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Discussion Paper

Repo Rate Sensitivity to Treasury Issuance and Quantitative Tightening


Abstract: Over the past six months, Treasury repo rates have risen, on average, relative to the rate on the overnight reverse repurchase agreement (ON RRP) facility and have become more volatile. Recent literature has argued that these trends have been driven, in part, by the cumulative effects of quantitative tightening (QT).

https://doi.org/10.17016/2380-7172.3707

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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2025-02-12

Number: 2025-02-12-1