Spreads of 76 bps in repo indices show challenge of best execution in US repo markets (Premium)
We’ve completed an analysis on the last three months of data from DTCC’s GCF Repo(R) index and BNY Mellon’s tri-party repo index, focusing on US Treasuries. The spread on these two indices is wide on a good day and was immense at quarter end. What does this mean for understanding best execution in the repo markets?
This content requires registration. Get access today by signing up here.
OFR publishes data on repo dealer netting with the buy-side on CCPs - is it worth the new costs? (Premium)March 13, 2017
February 8, 2017
June 20, 2016