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US dollar repo facility results
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Note: I will keep the spreadsheet going at a somewhat lower frequency, but the data is now available from the NY Fed here:
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https://apps.newyorkfed.org/markets/autorates/fxswap
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Dates are the day the auction was held.
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These are figures for central bank repo operations provided to local banks. Amounts drawn from Fed swap line may differ (see "Swap lines" tab below)
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Comments welcome! daniel.hinge@centralbanking.com, or @dan_hinge
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Date (D/M/Y)17/03/202018/03/202020/03/202023/03/202024/03/202025/03/202026/03/202027/03/202030/03/202031/03/2020 01/04/2020 02/04/2020 03/04/2020 06/04/2020 07/04/2020 08/04/2020 09/04/2020 10/04/2020 13/04/2020 14/04/2020 15/04/2020 16/04/2020 17/04/2020 20/04/2020 21/04/2020 22/04/2020 23/04/2020 24/04/2020
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Maturity (days)Allotted (US$ million)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)Allotted (US$ m)
Allotted (US$ m)
Allotted (US$ m)
Allotted (US$ m)
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ECB7-36,265-204,11517,2673,2052,1656,6502,9506,8509251652,2709435,922463--4854,8054402051,74003,814-200
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10--------------------------920-
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84-75,820---27,810----16,468----11,231----2,260----2,003--
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BoJ72,053--34,85015,4654,9502,26513,10024,1009,2859501,1355,75012,8809,3601,0809986009312,2101,2606646401,0201,290--310
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10--------------------------722-
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13-------------------------971--
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8430,272---73,805----29,724----29,442----26,958----19,903---
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BoE7-8,210-53,5557,7059055005,0053,5057,85000501,7005--02,04505,00052,045-5,250
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84-7,245---6,685----6,000----300-----------
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SNB7-2,305-7113107205007202,1455101,2303001,2701,5803201,3002,340--13090070501,8920500-0
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84-315---1,380----2,340----2,144----1,734----889--
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RBA84------50---------500----0----0-
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Central Bank of Brazil10--1,172-------------------------
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25--1,782-------------------------
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National Bank of Denmark7--------------------1,000----1,000--
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9------25---------------------
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81------2,825---------------------
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84--------------------40-------
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85-------------1,425--------------
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Bank of Korea6-------------------10--------
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7---------800------------------
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8--------------275-------------
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83-------------------2,015--------
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84---------7,920----4,140---------2,119---
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Bank of Mexico84----------5,000--1,590--------------
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Norges Bank84------1,075----500---------275----3,550-
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RBNZ
No info - facility not yet used?
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MAS7-------4,270460----2,545----772----544----
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84--------2,175---------3,149---------
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Riksbank92------2,000----0---------0------
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Bank of Canada
Canada has not used its swap line yet but USD repo facility is ready for launch if needed
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Total32,325130,1602,95435,58697,25066,51712,85020,75540,53554,69446,6882,8607,18522,29544,48023,6774,3066004,85231,80814,0441,4495,8955,20123,31211,2225,1925,760
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Links to results pages
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ECB
https://www.ecb.europa.eu/mopo/implement/omo/html/index.en.html
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BoJ
https://www3.boj.or.jp/market/en/menu_o.htm
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BoE
https://www.bankofengland.co.uk/markets/bank-of-england-market-operations-guide/results-and-usage-data
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SNB
https://www.snb.ch/en/ifor/finmkt/id/finmkt_usdollars
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RBA
https://www.rba.gov.au/mkt-operations/resources/tech-notes/us-dollar-repos.html
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Central Bank of Brazil
I've not found the data yet - press office sent the numbers for March 20
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National Bank of Denmark
http://www.nationalbanken.dk/en/marketinfo/marketoperations/Pages/USD-auctions.aspx
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Bank of Korea
https://www.bok.or.kr/eng/bbs/B0000305/list.do?menuNo=400379
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Bank of Mexico
https://www.banxico.org.mx/mercados/subastas-cambio-credito-banco.html
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Norges Bank
https://www.norges-bank.no/en/topics/liquidity-and-markets/Market-operations/F-loans-and-F-deposits/
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RBNZ
https://www.rbnz.govt.nz/statistics/d3
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MAS
https://www.mas.gov.sg/monetary-policy/liquidity-facilities/mas-usd-facility
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Riksbank
https://www.riksbank.se/sv/penningpolitik/penningpolitiska-instrument/lan-i-amerikanska-dollar/auction-results/
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