Historical Transaction Data - FEDERAL RESERVE BANK of NEW YORK

This page provides detailed transaction information about domestic open market, securities lending, and foreign currency operations. These transaction data are provided in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010, and begin after the date of its enactment (July 21, 2010). Transaction data are released quarterly, with an approximately two-year lag.

Transaction data on discount window borrowings are available on the website of the Board of Governors of the Federal Reserve.

Outright Purchases and Sales of Treasury Securities

Further information about U.S. Treasury operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Data elements include:

Revisions

Outright Purchases and Sales of Agency Mortgage-Backed Securities

Data elements include:

Repurchase & Reverse Repurchase Transactions

Further information about repurchase & reverse repurchase operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Note: The New York Fed typically settles the repo and reverse repo transactions it conducts through a tri-party arrangement. In a tri-party arrangement, a third party (the tri-party bank) acts as custodian and agent for the buyer and seller. The tri-party agent is responsible for screening and approving eligible securities, as identified by type by the buyer and seller, from the seller's pool of available securities, determining the current market value of the eligible securities, and ensuring every day that a transaction is outstanding that the buyer receives, in its account at the tri-party bank, eligible securities having a market value (based on the market value and agreed-upon margins) at least equal to each outstanding repo trade amount.

Data elements include:

1 In a repo transaction, the New York Fed purchases securities under an agreement to resell those securities in the future in order to temporarily add reserve balances to the banking system. In a reverse repo, the New York Fed sells securities under an agreement to repurchase those securities in the future in order to temporarily drain reserve balances from the system.
2 For “Treasury” bid security types, counterparties may deliver only Treasury securities. For “Agency” bid security types, counterparties have the option to deliver federal agency debt, in addition to Treasury securities. For “Agency MBS” bid security types, counterparties have the option to deliver mortgage-backed securities issued or fully guaranteed by federal agencies, in addition to federal agency debt or Treasury securities.
3 Cash may occasionally be transferred in place of securities to fulfil a bid in a repo operation.

Securities Lending Transactions

Further information about securities lending operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Data elements include:

Revisions

Foreign Exchange Transactions

Further information about foreign exchange operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Data elements include:

1 For customer transactions, data pertain to the New York Fed's transactions conducted with foreign exchange dealers in order to fulfill customer requests to buy or sell dollars against foreign currencies.
2 When the New York Fed conducts an intervention for the U.S. monetary authorities (the Federal Reserve and the U.S. Department of the Treasury), the reported amounts reflect only that portion of the transaction conducted on behalf of the Federal Reserve.

Revisions

Outright Purchases and Sales of Foreign Sovereign Debt

Further information about foreign reserves management operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Data elements include:

Revisions

Euro-denominated Repurchase & Reverse Repurchase Transactions

Further information about foreign reserves management operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Note: The New York Fed typically settles the euro-denominated repo and reverse repo transactions it conducts through a tri-party arrangement. In a tri-party arrangement, a third party (the tri-party bank) acts as custodian and agent for the buyer and seller. The tri-party agent is responsible for screening and approving eligible securities, as identified by type by the buyer and seller, from the seller's pool of available securities, determining the current market value of the eligible securities, and ensuring, every day that a transaction is outstanding, that the buyer receives, in its account at the tri-party bank, eligible securities having a market value (based on the market value and agreed upon margins) at least equal to each outstanding repo trade amount.

Data elements include:

Revisions

https://www.newyorkfed.org/markets/OMO_transaction_data.html#rrp