Fed blog: Intraday Timing of General Collateral Repo Markets

The authors use data collected by the Office of Financial Research to describe the intraday timing dynamics of general collateral (GC) repo trades in the interdealer market. They demonstrate that a significant majority of interdealer overnight Treasury repo is completed prior to 8:30 a.m., and they explore the various factors that drive repo traders to secure funding in the early morning.

The full article is available at https://libertystreeteconomics.newyorkfed.org/2021/07/intraday-timing-of-general-collateral-repo-markets/

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