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New York Fed: Inflows to reverse repo facility surge, hitting $1.018 trillion

Published 12/29/2023, 02:21 PM
Updated 12/29/2023, 02:25 PM
© Reuters. FILE PHOTO: A man passes by the Federal Reserve Bank of New York in New York City, U.S., March 13, 2023. REUTERS/Brendan McDermid/File Photo
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By Michael S. Derby

NEW YORK (Reuters) - The Federal Reserve Bank of New York said on Friday it accepted $1.018 trillion at its overnight reverse repo facility, as inflows to the central bank liquidity facility surged on the final trading day of the year.

Friday's inflows were expected to jump and were well above the $829.6 billion seen on Thursday. Friday's inflows were the first time above $1 trillion since Nov. 13.

The Fed's reverse repo facility exists to put a floor underneath short-term interest rates and is a key tool in the Fed's efforts to influence the economy to achieve its employment and inflation mandates. The facility has seen big inflows over recent years amid strong Fed stimulus work and peaked at a record $2.6 trillion on Dec. 30, 2022.

The facility has been shrinking markedly in recent weeks as the Fed continues to draw down liquidity and other money market securities prove more attractive to investors relative to the 5.30% rate offered on reverse repos.

© Reuters. FILE PHOTO: A man passes by the Federal Reserve Bank of New York in New York City, U.S., March 13, 2023. REUTERS/Brendan McDermid/File Photo

Money markets are often unsettled in the final days of any year and it's become a normal pattern for the firms eligible to use the reverse repo facility to do so more aggressively. Some analysts expected ahead of Friday for any surge into reverse repo to quickly dissipate: Forecasters at Wrightson ICAP (LON:NXGN) are eyeing about a $400 billion decline in reserve repo inflows over the next week or so.

The New York Fed also reported Friday that there were zero inflows into its Standing Repo Facility, which suggests any dislocations or liquidity needs in money markets were not substantial.

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