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RBA Glossary definition for repurchase agreement
repurchase agreement – The vehicle whereby most Reserve Bank of Australia (RBA) domestic market operations are conducted. Repurchase agreements (usually called 'repos') involve the sale or purchase of securities with an undertaking to reverse the transaction at an agreed date in the future and at an agreed price. Repos provide flexibility in that they allow the RBA to inject liquidity on one day and withdraw it on another with a single transaction.
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Domestic Financial Markets and Conditions
10 May 2008
SMP
– May 2008
The average term of the Bank's repurchase agreements (‘repos’) with market participants increased from around 25 days prior to the market turmoil, to around 50 days late last year ... This follows the RBA's widening of the list of securities eligible
https://www.rba.gov.au/publications/smp/2008/may/dom-fin-mkts.html
International and Foreign Exchange Markets
10 Nov 2007
SMP
– November 2007
The Bank's holdings of foreign exchange under swap agreements are around $3 billion, down from $47 billion at the end of the June quarter. ... This reflects a shift in domestic operations towards bank bill repurchase agreements that began during the
https://www.rba.gov.au/publications/smp/2007/nov/intl-fx-mkts.html
International and Foreign Exchange Markets
10 Feb 2008
SMP
– February 2008
As discussed in Box A, this has occurred for two reasons: to accommodate the shift in domestic operations towards bank bill repurchase agreements that began during the recent turmoil in credit
https://www.rba.gov.au/publications/smp/2008/feb/intl-fx-mkts.html
Domestic Financial Markets
10 Feb 2012
SMP
– February 2012
A small number of Kangaroo bonds became ineligible for sale to the Reserve Bank under repurchase agreement following S&P's downgrade of some sovereigns.
https://www.rba.gov.au/publications/smp/2012/feb/dom-fin-mkts.html
Domestic Financial Markets
10 Feb 2018
SMP
– February 2018
Short-term interest rates in the repurchase agreement (repo) market increased significantly for a short period at the end of 2017 before returning to the levels that prevailed for most of
https://www.rba.gov.au/publications/smp/2018/feb/domestic-financial-markets.html
Domestic Financial Markets
10 Nov 2008
SMP
– November 2008
the Bank announced in early October that ‘related-party’ residential mortgage-backed securities (RMBS) and asset-backed commercial paper (ABCP) could be pledged as collateral on repurchase agreements with the Bank. ... through which they exchange one
https://www.rba.gov.au/publications/smp/2008/nov/dom-fin-mkts.html
Domestic Financial Markets
27 Nov 2017
SMP
– November 2017
Graph 4.1. Short-term interest rates in the repurchase agreement (repo) market have increased recently and remain high relative to overnight indexed swaps (OIS) rates.
https://www.rba.gov.au/publications/smp/2017/nov/domestic-financial-markets.html
Domestic Financial Markets
15 May 2017
SMP
– May 2017
Short-term interest rates in the repurchase agreement (repo) market remain high relative to OIS rates.
https://www.rba.gov.au/publications/smp/2017/may/domestic-financial-markets.html
International and Foreign Exchange Markets
10 Feb 2009
SMP
– February 2009
In contrast, demand for US dollars via repurchase agreements, the Term Auction Facility, the Discount Window and the Primary Dealer Credit Facility has recently fallen, as has demand for US dollars
https://www.rba.gov.au/publications/smp/2009/feb/intl-fx-mkts.html
Domestic Financial Markets
10 Aug 2016
SMP
– August 2016
Secured rates in the repurchase agreement (repo) market have also risen relative to OIS rates in recent months.
https://www.rba.gov.au/publications/smp/2016/aug/domestic-financial-markets.html