The Federal Reserve Bank of NY released their monthly statistics of the U.S. tri-party repo market for January.
For the month ending January 10, 2014, the total collateral in the U.S. tri-party repo market decreased by $60.86 billion, a decrease of less than 0.038%. Money Market and Agency Debenture & Strips led the decreases of $4.86 billion (a decrease of 23.25%) and $11.71 billion (a decrease of 14%) respectively, while Equities lead the increase by $14.32 billion, or 10.63%.
Haircuts remained relatively stable with the median haircut remaining constant for all collateral types except for ABS Investment Grade, which decreased from 5.2% 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.
