The Federal Reserve Bank of NY released their monthly statistics of the U.S. tri-party repo market for November.
For the month ending November 12, 2013, the total collateral in the U.S. tri-party repo market increased by $1.2 billion, an increase of less than 0.01%. ABS (Investment grade) and Equities led the increases of $2.8 billion (an increase of 16.8%) and $14 billion (an increase of 11.7%) respectively, while Money Market lead the decrease by $4 billion, or 16.8%.
Haircuts remained relatively stable with the median haircut remaining constant for all collateral types except for ABS Investment Grade, which dropped from 6% to 5%.
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.