms To Broaden its Counterparty Base for Agency CMBS and CPFF2020-10-19NYFedCounterpartyAgency CMBSCPFFagency commercial mortgage backed securitiesCommercial Paper Funding FacilityStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_201013
The New York Fed's Open Market Trading Desk intends to conduct a small value contingency securities lending operation for the purpose of testing its contingency operation infrastructure. The small value contingency operation will be conducted in addition to the regularly scheduled securities lending operation, and will occur on Thursday, October 15, 2020, beginning at 12:30 PM ET and ending at 12:45 PM ET. The exercise will have a maximum size of $240 million.2020-10-13T14:06:26-04:00enStatement Regarding Securities Lending Small Value Exercise2020-10-13NYFedNew York Fed Announces Notice of Interest Deadline for Municipal Liquidity Facility
https://www.newyorkfed.org/newsevents/news/markets/2020/20201006
The Federal Reserve Bank of New York has announced a deadline for submitting a Notice of Interest (NOI) to the Municipal Liquidity Facility (MLF). 2020-10-06T17:04:50-04:00enNew York Fed Announces Notice of Interest Deadline for Municipal Liquidity Facility2020-10-06NYFedNotice of InterestNOIMunicipal Liquidity FacilityMLFFAQS: Municipal Liquidity Facility https://www.newyorkfed.org/markets/municipal-liquidity-facility/municipal-liquidity-facility-faqhtmlNew York Fed Begins Competitive Procurement Process for Certain Vendor Roles Supporting Emergency Lending Facilities and Programs
https://www.newyorkfed.org/newsevents/news/markets/2020/20201005
The Federal Reserve Bank of New York today announced that it is initiating a multiphase competitive procurement process for key vendor roles across several of the emergency lending facilities established under section 13(3) of the Federal Reserve Act and purchase of agency commercial mortgage-backed securities (agency CMBS). 2020-10-05T12:27:35-04:00enNew York Fed Begins Competitive Procurement Process for Certain Vendor Roles Supporting Emergency Lending Facilities and Programs2020-10-05NYFedSecondary Market Corporate Credit FacilitySMCCFPrimary Market Corporate Credit FacilityPMCCFEmergency Lending FacilitiesCompetitive ProcurementCompetitive Procurement Process for Certain Vendor Roles Supporting Emergency Lending Facilities and Programshttps://www.newyorkfed.org/markets/13-3-facility/13-3-facility-competitive-biddinghtmlStatement Regarding Repurchase Agreement Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_201005
The New York Fed's Open Market Trading Desk intends to conduct a small value overnight repo operation with Primary Dealers to test its contingency operation infrastructure; the bid submission process will be conducted from 9:45 AM ET to 10:00 AM ET on Wednesday, October 7. 2020-10-05T10:31:57-04:00enStatement Regarding Repurchase Agreement Small Value Exercise2020-10-05NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_201001
The New York Fed’s Open Market Trading Desk intends to conduct one small value agency mortgage-backed securities To-Be-Announced purchase operation on Wednesday, October 7, 2020, beginning around 9:00 AM ET and ending at 9:30 AM ET.2020-10-01T15:15:45-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2020-10-01NYFedAgency Mortgage-Backed SecuritiesSmall Value ExerciseTentative Schedule of FedTrade Agency Mortgage-Backed Securities Small Value Operationshttps://www.newyorkfed.org/medialibrary/media/markets/ambs/AMBS-Schedule-100120pdfStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Agency Commercial Mortgage-Backed Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200916
Effective September 16, 2020, the Federal Open Market Committee directed the Open Market Trading Desk at the Federal Reserve Bank of New York to continue to increase the System Open Market Account holdings of Treasury securities and agency mortgage-backed securities at the current pace. 2020-09-16T14:16:21-04:00enStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Agency Commercial Mortgage-Backed Securities Operations2020-09-16NYFedFederal Open Market CommitteeFOMCOpen Market Trading DeskFederal Reserve Bank of New YorkSystem Open Market AccountSOMA holdingsTreasury securitiesagency mortgage-backed securitiesagency MBSNew York Fed Announces the First Wave of Firms Selected To Broaden its Counterparty Base for CPFF and SMCCF
https://www.newyorkfed.org/newsevents/news/markets/2020/20200909
The New York Fed today announced the first wave of additional counterparties that it has selected to support the Commercial Paper Funding Facility (CPFF) and the Secondary Market Corporate Credit Facility (SMCCF).2020-09-09T11:33:16-04:00en2020-09-09NYFedsmccfcpffCounterpartycounterpartiesSecondaryCommercialPaperNew York Fed Announces the First Wave of Firms Selected To Broaden its Counterparty Base for CPFF and SMCCFhttps://www.newyorkfed.org/press/index.htmlhtmlNew York Fed Looks to Expand Agency Commercial Mortgage-Backed Securities Counterparties
https://www.newyorkfed.org/newsevents/news/markets/2020/20200904
The New York Fed today announced that it is looking to expand the approved counterparties for the Open Market Trading Desk's purchases of agency commercial mortgage-backed securities (agency CMBS).2020-09-04T14:36:14-04:00enNew York Fed Looks to Expand Agency Commercial Mortgage-Backed Securities Counterparties2020-09-04NYFedcounterpartiesCMBSexpandagencyFAQ: Agency Commercial Mortgage-Backed Securitieshttps://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/agency-commercial-mortgage-backed-securities/agency-commercial-mortgage-backed-securities-faq#counterpartieshtmlThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Second Quarter
https://www.newyorkfed.org/newsevents/news/markets/2020/20200813
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the April – June 2020 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2020-08-13T17:00:10-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Second Quarter2020-08-13NYFedfxforeignexchangeTreasury and Federal Reserve Foreign Exchange Operationshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2020/fxq220.pdfpdfNew York Fed Looks to Expand 13(3) Facilities Counterparties and Agents for CPFF, SMCCF and TALF
https://www.newyorkfed.org/newsevents/news/markets/2020/20200723
The New York Fed today announced that it is looking to expand its counterparties and agents, as applicable, for the Commercial Paper Funding Facility (CPFF), the Secondary Market Corporate Credit Facility (SMCCF) and the Term Asset-Backed Securities Loan Facility (TALF).2020-07-23T15:12:41-04:00enNew York Fed Looks to Expand 13(3) Facilities Counterparties and Agents for CPFF, SMCCF and TALF2020-07-23NYFedcpffsmccftalfCounterparties13(3)New York Fed Actions Related to COVID-19https://www.newyorkfed.org/markets/new-york-fed-actions-related-to-covid-19htmlStatement on IOSCO Compliance for Federal Reserve Bank of New York Administered Reference Rates
https://www.newyorkfed.org/markets/opolicy/operating_policy_200706
The New York Fed today updated its Statement of Compliance with the IOSCO Principles for Financial Benchmarks. 2020-07-06T15:17:44-04:00enStatement on IOSCO Compliance for Federal Reserve Bank of New York Administered Reference Rates2020-07-06NYFedIOSCO ComplianceReference RatesStatement of ComplianceStatement of Compliancehttps://www.newyorkfed.org/medialibrary/media/markets/IOSCO-statement-of-compliance-jul2020pdfNew York Fed Announces Primary Market Corporate Credit Facility Launches on June 29
https://www.newyorkfed.org/newsevents/news/markets/2020/20200629
The New York Fed today announced that the Primary Market Corporate Credit Facility (PMCCF) is operational and available for use beginning June 29. 2020-06-29T14:15:50-04:00enNew York Fed Announces Primary Market Corporate Credit Facility Launches on June 292020-06-29NYFedPrimary Market Corporate Credit FacilityPMCCFPrimary Market Corporate Credit Facilityhttps://www.newyorkfed.org/markets/primary-Market-corporate-credit-facilityhtmlStatement Regarding the Publication of Reference Rates on Friday, July 3, 2020
https://www.newyorkfed.org/markets/opolicy/operating_policy_200625
The Securities Industry and Financial Markets Association recommends a market close on Friday, July 3, 2020, which will be widely treated as a holiday in the repo market. As a result, there will be no publication of the Tri-Party General Collateral Rate (TGCR), the Broad General Collateral Rate (BGCR), the Secured Overnight Financing Rate (SOFR), or the SOFR Averages and Index on that day.2020-06-25T15:17:16-04:00enStatement Regarding the Publication of Reference Rates on Friday, July 3, 20202020-06-25NYFedTri-Party General Collateral RateTGCRBroad General Collateral RateBGCRSecured Overnight Financing RateSOFRSOFR Averages and IndexReference RatesStatement Regarding Open Market Desk Operations on Thursday July 2, 2020
https://www.newyorkfed.org/markets/opolicy/operating_policy_200619
Due to the Securities Industry and Financial Markets Association’s recommended market close on Friday, July 3, 2020, all overnight repurchase and reverse repurchase agreements and securities lending trades executed on Thursday, July 2 will mature on Monday, July 6, 2020. Additionally, any Treasury security purchases executed on Thursday, July 2 will settle on Monday, July 6, 2020. While the Open Market Trading Desk does not intend to conduct operations on July 3, the Fedwire Securities Service will operate during its regular hours on that date.2020-06-19T14:10:55-04:00enStatement Regarding Open Market Desk Operations on Thursday July 2, 20202020-06-19NYFedovernight repurchasereverse repurchase agreementssecurities lendingTreasury security purchasesFedwire Securities ServiceNew York Fed Announces Start of Additional Secondary Market Corporate Credit Facility Purchases on June 16
https://www.newyorkfed.org/newsevents/news/markets/2020/20200615
The New York Fed today announced that the Secondary Market Corporate Credit Facility (SMCCF) will begin buying corporate bonds on June 16. 2020-06-15T14:23:41-04:00enNew York Fed Announces Start of Additional Secondary Market Corporate Credit Facility Purchases on June 162020-06-15NYFedSecondary Market Corporate Credit FacilitySMCCFSecondary Market Corporate Credit Facilityhttps://www.newyorkfed.org/markets/secondary-market-corporate-credit-facilityhtmlStatement Regarding Repurchase Agreement Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_200615
The New York Fed's Open Market Trading Desk intends to conduct a small value overnight repo operation to test its contingency operation infrastructure. The operation will be conducted from 9:45 AM ET to 10:00 AM ET on Wednesday, June 17th and is open to all Primary Dealers.2020-06-15T12:13:20-04:00enStatement Regarding Repurchase Agreement Small Value Exercise2020-06-15NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_200611
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury sale operation, which will occur on Tuesday, June 16, 2020, beginning around 1:30 PM ET and ending at 2:00 PM ET.2020-06-11T14:10:59-04:00enStatement Regarding Treasury Securities Small Value Exercise2020-06-11NYFedsmall value Treasury sale operationTreasury Securities Small Value ExerciseStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results
https://www.newyorkfed.org/markets/opolicy/operating_policy_200528
The Federal Reserve Bank of New York Open Market Trading Desk concluded the small value coupon swap exercise. 2020-05-28T15:29:41-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results2020-05-28NYFedNew York Fed Announces the First Subscription Date of June 17 for the Term Asset-Backed Securities Loan Facility and Releases Additional Information
https://www.newyorkfed.org/newsevents/news/markets/2020/20200520
The New York Fed today announced the first loan subscription date for the Term Asset-Backed Securities Loan Facility (TALF) and released an expanded set of Frequently Asked Questions (FAQs) and other documents pertaining to the facility's operations.2020-05-20T10:45:04-04:00enNew York Fed Announces the First Subscription Date of June 17 for the Term Asset-Backed Securities Loan Facility and Releases Additional Information2020-05-20NYFedtalftermassetfacilityfaqTerm Asset-Backed Securities Loan Facilityhttps://www.newyorkfed.org/markets/term-asset-backed-securities-loan-facilityhtmlStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_200519
The New York Fed's Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations on May 26th and 27th, 2020. 2020-05-19T15:07:13-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2020-05-19NYFedStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_200518
The New York Fed's Open Market Trading Desk intends to conduct a small value contingency securities lending operation for the purpose of testing its contingency operation infrastructure on Thursday, May 21, 2020, beginning at 12:30 PM ET and ending at 12:45 PM ET.2020-05-18T15:40:14-04:00enStatement Regarding Securities Lending Small Value Exercise2020-05-18NYFedOpen Market Trading Desksmall value contingency securities lending operationNew York Fed Releases Notice of Interest for the Municipal Liquidity Facility
https://www.newyorkfed.org/newsevents/news/markets/2020/20200515
The New York Fed today released a Notice of Interest (NOI) for Eligible Issuers to express interest in selling notes to the special purpose vehicle (SPV) Municipal Liquidity Facility LLC. 2020-05-15T09:33:00-04:00enNew York Fed Releases Notice of Interest for the Municipal Liquidity Facility2020-05-15NYFedMunicipal Liquidity FacilityNotice of InterestNotice of Interesthttps://www.newyorkfed.org/medialibrary/media/markets/mlf-notice-of-interestpdfThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter
https://www.newyorkfed.org/newsevents/news/markets/2020/20200514
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the January - March 2020 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2020-05-14T17:27:35-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter2020-05-14NYFedfxforeignexchangeTreasury and Federal Reserve Foreign Exchange Operationshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2020/fxq120.pdfpdfStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200513
The Open Market Trading Desk at the New York Fed has released the schedule of large-scale overnight and term repurchase agreement operations for the monthly period from May 14, 2020 through June 11, 2020.2020-05-13T15:11:06-04:00enStatement Regarding Repurchase Operations2020-05-13NYFedRepurchase Agreement Operational DetailsRepurchase OperationsRepurchase Agreement Operational Detailshttps://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/repo-reverse-repo-agreements/repurchase-agreement-operational-details#operation-schedule-parametershtmlNew York Fed Releases Frequently Asked Questions on the Term Asset-Backed Securities Loan Facility (TALF)
https://www.newyorkfed.org/newsevents/news/markets/2020/20200512
Following the Federal Reserve Board's announcement establishing the Term Asset-Backed Securities Loan Facility, and the announcement of updated terms and conditions, the New York Fed has released an initial set of Frequently Asked Questions to address programmatic inquiries about the facility.2020-05-12T13:27:42-04:00enNew York Fed Releases Frequently Asked Questions on the Term Asset-Backed Securities Loan Facility (TALF)2020-05-12NYFedFrequently Asked QuestionsTerm Asset-Backed Securities Loan FacilityTALFFrequently Asked Questionshttps://www.newyorkfed.org/markets/term-asset-backed-securities-loan-facility/term-asset-backed-securities-loan-facility-faqhtmlNew York Fed Announces Start of Certain Secondary Market Corporate Credit Facility Purchases on May 12
https://www.newyorkfed.org/newsevents/news/markets/2020/20200511
The Federal Reserve Bank of New York today announced that the Secondary Market Corporate Credit Facility (SMCCF) will begin purchases of exchange-traded funds (ETFs) on May 12.2020-05-11T20:22:41-04:00enNew York Fed Announces Start of Certain Secondary Market Corporate Credit Facility Purchases on May 122020-05-11NYFedSecondaryMarketCorporateCreditFacilitySMCCFetfSecondary Market Corporate Credit Facilityhttps://www.newyorkfed.org/markets/secondary-market-corporate-credit-facilityhtmlStatement Regarding Treatment of 20-year Nominal Coupon Bond in SOMA Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200506
The U.S. Treasury has announced that it intends to begin issuing a 20-year nominal coupon bond, with the first auction occurring on May 20, 2020. Consistent with past practices, the Open Market Trading Desk at the Federal Reserve Bank of New York is prepared to include the 20-year bond in System Open Market Account operations and treat it in a similar manner to other nominal coupon Treasury securities, effective immediately. 2020-05-06T15:18:40-04:00enStatement Regarding Treatment of 20-year Nominal Coupon Bond in SOMA Operations2020-05-06NYFed20-year Nominal Coupon BondSOMA OperationsFAQs: Treasury Rollovershttps://www.newyorkfed.org/markets/treasury-rollover-faq.htmlhtmlNew York Fed Releases Additional Information on Primary Market and Secondary Market Corporate Credit Facilities in Preparation for Series of May Launches
https://www.newyorkfed.org/newsevents/news/markets/2020/20200501
The New York Fed today released an expanded set of Frequently Asked Questions regarding the Primary Market and Secondary Market Corporate Credit Facilities.2020-05-04T09:16:35-04:00enNew York Fed Releases Additional Information on Primary Market and Secondary Market Corporate Credit Facilities in Preparation for Series of May Launches2020-05-04NYFedFrequently Asked QuestionsPrimary Market Corporate Credit FacilitySecondary Market Corporate Credit FacilityFAQs: Primary Market Corporate Credit Facility and Secondary Market Corporate Credit Facilityhttps://www.newyorkfed.org/markets/primary-and-secondary-market-faq/corporate-credit-facility-faqhtmlNew York Fed Releases Frequently Asked Questions on the Primary Market and Secondary Market Corporate Credit Facilities
https://www.newyorkfed.org/newsevents/news/markets/2020/20200417
The New York Fed today released a set of Frequently Asked Questions to address programmatic inquiries about the Primary Market and Secondary Market Corporate Credit Facilities.2020-04-17T17:23:53-04:00enNew York Fed Releases Frequently Asked Questions on the Primary Market and Secondary Market Corporate Credit Facilities2020-04-17NYFedPMCCFSMCCFfaqFrequentlyAskedQuestionsprimarysecondarycreditfacilitycorporateFrequently Asked Questions: Primary Market Corporate Credit Facility and Secondary Market Corporate Credit Facilityhttps://www.newyorkfed.org/markets/primary-and-secondary-market-faq/corporate-credit-facility-faqhtmlStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200413
The Open Market Trading Desk at the Federal Reserve Bank of New York has released the schedule of large-scale overnight and term repurchase agreement operations for the monthly period from April 14, 2020 through May 13, 2020.2020-04-13T16:24:59-04:00enStatement Regarding Repurchase Operations2020-04-13NYFedRepurchase Agreement Operational Detailshttps://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/repo-reverse-repo-agreements/repurchase-agreement-operational-details#operation-schedule-parametershtmlStatement Regarding Overnight Reverse Repurchase Operation on Tuesday, March 31, 2020
https://www.newyorkfed.org/markets/opolicy/operating_policy_200330
The Open Market Trading Desk at the Federal Reserve Bank of New York has changed the start time of the Overnight Reverse Repo operation scheduled on March 31, 2020 to 12:30 PM ET from 12:45 PM ET.2020-03-30T15:09:49-04:00enStatement Regarding Overnight Reverse Repurchase Operation on Tuesday, March 31, 20202020-03-30NYFedStatement Regarding the Publication of Reference Rates on Friday, April 10, 2020
https://www.newyorkfed.org/markets/opolicy/operating_policy_200327
The Securities Industry and Financial Markets Association (SIFMA) recommends a market close on Friday, April 10, 2020, which will be widely treated as a holiday in the repo market. As a result, there will be no publication of the Tri-Party General Collateral Rate ,the Broad General Collateral Rate, the Secured Overnight Financing Rate, or the SOFR Averages and Index on that day.2020-03-27T15:38:19-04:00enStatement Regarding the Publication of Reference Rates on Friday, April 10, 20202020-03-27NYFedNew York Fed Releases Frequently Asked Questions on the Commercial Paper Funding Facility
https://www.newyorkfed.org/newsevents/news/markets/2020/20200325
The New York Fed has released a set of Frequently Asked Questions to address programmatic inquiries about the facility.2020-03-25T12:33:27-04:00enNew York Fed Releases Frequently Asked Questions on the Commercial Paper Funding Facility2020-03-25NYFedcpffCommercialPaperFundingFacilityFAQs: Commercial Paper Funding Facilityhttps://www.newyorkfed.org/markets/commercial-paper-funding-facility/commercial-paper-funding-facility-faqhtmlStatement Regarding Treasury Securities and Agency Mortgage-Backed Securities Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200323
Effective March 23, 2020, the Federal Open Market Committee directed the Open Market Trading Desk at the Federal Reserve Bank of New York to increase the System Open Market Account (SOMA) holdings of Treasury securities and agency mortgage-backed securities in the amounts needed to support the smooth functioning of markets for Treasury securities and agency MBS. 2020-03-23T08:14:01-04:00enStatement Regarding Treasury Securities and Agency Mortgage-Backed Securities Operations2020-03-23NYFedTreasury SecuritiesAgency Mortgage-Backed SecuritiesStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200320a
In accordance with the most recent FOMC directive, the Open Market Trading Desk at the Federal Reserve Bank of New York will conduct additional overnight repurchase agreement operations for same-day settlement each afternoon from 1:30 PM ET to 1:45 PM ET for the remainder of the current monthly operational schedule. 2020-03-20T13:51:01-04:00enStatement Regarding Repurchase Operations2020-03-20NYFedRepurchase Agreement Operational Detailshttps://www.newyorkfed.org/markets/domestic-market-operations/monetary-policy-implementation/repo-reverse-repo-agreements/repurchase-agreement-operational-detailshtmlStatement Regarding Agency MBS Purchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200320
In accordance with the most recent FOMC directive, the Open Market Trading Desk at the Federal Reserve Bank of New York has updated the current bi-weekly schedule of agency MBS purchase operations.2020-03-20T13:48:11-04:00enStatement Regarding Agency MBS Purchase Operations2020-03-20NYFedTentative Outright Agency Mortgage-Backed Securities Operation Schedulehttps://www.newyorkfed.org/markets/ambs_operation_schedulehtmlStatement Regarding Agency MBS Purchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200319
In accordance with the most recent FOMC directive, the Open Market Trading Desk at the Federal Reserve Bank of New York has updated the current bi-weekly schedule of agency MBS purchase operations.2020-03-19T10:57:15-04:00enStatement Regarding Agency MBS Purchase Operations2020-03-19NYFedTentative Outright Agency Mortgage-Backed Securities Operation Schedulehttps://www.newyorkfed.org/markets/ambs_operation_schedulehtmlStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200316
In accordance with the most recent FOMC directive, the Open Market Trading Desk at the Federal Reserve Bank of New York will conduct an additional overnight repurchase agreement operation for same-day settlement today from 1:30 PM ET to 1:45 PM ET. 2020-03-16T11:54:20-04:00enStatement Regarding Repurchase Operations2020-03-16NYFedStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Repurchase Agreement Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_200315
Effective March 16, 2020, the Federal Open Market Committee directed the Open Market Trading Desk to increase over coming months the System Open Market Account holdings of Treasury securities and agency mortgage-backed securities by at least $500 billion and at least $200 billion, respectively.2020-03-15T18:27:34-04:00enStatement Regarding Treasury Securities, Agency Mortgage-Backed Securities, and Repurchase Agreement Operations2020-03-15NYFedTreasury SecuritiesAgency Mortgage-Backed SecuritiesRepurchase Agreement OperationsThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter
https://www.newyorkfed.org/newsevents/news/markets/2020/20200213
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the October – December 2019 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2020-02-13T16:26:34-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter2020-02-14NYFedfxmarketsexchangeforeignTreasury and Federal Reserve Foreign Exchange Operationshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2019/fxq419.pdfpdfStatement Regarding Publication of SOFR Averages and a SOFR Index
https://www.newyorkfed.org/markets/opolicy/operating_policy_200212
Beginning on March 2, 2020, the New York Fed, as administrator of the Secured Overnight Financing Rate (SOFR) and in cooperation with the Treasury Department's Office of Financial Research (OFR), will publish 30-, 90-, and 180-day SOFR Averages as well as a SOFR Index, in order to support a successful transition away from U.S. dollar (USD) LIBOR.2020-02-12T12:15:48-04:00enStatement Regarding Publication of SOFR Averages and a SOFR Index2020-02-12NYFedSOFR AveragesSOFR IndexSecured Overnight Financing RateStatement Regarding Repurchase Agreement Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_191216
The New York Fed's Open Market Trading Desk intends to conduct a small value overnight repo operation using contingency operation infrastructure. The operation will be conducted on Wednesday, December 18, 2019. 2019-12-16T15:16:01-04:00enStatement Regarding Repurchase Agreement Small Value Exercise2019-12-16NYFedExtension of Public Comment Period on a Proposed Publication of SOFR Averages and a SOFR Index
https://www.newyorkfed.org/markets/opolicy/operating_policy_191206
In response to several requests for additional time, the deadline for submitting comments is being extended to January 10, 2020.2019-12-06T15:28:06-04:00enExtension of Public Comment Period on a Proposed Publication of SOFR Averages and a SOFR Index2019-12-06NYFedSOFRSecured Overnight Financing RateStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results
https://www.newyorkfed.org/markets/opolicy/operating_policy_191122
The New York Fed's Open Market Trading Desk has published the results of four small value agency MBS coupon swap operations.2019-11-22T15:10:28-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results2019-11-22NYFedAgency Mortgage-Backed Securities Small Value Coupon Swap ExerciseFederal Reserve Bank of New York Open Market Trading DeskThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Third Quarter
https://www.newyorkfed.org/newsevents/news/markets/2019/20191114
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the July – September 2019 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2019-11-14T16:24:39-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Third Quarter2019-11-14NYFedfxmarketsexchangeforeignTreasury and Federal Reserve Foreign Exchange Operationshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2019/fxq319.pdfpdfStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_191114
The Open Market Trading Desk at the New York Fed has released the schedule of repurchase agreement (repo) operations for the monthly period from November 15, 2019 through December 12, 2019. 2019-11-14T15:22:12-04:00enStatement Regarding Repurchase Operations2019-11-14NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_191113
The New York Fed's Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations on November 19th and 21st, 2019. 2019-11-13T15:13:08-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2019-11-13NYFedStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_191105
The New York Fed's Open Market Trading Desk intends to conduct a small value contingency securities lending operation on Thursday, November 7, 2019, for the purpose of testing its contingency operation infrastructure.2019-11-05T14:14:53-04:00enStatement Regarding Securities Lending Small Value Exercise2019-11-05NYFedOpen Market Trading DeskSecurities Lending Small Value ExerciseStatement Requesting Public Comment on a Proposed Publication of SOFR Averages and a SOFR Index
https://www.newyorkfed.org/markets/opolicy/operating_policy_191104
In order to support a successful transition away from U.S. dollar LIBOR, and as administrator of the Secured Overnight Financing Rate, the New York Fed, in cooperation with the Treasury Department’s Office of Financial Research, is proposing to publish daily three compounded averages of the SOFR with tenors of 30-, 90-, and 180-calendar days. 2019-11-04T12:53:25-04:00enStatement Requesting Public Comment on a Proposed Publication of SOFR Averages and a SOFR Index2019-11-04NYFedU.S. dollar LIBORSecured Overnight Financing RateSOFRTreasury Department’s Office of Financial ResearchOFRStatement Regarding Repurchase and Reverse Repurchase Agreements Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_191104a
The Desk intends to conduct one small value forward-settling repo and one small value reverse repo operation during the month of November.2019-11-04T12:47:00-04:00enStatement Regarding Repurchase and Reverse Repurchase Agreements Small Value Exercise2019-11-04NYFedrepoexercisesmallrepurchasereverseStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_191023
The Desk has released an update to the schedule of repurchase agreement (repo) operations for the current monthly period.2019-10-23T15:09:50-04:00enStatement Regarding Repurchase Operations2019-10-23NYFedStatement Regarding Treasury Bill Purchases and Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_191011
In light of recent and expected increases in the Federal Reserve’s non-reserve liabilities, the Federal Open Market Committee (FOMC) directed the Desk, effective October 15, 2019, to purchase Treasury bills at least into the second quarter of next year to maintain over time ample reserve balances at or above the level that prevailed in early September 2019. 2019-10-11T11:16:57-04:00enStatement Regarding Treasury Bill Purchases and Repurchase Operations2019-10-11NYFednon-reserve liabilitiesFederal Open Market CommitteeFOMCTreasury billsRepurchase OperationsStatement Regarding Repurchase Operations
https://www.newyorkfed.org/markets/opolicy/operating_policy_191004
In accordance with the most recent Federal Open Market Committee directive, the Open Market Trading Desk at the New York Fed will conduct a series of overnight and term repurchase agreement (repo) operations to help maintain the federal funds rate within the target range.2019-10-04T13:38:10-04:00enStatement Regarding Repurchase Operations2019-10-04NYFedFederal Open Market CommitteeOpen Market Trading Deskovernight and term repurchase agreement operationsreposStatement Regarding Repurchase Operation
https://www.newyorkfed.org/markets/opolicy/operating_policy_190919
In accordance with the FOMC Directive issued September 18, 2019, the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York will conduct an overnight repurchase agreement (repo) operation from 8:15 AM ET to 8:30 AM ET tomorrow, Friday, September 20, 2019, in order to help maintain the federal funds rate within the target range of 1-3/4 to 2 percent.2019-09-19T15:11:23-04:00enStatement Regarding Repurchase Operation2019-09-19NYFedRepurchase OperationOpen Market Trading Deskovernight repurchase agreementStatement Regarding Repurchase Operation
https://www.newyorkfed.org/markets/opolicy/operating_policy_190918
In accordance with the FOMC Directive issued September 18, 2019, the Open Market Trading Desk at the Federal Reserve Bank of New York will conduct an overnight repurchase agreement (repo) operation from 8:15 AM ET to 8:30 AM ET tomorrow, Thursday, September 19, 2019, in order to help maintain the federal funds rate within the target range of 1-3/4 to 2 percent.2019-09-18T16:33:35-04:00enStatement Regarding Repurchase Operation2019-09-18NYFedRepurchase Operationovernight repurchase agreementOpen Market Trading DeskThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Second Quarter
https://www.newyorkfed.org/newsevents/news/markets/2019/20190808
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the April – June 2019 quarter, the New York Fed said today in its quarterly report to the U.S. Congress.2019-08-08T16:13:20-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Second Quarter2019-08-08NYFedFX MarketsFEDERAL RESERVE FOREIGN EXCHANGE OPERATIONSTREASURY AND FEDERAL RESERVE FOREIGN EXCHANGE OPERATIONShttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2019/fxq219.pdfpdfStatement Regarding Reinvestments of Principal Payments from Treasury Securities, Agency Debt, and Agency Mortgage-Backed Securities
https://www.newyorkfed.org/markets/opolicy/operating_policy_190731
At its meeting on July 30-31, 2019, the Federal Open Market Committee decided to conclude the reduction of aggregate securities holdings in the System Open Market Account two months earlier than previously indicated. The FOMC directed the Open Market Trading Desk at the New York Fed to roll over at auction all principal payments from the Federal Reserve’s holdings of Treasury securities and to reinvest all principal payments from the Federal Reserve’s holdings of agency debt and agency mortgage-backed securities effective August 1, 2019. 2019-07-31T14:52:22-04:00enStatement Regarding Reinvestments of Principal Payments from Treasury Securities, Agency Debt, and Agency Mortgage-Backed Securities2019-07-31NYFedReinvestments of Principal PaymentsTreasury SecuritiesAgency DebtAgency Mortgage-Backed SecuritiesStatement on IOSCO Compliance for the EFFR, OBFR, and Treasury Repo Reference Rates
https://www.newyorkfed.org/markets/opolicy/operating_policy_190710
The New York Fed today updated its Statement of Compliance with the IOSCO Principles for Financial Benchmarks to cover the inclusion of “selected deposit” transactions in the overnight bank funding rate.2019-07-10T14:14:08-04:00enStatement on IOSCO Compliance for the EFFR, OBFR, and Treasury Repo Reference Ratesv2019-07-10NYFedIOSCO Principles for Financial BenchmarksEFFROBFRTreasury Repo Reference RatesStatement of Compliance https://www.newyorkfed.org/medialibrary/media/markets/IOSCO-statement-of-compliance-jul2019pdfStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190620
The New York Fed’s Open Market Trading Desk intends to conduct two small value agency MBS sales operations, which will occur on Tuesday, June 25, 2019 and Thursday, June 27, 2019.2019-06-20T15:11:09-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2019-06-20NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190604
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury rollover at auction of $5 million Treasury bill securities held in the Federal Reserve's System Open Market Account. 2019-06-04T14:14:14-04:00enStatement Regarding Treasury Securities Small Value Exercise2019-06-04NYFedStatement Regarding Plans to Reinvest Principal Payments from Agency Debt and Agency Mortgage-Backed Securities into Treasury Securities
https://www.newyorkfed.org/markets/opolicy/operating_policy_190530
The New York Fed's Open Market Trading Desk plans to distribute secondary market Treasury reinvestment purchases across eleven different sectors, including nominal coupons, bills, Treasury Inflation-Protected Securities, and Floating Rate Notes. 2019-05-30T16:25:34-04:00enStatement Regarding Plans to Reinvest Principal Payments from Agency Debt and Agency Mortgage-Backed Securities into Treasury Securities2019-05-30NYFedAgency DebtAgency Mortgage-Backed SecuritiesTreasury SecuritiesThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter
https://www.newyorkfed.org/newsevents/news/markets/2019/20190509
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the January – March 2019 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2019-05-09T16:49:26-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the First Quarter2019-05-09NYFedFull Reporthttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2019/fxq119.pdfPDFStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results
https://www.newyorkfed.org/markets/opolicy/operating_policy_190509a
As previously announced on May 3rd, the New York Fed Open Market Trading Desk completed four small value agency MBS coupon swap operations for the purpose of testing operational readiness.2019-05-09T14:34:43-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results2019-05-09NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190509
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury sale operation, which will occur on Wednesday, May 15, 2019, beginning around 10:15 AM ET and ending at 11:00 AM ET. 2019-05-09T14:27:07-04:00enStatement Regarding Treasury Securities Small Value Exercise2019-05-09NYFedPrimary dealers list updated
https://www.newyorkfed.org/markets/primarydealers
Amherst Pierpont Securities LLC has been added to the list of primary dealers, effective May 6, 2019.2019-05-06T16:10:26-04:00enPrimary dealers list updated2019-05-06NYFedAmherst Pierpont Securities LLCPrimary dealersStatement Regarding Repurchase and Reverse Repurchase Agreements Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190506
The New York Fed's Open Market Trading Desk intends to conduct a series of four small value repo and reverse repo operations during the month of May. 2019-05-06T15:09:09-04:00enStatement Regarding Repurchase and Reverse Repurchase Agreements Small Value Exercise2019-05-06NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190503
The New York Fed’s Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations between May 7th and 8th, 2019. 2019-05-03T15:12:20-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2019-05-03NYFedStatement on Incorporation of Selected Deposits into the Overnight Bank Funding Rate
https://www.newyorkfed.org/markets/opolicy/operating_policy_190416
The New York Fed will incorporate selected deposits into the daily calculation of the Overnight Bank Funding Rate (OBFR) from May 2, 2019, reflecting underlying transactions from May 1, 2019. 2019-04-17T14:09:38-04:00enStatement on Incorporation of Selected Deposits into the Overnight Bank Funding Rate2019-04-17NYFedOvernight Bank Funding RateOBFRFeedback on Proposed Change to the Overnight Bank Funding Ratehttps://www.newyorkfed.org/medialibrary/media/markets/obfr-feedback-barclayspdfStatement Regarding the Publication of Reference Rates on Friday, April 19, 2019
https://www.newyorkfed.org/markets/opolicy/operating_policy_190405a
Due to the Securities Industry and Financial Markets Association’s recommended market close on Friday, April 19, 2019, Good Friday will be widely treated as a holiday in the repo market, and there will be no publication of the Secured Overnight Financing Rate, the Broad General Collateral Rate, or the Tri-Party General Collateral Rate on that day.2019-04-05T15:24:24-04:00enStatement Regarding the Publication of Reference Rates on Friday, April 19, 20192019-04-05NYFedReference RatesSecured Overnight Financing RateSOFRBroad General Collateral RateBGCRTri-Party General Collateral RateTGCRStatement Regarding the Reverse Repurchase and SOMA Securities Lending Operations on Thursday April 18, 2019
https://www.newyorkfed.org/markets/opolicy/operating_policy_190405
Due to the Securities Industry and Financial Markets Association’s recommended market close on Friday, April 19, 2019, all reverse repurchase agreement and securities lending trades executed on Thursday, April 18 will mature on Monday, April 22, 2019.2019-04-05T15:21:25-04:00enStatement Regarding the Reverse Repurchase and SOMA Securities Lending Operations on Thursday April 18, 20192019-04-05NYFedReverse RepurchaseSOMA Securities LendingStatement Regarding Agency Mortgage-Backed Securities Small Value Dollar Roll Exercise Results
https://www.newyorkfed.org/markets/opolicy/operating_policy_190404
The New York Fed's Open Market Trading Desk concluded the small value dollar roll exercise.2019-04-04T14:18:43-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Dollar Roll Exercise Results2019-04-04NYFedsmall value dollar roll exerciseNew York Fed's Open Market Trading DeskStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190328
The New York Fed's Open Market Trading Desk intends to conduct one small value agency MBS purchase operation of the Uniform Mortgage-Backed Security (UMBS) TBA contract, which will occur on Thursday, April 4, 2019, beginning around 2:00 PM ET and ending at 2:30 PM ET. 2019-03-28T15:14:47-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2019-03-28NYFedsmall value agency MBS purchaseUniform Mortgage-Backed Security TBA contractNew York Fed's Open Market Trading DeskStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190326
The New York Fed’s Open Market Trading Desk intends to conduct four small value agency MBS dollar roll operations between April 2nd and 3rd, 2019. 2019-03-26T16:54:03-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2019-03-26NYFedStatement Regarding Reinvestment in Treasury Securities and Agency Mortgage-Backed Securities
https://www.newyorkfed.org/markets/opolicy/operating_policy_190320
The Open Market Trading Desk at the New York Fed has released the following statement regarding reinvestment in Treasury securities and agency mortgage-backed securities.2019-03-20T14:21:39-04:00enStatement Regarding Reinvestment in Treasury Securities and Agency Mortgage-Backed Securities2019-03-20NYFedTreasury SecuritiesAgency Mortgage-Backed SecuritiesStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_190228
The New York Fed's Open Market Trading Desk intends to conduct a small value contingency securities lending operation for the purpose of testing its contingency operation infrastructure. The small value contingency operation will be conducted in addition to the regularly scheduled securities lending operation, and will occur on Thursday, March 7, 2019, beginning at 12:30 PM ET and ending at 12:45 PM ET. The exercise will have a maximum size of $115 million.2019-02-28T14:41:14-04:00enStatement Regarding Securities Lending Small Value Exercise2019-02-28NYFedStatement Regarding Aggregation of Agency Mortgage-Backed Securities Holdings
https://www.newyorkfed.org/markets/opolicy/operating_policy_190222
In March 2019, the Federal Reserve Bank of New York (New York Fed) Open Market Trading Desk will begin a process to streamline the administration of some of the Ginnie Mae-issued mortgage-backed securities held in the System Open Market Account through a service offered by Ginnie Mae called CUSIP aggregation.2019-02-22T15:21:47-04:00enStatement Regarding Aggregation of Agency Mortgage-Backed Securities Holdings2019-02-22NYFedFederal Reserve Bank of New YorkOpen Market Trading DeskGinnie Maemortgage-backed securitiesSystem Open Market AccountCUSIP aggregationFAQs: Agency MBS CUSIP Aggregationhttps://www.newyorkfed.org/markets/agency_mbs_cusip_aggregation_faqsThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter
https://www.newyorkfed.org/newsevents/news/markets/2019/20190214
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the October – December 2018 quarter, the New York Fed said today in its quarterly report to the U.S. Congress.2019-02-14T16:08:11-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter2019-02-14NYFedFederal ReserveU.S. TreasuryFX MarketsFull reporthttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2018/fxq418.pdfpdfStatement Requesting Public Comment on a Proposed Change to the Overnight Bank Funding Rate
https://www.newyorkfed.org/markets/opolicy/operating_policy_190205
As the administrator of the Overnight Bank Funding Rate (OBFR), the New York Fed is proposing a change in the composition of the rate, and is providing details of this change for public comment.2019-02-05T15:10:57-04:00enStatement Requesting Public Comment on a Proposed Change to the Overnight Bank Funding Rate2019-02-05NYFedPublic CommentOvernight Bank Funding RateStatement Summarizing Practices for Identifying and Handling Confidential Information of Market Participants
https://www.newyorkfed.org/markets/opolicy/operating_policy_190108
The New York Fed is committed to the use and handling of confidential information about participants in financial markets in a manner that promotes the integrity and efficiency of these markets, and is consistent with goals of the Treasury Market Practices Group Best Practices and the FX Global Code.2019-01-08T15:08:23-04:00enStatement Summarizing Practices for Identifying and Handling Confidential Information of Market Participants2019-01-08NYFedIdentifying and Handling Confidential InformationMarket ParticipantsTreasury Market Practices GroupStatement Regarding the Publication of Reference Rates on Wednesday, December 5, 2018
https://www.newyorkfed.org/markets/opolicy/operating_policy_181204
Due to the Securities Industry and Financial Markets Association’s recommended market close in honor of the national day of mourning for former President George H. W. Bush on Wednesday, December 5, there will be no publication of the Secured Overnight Financing Rate (SOFR), the Broad General Collateral Rate (BGCR), or the Tri-Party General Collateral Rate (TGCR) on that day.2018-12-04T16:08:49-04:00enStatement Regarding the Publication of Reference Rates on Wednesday, December 5, 20182018-12-04NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_181120
The New York Fed’s Open Market Trading Desk intends to conduct two small value agency MBS sales operations, which will occur on Tuesday, November 27, 2018, and Thursday, November 29, 2018, beginning around 2:00 PM ET and ending at 2:30 PM ET. 2018-11-20T15:09:51-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2018-11-20NYFedStatement Regarding Update to Reference Rate Administration Policies
https://www.newyorkfed.org/markets/opolicy/operating_policy_181113a
To provide greater certainty and transparency, the New York Fed has adopted and published an expanded policy relating to any future changes regarding the compositions or calculation methodologies of the Effective Fed Funds Rate, Overnight Bank Funding Rate, Tri-Party General Collateral Rate, Broad General Collateral Rate, and Secured Overnight Financing Rate, including how the New York Fed would consult the public in the event that material changes to the rates were being considered.
2018-11-13T12:52:31-04:00enStatement Regarding Update to Reference Rate Administration Policies2018-11-13NYFedStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_181018
The New York Fed’s Open Market Trading Desk intends to conduct a small value contingency securities lending operation for the purpose of testing its contingency operation infrastructure on Wednesday, October 24, 2018, beginning at 12:30 PM ET and ending at 12:45 PM ET.2018-10-18T15:13:33-04:00enStatement Regarding Securities Lending Small Value Exercise2018-10-18NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_181015
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury sale operation on Thursday, October 18, 2018, beginning around 10:15 AM ET and ending at 11:00 AM ET. 2018-10-15T14:13:34-04:00enStatement Regarding Treasury Securities Small Value Exercise2018-10-15NYFedNew York Fed Sells Remainder of Maiden Lane LLC Securities; Approximately $2.5 Billion Net Gain Generated for U.S. Public from the Portfolio
https://www.newyorkfed.org/newsevents/news/markets/2018/an180918
The New York Fed today announced the completion of the sale of the remaining securities in the Maiden Lane LLC portfolio.2018-09-18T09:34:58-04:00enNew York Fed Sells Remainder of Maiden Lane LLC Securities; Approximately $2.5 Billion Net Gain Generated for U.S. Public from the Portfolio2018-09-18NYFedMaiden Lane Transactionshttps://www.newyorkfed.org/markets/maidenlane.htmlhtmlStatement Regarding Agency Mortgage-Backed Securities
https://www.newyorkfed.org/markets/opolicy/operating_policy_180914
The Open Market Trading Desk at the New York Fed plans to conduct small value purchases of agency MBS on a regular basis in order to maintain operational readiness. 2018-09-14T15:27:12-04:00enStatement Regarding Agency Mortgage-Backed Securities2018-09-14NYFedThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Second Quarter
https://www.newyorkfed.org/newsevents/news/markets/2018/fx180809
The Federal Reserve and U.S. Treasury did not intervene in foreign exchange markets during the April – June 2018 quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2018-08-09T16:14:21-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Second Quarter2018-08-09NYFedFull Reporthttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2018/fxq218.pdfPDFStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_180809
The Open Market Trading Desk at the New York Fed intends to conduct a small value Treasury purchase operation on Thursday, August 16, 2018.2018-08-09T14:08:56-04:00enStatement Regarding Treasury Securities Small Value Exercise2018-08-09NYFedStatement of Commitment to the FX Global Code
https://www.newyorkfed.org/markets/opolicy/operating_policy_180524
The New York Fed today released its Statement of Commitment to the FX Global Code.2018-05-24T14:20:37-04:00enStatement of Commitment to the FX Global Code2018-05-24NYFedStatement of CommitmentFX Global CodeStatement of Commitment https://www.newyorkfed.org/medialibrary/media/markets/statementofcommitment.pdfpdfStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_180515
The New York Fed’s Open Market Trading Desk intends to conduct two small value agency MBS sales operations, which will occur on Tuesday, May 22, 2018, and Thursday, May 24, 2018.2018-05-15T15:21:20-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2018-05-15NYFedOperating Schedulehttps://www.newyorkfed.org/medialibrary/media/markets/ambs/AMBS-Schedule-051518.pdfpdfFX counterparty list updated
https://www.newyorkfed.org/markets/counterparties/foreign-exchange-counterparties
The Bank of Tokyo-Mitsubishi UFJ, Ltd. changed its name to MUFG Bank, Ltd., effective April 1, 2018.2018-04-30T10:45:45-04:00enFX counterparty list updated 2018-04-23NYFedForeign reserves management counterparties list updated
https://www.newyorkfed.org/markets/counterparties/foreign-reserves-management
The Royal Bank of Scotland plc changed its name to NatWest Markets Plc, effective April 30, 2018.2018-04-30T10:43:55-04:00enForeign reserves management counterparties list updated2018-04-30NYFedFX counterparty list updated
https://www.newyorkfed.org/markets/counterparties/foreign-exchange-counterparties
The Royal Bank of Scotland plc changed its name to NatWest Markets Plc, effective April 30, 2018.2018-04-30T10:42:31-04:00enFX counterparty list updated 2018-04-30NYFedPrimary Dealers List Updated
https://www.newyorkfed.org/markets/primarydealers
RBS Securities Inc. changed its name to NatWest Markets Securities Inc., effective April 30, 2018.2018-04-30T10:40:42-04:00enPrimary Dealers List Updated 2018-04-30NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_180417
The New York Fed’s Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations between April 24th and 25th, 2018. 2018-04-17T15:12:44-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2018-04-17NYFedStatement Introducing the Treasury Repo Reference Rates
https://www.newyorkfed.org/markets/opolicy/operating_policy_180403
Today, the New York Fed, in cooperation with the U.S. Office of Financial Research, began publishing three reference rates based on overnight repurchase agreement (repo) transactions collateralized by Treasury securities: the Secured Overnight Financing Rate (SOFR), the Broad General Collateral Rate (BGCR), and the Tri-Party General Collateral Rate (TGCR).2018-04-03T09:06:09-04:00enStatement Introducing the Treasury Repo Reference Rates2018-04-03NYFedTreasury Repo Reference RatesSecured Overnight Financing RateBroad General Collateral RateTri-Party General Collateral Rate (TGCR).Statement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_180402
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury sale operation, which will occur on Thursday, April 5th, 2018, beginning around 10:15 AM ET and ending at 11:00 AM ET. 2018-04-02T14:12:49-04:00enStatement Regarding Treasury Securities Small Value Exercise2018-04-02NYFedStatement Regarding the Publication of Historical Repo Rate Data
https://www.newyorkfed.org/markets/opolicy/operating_policy_180309
The New York Fed is today releasing a time series of the volume-weighted mean rate of the primary dealers’ overnight Treasury general collateral repo borrowing activity. 2018-03-09T12:03:49-04:00enStatement Regarding the Publication of Historical Repo Rate Data2018-03-09NYFedStatement Regarding the Reverse Repurchase and SOMA Securities Lending Operations on Thursday, March 29, 2018
https://www.newyorkfed.org/markets/opolicy/operating_policy_180308
Due to the holiday trading convention expected to be adopted on Friday, March 30, 2018, all reverse repurchase agreement and securities lending trades executed on Thursday, March 29, will mature on Monday, April 2. 2018-03-09T12:01:48-04:00enStatement Regarding the Reverse Repurchase and SOMA Securities Lending Operations on Thursday, March 29, 20182018-03-09NYFedReverse RepurchaseSOMA Securities LendingStatement Regarding the Initial Publication of Treasury Repo Reference Rates
https://www.newyorkfed.org/markets/opolicy/operating_policy_180228
The New York Fed plans to begin publication of the Treasury repo reference rates on April 3, 2018, reflecting the Secured Overnight Financing Rate (SOFR), the Broad General Collateral Rate (BGCR) and the Tri-Party General Collateral Rate (TGCR) from April 2, 2018.2018-02-28T12:17:18-04:00enStatement Regarding the Initial Publication of Treasury Repo Reference Rates2018-02-28NYFedTreasury Repo Reference RatesSecured Overnight Financing RateBroad General Collateral RateTri-Party General Collateral RateStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_180220
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury purchase operation, which will occur on Thursday, February 22, 2018.2018-02-20T14:10:13-04:00enStatement Regarding Treasury Securities Small Value Exercise2018-02-20NYFedTreasury Securities Small Value ExerciseNew York FedOpen Market Trading DeskStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_180212
The New York Fed's Open Market Trading Desk intends to conduct a small value contingency securities lending operation for the purpose of testing its contingency operation infrastructure. The small value contingency operation will be conducted in addition to the regularly scheduled securities lending operation, and will occur on Wednesday, February 14, 2018,2018-02-12T14:21:25-04:00enStatement Regarding Securities Lending Small Value Exercise2018-02-12NYFedThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter
https://www.newyorkfed.org/newsevents/news/markets/2018/fx180208
The Federal Reserve and U.S. Treasury did not intervene in the foreign exchange markets during the October – December 2017 quarter, the New York Fed said today in its quarterly report to the U.S. Congress.2018-02-08T16:10:38-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Fourth Quarter2018-02-08NYFedFederal ReserveU.S. TreasuryFX Marketsforeign exchangeFull reporthttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2017/fxq417.pdfpdfStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_171121
The New York Fed's Open Market Trading Desk intends to conduct two small value agency MBS sales operations, which will occur on Tuesday, November 28, 2017, and Wednesday, November 29, 2017. 2017-11-21T15:13:11-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2017-11-21NYFedThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Third Quarter
https://www.newyorkfed.org/newsevents/news/markets/2017/fx171109
The Federal Reserve and U.S. Treasury did not intervene in the foreign exchange markets during the July – September quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2017-11-09T16:20:19-04:00enThe Federal Reserve and U.S. Treasury Did Not Intervene in FX Markets During the Third Quarter2017-11-09NYFedfederal reserveu.s. treasuryfx marketsforeign exchangeStatement Regarding Repurchase Agreement Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_171108
For the term repo operation scheduled for today, November 8, the Federal Reserve Bank of New York’s Open Market Trading Desk is changing the maturity date of the operation from Friday, November 10, to Monday, November 13. All other details in the planned schedule announced on November 6 remain unchanged.2017-11-08T09:55:27-04:00enStatement Regarding Repurchase Agreement Small Value Exercise2017-11-08NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results
https://www.newyorkfed.org/markets/opolicy/operating_policy_171026
The Federal Reserve Bank of New York Open Market Trading Desk concluded the small value coupon swap exercise announced October 17, 2017; a summary of the results is available. 2017-10-26T15:15:44-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Coupon Swap Exercise Results2017-10-26NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_171017
The New York Fed's Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations between October 24 and 25, 2017.2017-10-17T15:09:47-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2017-10-17NYFedStatement Regarding Reinvestment in Treasury Securities and Agency Mortgage-Backed Securities
https://www.newyorkfed.org/markets/opolicy/operating_policy_170920
The Open Market Trading Desk at the Federal Reserve Bank of New York has released a statement regarding reinvestment in Treasury securities and agency mortgage-backed securities.2017-09-20T16:20:44-04:00enStatement Regarding Reinvestment in Treasury Securities and Agency Mortgage-Backed Securities2017-09-20NYFedReinvestmentTreasury SecuritiesAgency Mortgage-Backed SecuritiesStatement Regarding Overnight Reverse Repurchase AgreementsThe Open Market Trading Desk at the Federal Reserve Bank of New York has released a statement regarding overnight reverse repurchase agreements.2017-09-20T16:18:57-04:00enStatement Regarding Overnight Reverse Repurchase Agreements2017-09-20NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_170830
The Open Market Trading Desk at the Federal Reserve Bank of New York has released the following statement regarding Treasury securities small value exercise2017-08-30T14:26:15-04:00enStatement Regarding Treasury Securities Small Value Exercise2017-08-30NYFedReverse repo counterparties list updated
https://www.newyorkfed.org/markets/rrp_counterparties
BlackRock Treasury Money Market Master Portfolio and Wilmington U.S. Government Money Market Fund have been added to the list of reverse repo counterparties, effective August 16, 2017.2017-08-16T10:10:46-04:00enReverse repo counterparties list updated2017-08-16NYFedReverse repo counterpartiesBlackRock Treasury Money Market Master PortfolioWilmington U.S. Government Money Market FundU.S. Monetary Authorities Did Not Intervene in FX Markets During the Second Quarter
https://www.newyorkfed.org/newsevents/news/markets/2017/fx170810
The U.S. monetary authorities did not intervene in the foreign exchange markets during the April – June quarter, the New York Fed said today in its quarterly report to the U.S. Congress.2017-08-10T16:15:45-04:00enU.S. Monetary Authorities Did Not Intervene in FX Markets During the Second Quarter2017-08-10NYFedforeign exchange marketsU.S. monetary authoritiesFull reporthttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2017/fxq217.pdfpdfStatement Regarding Securities Lending Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_170807
The Open Market Trading Desk at the New York Fed has released a statement regarding a securities lending small value exercise.2017-08-07T15:11:54-04:00enStatement Regarding Securities Lending Small Value Exercise2017-08-07NYFedReverse repo counterparties list updated
https://www.newyorkfed.org/markets/rrp_counterparties
T. Rowe Price U.S. Treasury Money Fund has been added to the list of reverse repo counterparties, effective July 31, 2017.2017-07-31T10:24:13-04:00enReverse repo counterparties list updated2017-07-31NYFedStatement Regarding Overnight Reverse Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_170614
The Open Market Trading Desk at the Federal Reserve Bank of New York released a statement regarding overnight reverse repurchase agreements.2017-06-14T14:39:59-04:00enStatement Regarding Overnight Reverse Repurchase Agreements2017-06-14NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_170516
The New York Fed's Open Market Trading Desk intends to conduct four small value agency MBS coupon swap operations between May 23 and 24, 2017.2017-05-16T15:07:38-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2017-05-16NYFedU.S. Monetary Authorities Did Not Intervene in FX Markets During the First Quarter
https://www.newyorkfed.org/newsevents/news/markets/2017/fx170511
The U.S. monetary authorities did not intervene in the foreign exchange markets during the January – March quarter, the New York Fed said today in its quarterly report to the U.S. Congress.2017-05-11T16:11:49-04:00enU.S. Monetary Authorities Did Not Intervene in FX Markets During the First Quarter2017-05-11NYFedforeign exchangeFX marketTreasury and Federal Reserve Foreign Exchange Operationshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2017/fxq117.pdfpdfStatement Regarding Repurchase and Reverse Repurchase Agreements Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_170508a
The Open Market Trading Desk at the Federal Reserve Bank of New York has released a statement regarding repurchase and reverse repurchase agreements small value exercise.2017-05-08T15:18:31-04:00enStatement Regarding Repurchase and Reverse Repurchase Agreements Small Value Exercise2017-05-08NYFedRepurchase AgreementsReverse Repurchase AgreementsSmall Value ExerciseStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_170508
The Open Market Trading Desk at the Federal Reserve Bank of New York has released a statement regarding a Treasury securities small value exercise.
2017-05-08T15:16:20-04:00enStatement Regarding Treasury Securities Small Value Exercise2017-05-08NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_170411
The New York Fed's Open Market Trading Desk intends to conduct three small value agency MBS sales operations: Tuesday, April 18, 2017, Thursday, April 20, 2017, and Tuesday, April 25, 2017.2017-04-11T15:25:13-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2017-04-11NYFedStatement Regarding the Reverse Repurchase and SOMA Securities Lending Operations on Thursday, April 13, 2017
https://www.newyorkfed.org/markets/opolicy/operating_policy_170320
Due to the holiday trading convention expected to be adopted on Friday, April 14, 2017, all reverse repurchase agreement and securities lending trades executed on Thursday, April 13, will mature on Monday, April 17. 2017-03-20T16:14:00-04:00enStatement Regarding the Reverse Repurchase and SOMA Securities Lending Operations on Thursday, April 13, 20172017-03-20NYFedReverse Repurchase OperationsSOMA Securities Lending OperationsStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_170320a
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury purchase operation, which will occur on Wednesday, March 22, 2017, beginning around 10:15 AM ET and ending at 11:00 AM ET. 2017-03-20T14:09:15-04:00enStatement Regarding Treasury Securities Small Value Exercise2017-03-20NYFedStatement Regarding Overnight Reverse Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_170315
During its meeting on March 14-15, 2017, the Federal Open Market Committee directed the Open Market Trading Desk at the New York Fed, effective March 16, 2017, to undertake open market operations as necessary to maintain the federal funds rate in a target range of ¾ to 1 percent.2017-03-15T14:54:14-04:00enStatement Regarding Overnight Reverse Repurchase Agreements2017-03-15NYFedStatement Regarding Small Value Exercises
https://www.newyorkfed.org/markets/opolicy/operating_policy_170222
The New York Fed's Open Market Trading Desk plans to conduct small value exercises from time to time as a matter of prudent advance planning.2017-02-22T14:43:56-04:00enStatement Regarding Small Value Exercises2017-02-22NYFedU.S. Monetary Authorities Did Not Intervene in FX Markets During the Fourth Quarter
https://www.newyorkfed.org/newsevents/news/markets/2017/fx170209
The U.S. monetary authorities did not intervene in the foreign exchange markets during the October – December quarter, the New York Fed said today in its quarterly report to the U.S. Congress.2017-02-09T16:10:26-04:00enU.S. Monetary Authorities Did Not Intervene in FX Markets During the Fourth Quarter 2017-02-09NYFedMonetary AuthoritiesFX MarketsForeign exchange marketsFX Quarterly Reporthttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2017/fxq416.pdfForeign exchange marketsReverse repo counterparties list updated
https://www.newyorkfed.org:443/en/markets/rrp_counterparties
Reverse repo counterparties list updated2017-02-06T10:43:31-04:00enReverse repo counterparties list updated2017-02-06NYFedReverse repo counterparties list updatedReverse repo counterparties list updated2017-02-06T10:49:19-04:00enReverse repo counterparties list updated2017-01-23NYFedStatement Regarding Overnight Reverse Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_161214
The Open Market Trading Desk at the Federal Reserve Bank of New York has released a statement regarding overnight reverse repurchase agreements.2016-12-14T14:08:26-04:00enStatement Regarding Overnight Reverse Repurchase Agreements 2016-12-14NYFedU.S. Monetary Authorities Did Not Intervene in FX Markets During the Third Quarter
https://www.newyorkfed.org/newsevents/news/markets/2016/fx161110.html
The U.S. monetary authorities did not intervene in the foreign exchange markets during the July—September quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2016-11-10T16:07:26-04:00enU.S. Monetary Authorities Did Not Intervene in FX Markets During the Third Quarter2016-11-10NYFedforeign exchange marketsmonetary authoritiesTreasury and Federal Reserve Foreign Exchange Operationshttps://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2016/fxq316.pdfpdfStatement Regarding the Publication of Overnight Treasury GC Repo Rates
https://www.newyorkfed.org/markets/opolicy/operating_policy_161104
The Open Market Trading Desk at the Federal Reserve Bank of New York has released a statement regarding the publication of overnight Treasury GC repo rates.2016-11-04T10:22:01-04:00enStatement Regarding the Publication of Overnight Treasury GC Repo Rates2016-11-04NYFedReverse repo counterparties list updated
https://www.newyorkfed.org/markets/expanded_counterparties
Goldman Sachs Financial Square Tax-Free Money Market Fund changed its name to Goldman Sachs Investor Tax-Exempt Money Market Fund, effective March 31, 2016.2016-11-04T10:19:09-04:00enReverse repo counterparties list updated 2016-11-04NYFedNew York Fed updates reverse repo counterparties list
https://www.newyorkfed.org/markets/expanded_counterparties
Federal Home Loan Bank of Indianapolis has been added to the list of reverse repo counterparties, effective September 26, 2016.2016-09-26T10:08:35-04:00enNew York Fed updates reverse repo counterparties list2016-09-26NYFedreverse repo counterpartiesFederal Home Loan Bank of IndianapolisStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_160809
the New York Fed's Open Market Trading Desk intends to conduct a small value Treasury purchase operation, which will occur on Tuesday, August 16, 2016, beginning around 10:15 AM ET and ending at 11:00 AM ET.2016-08-09T14:11:03-04:00enStatement Regarding Treasury Securities Small Value Exercise2016-08-09NYFedStatement Regarding Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_160517b
The New York Fed's Open Market Trading Desk intends to conduct a small value repo operation, which will occur on Wednesday, May 25, 2016, beginning around 9:40 AM ET and ending at 9:50 AM ET. 2016-05-17T15:35:31-04:00enStatement Regarding Repurchase Agreements2016-05-17NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_160517a
The New York Fed's Open Market Trading Desk intends to conduct a small value Treasury sale operation, which will occur on Tuesday, May 24, 2016, beginning around 10:15 AM ET and ending at 11:00 AM ET. 2016-05-17T15:33:23-04:00enStatement Regarding Treasury Securities Small Value Exercise2016-05-17NYFedStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_160517
The New York Fed’s Open Market Trading Desk intends to conduct two small value agency MBS sales operations, which will occur on Wednesday, May 25, 2016 and Wednesday, June 1, 2016, beginning around 2:00 PM ET and ending at 2:30 PM ET. 2016-05-17T15:27:24-04:00enStatement Regarding Agency Mortgage-Backed Securities Small Value Exercise2016-05-17NYFedSchedulehttps://www.newyorkfed.org/medialibrary/media/markets/ambs/smallvalue-AMBS-schedule-pdf.pdfpdfNew York Fed updates reverse repo counterparties list
https://www.newyorkfed.org/markets/expanded_counterparties
Deutsche Cash Management Master Portfolio changed its name to Government Cash Management Portfolio, T. Rowe Price Prime Reserve Fund changed its name to T. Rowe Price Government Money Portfolio, and Master Government Institutional Portfolio managed by Blackrock Advisors, LLC, changed its name to Master Treasury Strategies Institutional Portfolio, effective May 2, 2016.2016-05-02T10:15:42-04:00enNew York Fed updates reverse repo counterparties list2016-05-02NYFedPrimary dealers list updated
https://www.newyorkfed.org/markets/pridealers_current.html
Wells Fargo Securities, LLC has been added to the list of primary dealers, effective April 18, 2016. 2016-04-18T16:16:35-04:00enPrimary dealers list updated 2016-04-18NYFedNew York Fed updates reverse repo counterparties list
https://www.newyorkfed.org/markets/expanded_counterparties
BofA Cash Reserves and BofA Money Market Reserves merged into Blackrock TempFund, and BofA Treasury Reserves merged into Blackrock T-Fund, effective April 18, 2016.2016-04-18T15:37:43-04:00enNew York Fed updates reverse repo counterparties list2016-04-18NYFedNew York Fed Releases Open Market Operations 2015 Annual Report
https://www.newyorkfed.org/markets/annual_reports.html
This report reviews the conduct of open market operations and other developments that influenced the System Open Market Account of the Federal Reserve in 2015. 2016-04-14T10:06:59-04:00enNew York Fed Releases Open Market Operations 2015 Annual Report2016-04-14NYFedOpen Market Operations 2015 Annual Reporthttps://www.newyorkfed.org/medialibrary/media/markets/omo/omo2015-pdf.pdfpdfNew York Fed updates reverse repo counterparties list
https://www.newyorkfed.org/markets/expanded_counterparties
RBC Prime Money Market Fund is no longer a reverse repo counterparty, effective March 25, 2016.2016-03-28T15:40:57-04:00enNew York Fed updates reverse repo counterparties list2016-03-28NYFedNew York Fed Publishes Revised Policy for Administration of Primary Dealer Relationships
https://www.newyorkfed.org/markets/opolicy/operating_policy_160324
The New York Fed has updated primary dealer policy to include new geographic dispersion standards.2016-03-24T11:01:10-04:00enNew York Fed Publishes Revised Policy for Administration of Primary Dealer Relationships2016-03-24NYFedStatement Regarding Treasury Securities Small Value Exercise
https://www.newyorkfed.org/markets/opolicy/operating_policy_160218
The Open Market Trading Desk at the Federal Reserve Bank of New York has released a statement regarding Treasury Securities Small Value Exercise2016-02-18T14:11:34-04:00enStatement Regarding Treasury Securities Small Value Exercise2016-02-18NYFedStatement Regarding Small Value Exercises
https://www.newyorkfed.org/markets/opolicy/operating_policy_160217
Statement regarding small value exercises from the Open Market Trading Desk at the Federal Reserve Bank of New York2016-02-17T14:46:50-04:00enStatement Regarding Small Value Exercises2016-02-17NYFedU.S. Monetary Authorities Did Not Intervene in FX Markets During the Fourth Quarter
https://www.newyorkfed.org/newsevents/news/markets/2016/fx160211.html
The U.S. monetary authorities did not intervene in the foreign exchange markets during the October—December quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2016-02-11T16:09:12-04:00enU.S. Monetary Authorities Did Not Intervene in FX Markets During the Fourth Quarter2016-02-11NYFedStatement Regarding the Implementation of Planned Changes to the Effective Federal Funds Rate and Publication of the Overnight Bank Funding Rate
https://www.newyorkfed.org/markets/opolicy/operating_policy_160106
Statement Regarding the Implementation of Planned Changes to the Effective Federal Funds Rate and Publication of the Overnight Bank Funding Rate2016-02-04T09:49:47-04:00enStatement Regarding the Implementation of Planned Changes to the Effective Federal Funds Rate and Publication of the Overnight Bank Funding Rate2016-01-06NYFedEffective Federal Funds RateOvernight Bank Funding RateNew York Fed Concludes the Mortgage Operations Counterparty Pilot Program
https://www.newyorkfed.org/newsevents/news/markets/2016/an160106
The New York Fed concluded its Mortgage Operations Counterparty (MOC) Pilot Program on December 31, 2015.2016-02-04T09:49:24-04:00enNew York Fed Concludes the Mortgage Operations Counterparty Pilot Program2016-01-06NYFedStatement Regarding Term Reverse Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_151216a
Statement Regarding Term Reverse Repurchase Agreements2016-01-06T10:30:02-04:00enStatement Regarding Term Reverse Repurchase Agreements2015-12-16NYFedStatement Regarding Overnight Reverse Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_151216
Statement Regarding Overnight Reverse Repurchase Agreements2016-01-06T10:30:02-04:00enStatement Regarding Overnight Reverse Repurchase Agreements2015-12-16NYFedStatement Regarding Repurchase Agreements
https://www.newyorkfed.org/markets/opolicy/operating_policy_151130
In connection with the Federal Open Market Committee's January 2015 Authorization for Domestic Open Market Operations, the New York Fed's Open Market Trading Desk intends to conduct a small-value repo operation on Wednesday, December 2.2016-01-06T10:30:29-04:00enStatement Regarding Repurchase Agreements2015-11-30NYFedRepurchase Agreementsrepo operationReverse repo counterparties list updated
https://www.newyorkfed.org/markets/expanded_counterparties
Reverse repo counterparties list updated2016-01-06T10:29:29-04:00enReverse repo counterparties list updated2015-11-20NYFedU.S. Monetary Authorities Did Not Intervene in FX Markets During the Third Quarter
http://newyorkfed.org/newsevents/news/markets/2015/fx151112.html
The U.S. monetary authorities did not intervene in the foreign exchange markets during the July-September quarter, the Federal Reserve Bank of New York said today in its quarterly report to the U.S. Congress.2016-01-06T10:29:29-04:00enU.S. Monetary Authorities Did Not Intervene in FX Markets During the Third Quarter2015-11-12NYFedFull reporthttp://newyorkfed.org/newsevents/news/markets/2015/fxq315.pdfpdf