NY FED SPELLS OUT ONGOING MONEY MARKET SUPPORT

NEW YORK (MaceNews) – The following is Friday’s New York Federal Reserve Bank notice that it will pump $75 billion a day into the money market for the next three weeks and in addition will offer three two-week repo operations of at least $30 billion each after which it will conduct “operations as necessary” to keep the federal funds rate within the range set Wednesday.

Statement Regarding Repurchase Operations

In accordance with the Federal Open Market Committee (FOMC) directive issued September 18, 2019, the Open Market Trading Desk (the Desk) at the Federal Reserve Bank of New York will conduct a series of overnight and term repurchase agreement (repo) operations to help maintain the federal funds rate within the target range.

The Desk will offer three 14-day term repo operations for an aggregate amount of at least $30 billion each, as indicated in the schedule below. The Desk also will offer daily overnight repo operations for an aggregate amount of at least $75 billion each, until Thursday, October 10, 2019. Awarded amounts may be less than the amount offered, depending on the total quantity of eligible propositions submitted. Securities eligible as collateral include Treasury, agency debt, and agency mortgage-backed securities. Additional details about the operations will be released each afternoon for the following day’s operation(s).

After October 10, 2019, the Desk will conduct operations as necessary to help maintain the federal funds rate in the target range, the amounts and timing of which have not yet been determined.

Schedule of Overnight and Term Repurchase Agreement Operations

Operation Date Overnight 14-day Term Maturity Date

Monday, 9/23/2019 $75 billion No term operation

Tuesday, 9/24/2019 At least $75 billion At least $30 billion Tuesday, 10/08/2019

Wednesday, 9/25/2019 At least $75 billion No term operation

Thursday, 9/26/2019 At least $75 billion At least $30 billion Thursday, 10/10/2019

Friday, 9/27/2019 At least $75 billion At least $30 billion Friday, 10/11/2019

For Monday, September 23, 2019, the Desk will conduct an overnight repo operation for an aggregate amount of up to $75 billion. The operation will be conducted from 8:15 AM ET to 8:30 AM ET. Primary Dealers will be permitted to submit up to two propositions per security type. There will be a limit of $10 billion per proposition submitted in this operation. Propositions will be awarded based on their attractiveness relative to a benchmark rate for each collateral type, and are subject to a minimum bid rate of 1.80 percent.


				

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