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
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