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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
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
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
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 Nov 2016
SMP
– November 2016
Short-term secured interest rates in the repurchase agreement (repo) market have risen relative to OIS rates, though these spreads have retreated from their highs in recent weeks.
https://www.rba.gov.au/publications/smp/2016/nov/domestic-financial-markets.html
Domestic Financial Conditions
9 Aug 2019
SMP
– August 2019
Repurchase agreement (repo) rates were little changed relative to OIS overall in recent months.
https://www.rba.gov.au/publications/smp/2019/aug/domestic-financial-conditions.html
Domestic Financial Conditions
10 May 2018
SMP
– May 2018
Graph 3.3. Short-term interest rates in the repurchase agreement (repo) market have also increased, and remain high at 40–50 basis points above OIS.
https://www.rba.gov.au/publications/smp/2018/may/domestic-financial-conditions.html
Domestic Financial Markets
4 Feb 2016
SMP
– February 2016
Secured funding 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/feb/domestic-financial-markets.html
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
However, repurchase agreement (repo) rates rose sharply at the end of the September quarter before easing subsequently, repeating a pattern seen at the ends of the previous three quarters.
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.html