Sterling Monetary Framework
Long-Term Repo Open Market Operations
The Bank currently provides long-term financing to the banking system through long-term repo OMOs and through Gilt Purchases to back the note issue.
The Bank conducts long-term repos monthly, usually at 10am on a Tuesday mid-month. The Bank may lend at 3, 6, 9 and 12-month maturities. The price of long-term repos are determined in variable-rate auctions on a discriminatory-rate basis.
Since December 2007, and especially since September 2008, the Bank has increased the amount and frequency of its three-month lending and has expanded the range of collateral eligible in those operations (i.e. in 'extended long-term repos'.)
As described in the Bank's consultative paper of October 2008 on the development of the Bank's market operations, the Bank is minded to widen permanently the range of collateral eligible in its routine monthly long-term repo OMOs (and plans, after consultation, to modify their operational design).
Counterparties participate in long-term repo OMOs electronically via Btender, the Bank’s electronic tendering system.
Results
Market Notices
The main SMF Documentation sets out how these operations work. Its provisions may be amended by the Bank from time to time by Market Notices.
Consolidated Market Notice: Extended-Collateral Long-Term Repo Operations (64k)
8 January 2010
Market Notice: Extended-Collateral Long-Term Repo
Operations (15k)
8 January 2010
Consolidated
Market Notice: Sterling Monetary Framework; Asset Purchases (15k)
8 January 2010
Consolidated Market Notice: Changes to the Eligibility Criteria for Access to Reserves Accounts and Other Sterling Monetary Framework Facilities (18k)
13 November 2009
Click here to see all previous Market Notices, show
Click here to see all previous Market Notices, hide
- Consolidated Market Notice: Extended-Collateral Long-Term Repo Operations (66k)
25 September 2009 - Market Notice: Changes to the Eligibility Criteria for Access to Reserves Accounts and Other Sterling Monetary Framework Facilities (18k)
5 October 2009 - Market Notice: Extended-Collateral Long-Term Repo Operations (11k)
11 September 2009 - Consolidated Market Notice: Extended-Collateral Long-Term Repo Operations (65k)
11 September 2009 - Consolidated Market Notice: Extended-Collateral Long-Term Repo Operations (63k)
20 August 2009 - Gilt Purchases; Sterling Monetary Framework (11k)
6 August 2009 - Long-Term Open Market Operations (15k)
10 July 2009 - Extended-Collateral Long-Term Repo Operations on or after 29 April
29 April 2009 (42k) - Extended-Collateral Long-Term Repo Operations
29 April 2009 (15k) - Extended-Collateral Long-Term Repo Operations
19 March 2009 (39k) - Extended-Collateral Long-Term Repo Operations; Discount Window Facility; US Dollar Repo Operations; Special Liquidity Scheme: Summary of Changes
19 March 2009 (12k) - Extended Collateral Long-Term Repo Operations
2 February 2009 (13k) - Eligible collateral table; Operational Calendar
19 December 2008 (12k) - Extended collateral long-term repo operations
15 December 2008 (60k) - Extended collateral long-term repo operations
14 November 2008 (8k) - Sterling Long-Term Repo Operations; US Dollar Repo Operations; the Special Liquidity Scheme: Haircuts
13 October 2008 (15k) - Sterling Long-Term Repo Operations; US Dollar Repo Operations; the Special Liquidity Scheme
8 October 2008 (13k) - Extended Collateral Long-Term Repo Operations
3 October 2008 (29k) - US Dollar Repo Operations; Extended Collateral Sterling Long-Term Repo Operations
26 September 2008 (32k) - Long-Term Repo Operations
9 September 2008 (12k) - Long-Term Repo Operations
10 June 2008 (15k) - Long-Term Repo Operations
11 March 2008 (15k) - Long-Term Repo Operations
14 December 2007 (28k) - The Bank of England's Operations in the Sterling Money Markets: Long-Term Repo Operations
14 December 2005 (18k)
