Fed investing $128 billion

I would like to understand why the Fed is injecting so much money and what could be the consequences? In general, the financial world seems to be in a climax. What is the reason behind it?

Financial market climax and repayment agreement rates, or repo rate spikes are two different things. Oftentimes they coincide. The existence and direction of causality only become transparent in the retrospect.



Repo market is the glue that channels the short term liquidity in financial markets. This matches lenders with short term cash to invest with borrowers with short term requirements and with appropriate collateral (a vast majority of the repo is GC - general collateral - high-quality assets like treasuries).



The repo rate spikes when there is a squeeze in excess liquidity - especially among major book makers like large banks and other primary dealers. Why the short term liquidity experienced a squeeze on Monday is any body's guess - candidates being quarter-end tax payment of corporates (who are the lenders) to recent treasury issue roll-overs and even the jitters from the hit in Saudi oil facility.



But in general, there are some structural issues since the 2008 crisis. Firstly the impact of regulations on the repo market is distinct - the liquidity requirements, leverage requirements etc - this pushes the demand and reserve requirements for cash and high-quality assets. Second, the excess liquidity (excess deposits from banks with the Fed) has squeezed a lot in recent time, following the fed rate hikes and balance sheet shrinkage (roll-off of QE purchase). This is still much higher than pre-crisis levels, but the regulations that followed made the perception of a normal buffer at a much higher level. Finally, unlike many other central banks, the Fed surprisingly does not have a standing repo facility (they do specific ones - like now).



In my view, the current spikes in most likelihood are just technical. It will die down in a few days and the fed fund will go back within target comfortably. But I also think, in the current state of affairs, where the fed controls the rates with just fed fund target and there is a high skew for cash and high-quality assets in regulations, the fed will eventually introduce a standing repo facility. If one was in place, probably this spike would never happen. Read more here.

JPM, in particular, has been hoarding cash. They have withdrawn 158 billion of their overnight reserves at the Fed as of June 30th. Normally banks are expected to lend to each other. JPM of course, will not. So the Fed has to step in to fix "the plumbing" as it were.