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ARTICLE · 24 DECEMBER 2013

Tri Party Repos: Monthly Volume Data (December 2013)

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

United StatesFinance and Banking

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. 

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