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Overnight reverse repo facility (ON RRP)

A Fed facility where money funds and others park cash overnight at a fixed rate, setting a floor under short-term interest rates.

The ON RRP is the mirror of the standing-repo-facility. Rather than lending cash, the Fed takes it in, paying a set rate against Treasury collateral. No investor will lend to the private market below a rate they can get risk-free from the Fed, so the facility puts a floor under sofr and effr.

Balances at the facility are a useful gauge of excess cash in the system. A large and falling balance usually means quantitative-tightening is being absorbed without draining bank-reserves.

Example: the ON RRP rate is 5.30% and balances fall from $2.2 trillion to $400 billion over a year. That drain, not reserve scarcity, absorbed most of the Treasury bill supply issued after a debt-ceiling resolution.

Related: reverse-repo, standing-repo-facility, iorb, bank-reserves, quantitative-tightening

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