United States: Tri Party Repos: Monthly Volume Data (October 2013)

The Federal Reserve Bank of NY released their monthly statistics of the U.S. tri-party repo market for October.

For the month ending October 9, 2013, the total collateral in the U.S. tri-party repo market increased by $51 billion, an increase of 0.3%. The amount of collateral increased for almost every asset class, with Money Market leading the increase by $7 billion, or 41.3%.　

Haircuts remained relatively stable with the median haircut remaining constant for all collateral types except for ABS Investment Grade, which grew from 5% to 6%.

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.