Fed launches new Tri-Party/GCF Repo analysis tool

This interactive examines several key aspects of the U.S. tri-party repo market and the GCF Repo® service.

This information is provided to the public in the interest of providing greater transparency into the size and nature of the U.S. tri-party repo market, as outlined in Recommendation 13 of the Tri-Party Repo Task Force Report. The underlying data provide a snapshot view of the market on the seventh business day of each month, and are obtained from the two tri-party repo clearing banks, Bank of New York Mellon (BNYM) and JP Morgan Chase (JPMC), as well as the Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC). The tri-party repo statistics cover all transactions in the U.S. tri-party report market (including those involving the Federal Reserve), except GCF Repo.

The new analytics are available at the Fed’s website.

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