macrodispatch.bsky.social
Stir/energy/macro/ai-->(graphs)--> are cool
Transforming macro into charts one data point at a time
Formerly @stoneX @macrohive @themacrocompass
#finsky #econsky
Heres part of my work:
Macrodispatch.com
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Mt mate @arishisays.bsky.social calculated we can expect SOFR volumes to fall a bit because some transactions are out..
And month end fixes can be 1bp wider.
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So TLDR,
Lower specials impact
Ad-hoc affiliated institutions Triming,
=
Cleaner Read of repo conditions of money markets and not specific collateral demand.
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For the New people repo on "Specials" are collateral that is in higher demand then Others, thefore trade at a lower level since dealers may compete for it to offer it to its final clients (Normally HF in the non-cleared repo segment).
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it would eliminate trades that were in the 25th volume-weighted percentile rate of the DVP FICC
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The second modification adjusts the mechanism applied to mitigate the influence of “specials” transactions by removing a consistent 20 percent of the lowest-rate transaction volume in FICC DVP Repos
How was it before?
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Transactions will be excluded on a "best efforts" basis, where neither of the affiliated institutions appears to be acting in a fiduciary capacity.
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1. The New York Fed excludes transactions between affiliated institutions when relevant and when the data to make such exclusions are available.
how you may ask?
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www.macrodispatch.com/housing/
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www.macrodispatch.com/stir/
#econsky #repo #stir #rates
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6/ I’ve built a visual mapping of these flows to make the paper’s insights easier to understand. Stay tuned for the release and check out the live repo monitor here:
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5/ This complex process matches collateral speculators with cash lenders, keeping the repo market liquid and busting the liquidity in the deepest market of the world
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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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.
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3/ Visualizing these flows offers insight into where most rehypothecation happens.
For example, dealers often reuse GC collateral in tri-party repos to raise cash.
That cash can then be lent into NCCBR and DVP markets.
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2/ A new OFR paper (dropped Friday) dives deep into this dynamic, providing fresh flow data.
Here's what it uncovered:
65% of received collateral is rehypothecated.
This is below the Federal Reserve's Regulation T limit of 140%.
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Whos been Buying Brazilian Equitties
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Also, cant that be just that the higher fiscal response from the US Relative to peers helped create demand for high wage industries, there fore better avg job oportunitties
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for free eia interactive analytics 5 minutes after release, i be dropping it here on bluesky
www.macrodispatch.com/weekly-energy/
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OER and Services Having the Highest Inflation Pressure on a YoY and 3M annualized basis
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since 2020 the olny sectors that are losing to CPI are Mining and Logging and Information
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if you liked the visuals a web applicationals please share with your network, lets make #fintwit great again!
And for tha, here's the full free interactive report!
its a web aplication not fit for mobile!
www.macrodispatch.com/dualmandate/
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On a 3M annualized Basis Both Core and headline continue trending higher
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Services and inflation continue High
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Services Inflation OER continues to have a higher then avg Rate
Airline fares also had A 1.4 Z-score Jump
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If a newcomer is welcome on your list, go on Twitter later. Full of bots!
But I spent a lot of time building out a little finreg free open application to monitor the recent and new repo markets data consolidated in one place
Updates weekly!
www.macrodispatch.com/stir/
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for open market analytics from energy to stir markets to daily treasury statements and cross-asset vol moves, all open to the public for free and updated automatically
www.macrodispatch.com/interactive-...
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www.macrodispatch.com/interactive-...
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post from energy to stir to fed dual mandate, all interactive charts and analytics are open to the public.
All live and updated 24/7
Jumped on bsky to see what the fuss was about
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Here is the source data report its open www.macrodispatch.com/vam/
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The dollar has been gaining value across all EM/DM over the past 48 hours over 1.6 z-score moves cross assets are mainly in FX
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Hey
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www.macrodispatch.com/bcb/
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E a curva de juros segue precificando este cenário
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5/ Want to take a closer look? 🧐
Check out our interactive chart and see how the debate shaped the news for yourself! 📊👇
www.macrodispatch.com/debate_graph/
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4/ Curious about how these topics were discussed? You can explore the real-time context of each policy point and see who said what and why it matters. 🗞️👀
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3/ But it doesn't stop there. 🔍
We also pinpointed the trending concepts and ideas that sparked the most conversation. Want to know what’s really shaping the narrative?
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2/ We analyzed the debates and identified the top policy topics that were front and center. 🗣️
From healthcare to the economy – here’s what you need to know. 💡