Over the past month, data from S&P Global Market Intelligence Repo Data Analytics showed that global volumes in both repo and reverse repo markets increased whilst haircuts remained unchanged and average terms decreased.
Repo activity:
- Volume +4.6%
- Weighted Average Haircuts unchanged
- Average term decrease of 0.88 days (86.85 days current average)
Reverse repo activity:
- Volume +1.5%
- Weighted Average Haircuts unchanged
- Average term decrease of 0.22 days (134.69 days current average)