The Federal Reserve Bank of NY released their monthly statistics of the U.S. tri-party repo market for September.
For the month ending September 11, 2013, the total collateral in the U.S. tri-party repo market decreased by $68 billion, a decrease of 0.4%. The amount of collateral decreased for almost every asset class, with Corporates Non Investment Grade leading the decrease by $1.5 billion, or 8.6%.
Haircuts remained relatively stable with the median haircut remaining constant for all collateral types in September.
The statistics are available here.
Good day. Good statistics. TSR
This article is presented for informational purposes only and is not intended to constitute legal advice.