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ARTICLE · 26 FEBRUARY 2014

Tri Party Repos: Monthly Volume Data - February 2014

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

United StatesFinance and Banking

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. 

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