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NY Fed's Logan says market functioning has improved but officials remain vigilant

Published 07/15/2020, 01:42 PM
Updated 07/15/2020, 02:45 PM
© Reuters. FILE PHOTO: Federal Reserve Board building on Constitution Avenue is pictured in Washington

By Jonnelle Marte

(Reuters) - Financial markets have improved notably since mid-March when fears about the spreading coronavirus led to instability in key markets, but Federal Reserve officials stand ready to act should markets deteriorate further, a senior New York Fed official said on Wednesday.

The Fed's purchases of Treasury bonds and mortgage-backed securities were "unparalleled" in their scale and speed, amounting to more than $100 billion on some days, said Lorie Logan, an executive vice president at the New York Fed and the manager of the System Open Market Account (SOMA).

"Measures of market liquidity have uniformly improved and are now well below their worst points, though some remain more stressed than at the start of the year," Logan said during a webinar organized by the Securities Industry and Financial Markets Association.

The purchases accounted for most of the increase in the Fed's balance sheet, which grew by $2.6 trillion since mid-March, Logan said. The recent purchases also varied from previous bond buying programs because they were intended to improve market functioning, not lower rates, she said.

The central bank's balance sheet declined in recent weeks as use of the Fed's operations in the market for repurchase agreements, or repo, dropped to zero for the first time in 10 months.

Logan said the balance sheet drop is a sign of healthy markets and called the decline in the Fed's repo book a "notable development." The central bank began intervening in the repo market in mid-September after a shortage in reserves led to a spike in short-term borrowing costs.

Now that markets are mostly stable, the New York Fed is working to sustain market functioning by continuing to purchase about $80 billion a month in Treasury securities and about $40 billion in mortgage-backed securities, she said.

© Reuters. FILE PHOTO: Federal Reserve Board building on Constitution Avenue is pictured in Washington

"We will remain vigilant for signs of deterioration in market functioning and flexible in adjusting our operations as needed," Logan said.

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