The U.S. Federal Reserve announced today that it is beefing up efforts to ensure market liquidity with several steps to boost the effectiveness of its existing liquidity facilities.
Actions taken by the Federal Reserve include:
> extension of the Primary Dealer Credit Facility (PDCF) and the Term Securities Lending Facility (TSLF) through January 30, 2009.
> the introduction of auctions of options on $50 billion of draws on the TSLF.
> the introduction of 84-day Term Auction Facility (TAF) loans as a complement to 28-day TAF loans.
> an increase in the Federal Reserve’s swap line with the European Central Bank to $55 billion from $50 billion.
The Fed explained that the extension of the PDCF and TSLF comes, “in light of continued fragile circumstances in financial markets.”
“These facilities would be withdrawn should the Board determine that conditions in financial markets are no longer unusual and exigent,” it notes.
The first new 84-day TAF auction will take place on August 11. The Federal Reserve will conduct biweekly TAF auctions, alternating between auctions of $75 billion of 28-day credit and auctions of $25 billion of 84-day credit. Currently, the Fed auctions $75 billion of 28-day funds every two weeks. During a transition period, the amount of 28-day credit being auctioned will be reduced to keep the amount of TAF credit outstanding at $150 billion.
Additionally, the European Central Bank and the Swiss National Bank will also make 84-day funds, as well as 28-day funds, available at their dollar auctions. The FOMC has authorized an increase in its dollar swap line with the ECB to $55 billion from $50 billion in order to accommodate a temporary increase in the ECB’s dollar auctions as the ECB shifts some of its auctions to 84-day terms. The size of the SNB’s swap line remains at $12 billion.
In addition to the extended facilities, the FOMC has authorized the Federal Reserve Bank of New York to auction options for primary dealers to borrow Treasury securities from the TSLF. The Fed intends to offer options in advance of periods that are typically characterized by elevated stress in financial markets, such as quarter ends.
Fed extends emergency lending to investment banks
Plans to increase the size of a swap line with the European Central Bank
- By: James Langton
- July 30, 2008 July 30, 2008
- 08:45