4/ Repo dealers in the study earn in this transaction based on spreads of rehypothecation data:
$175 million for Treasuries.
$209 million for non-Treasuries.
These margins are driven by offsetting transactions with rehypothecated collateral.
$175 million for Treasuries.
$209 million for non-Treasuries.
These margins are driven by offsetting transactions with rehypothecated collateral.
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US Bonds Markets
With the OFR’s initiative, we gain a clearer view of the mechanisms behind the most liquid market in the world.
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