Repo

We size the global repo markets at US$14.3 trillion (Premium)

Fed establishes Standing Repo Facility and Foreign and International Monetary Authorities Repo Facility

Reuters: CME’s BrokerTec to launch new collateral basket for EU bonds

Two questions on DeFi smart contracts in repo and securities finance (Premium)

Paper: Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis

Fed blog: Intraday Timing of General Collateral Repo Markets

Eurex expands client scope of buy-side access to cleared repo business

Paper: Federal Reserve’s balance-sheet normalization from 2017-2019 increased repo rate distortions

Sri Lanka’s Colombo Stock Exchange introduces repo trading

Analysis: the FOMC conversation on a Standing Repo Facility (Premium)

BrokerTec reports EU repo average daily notional of €301.0B for Q2 2021

Two big new bank rules went into effect this week with impacts for global repo

Goldman Sachs joins JPM’s repo blockchain platform

Three papers on repo and collateral show holes and opportunities in market structure (Premium)

Four securities finance impacts from the Fed’s adjustment to IOER and RRP rates (Premium)

75% of repo market transactions should be STP by 2025

The relationship between Peer to Peer success and bank balance sheet availability is breaking down (Premium)

Broadridge Launches DLT Repo platform to Execute First Bilateral Repo Trades Using Smart Contracts

Finadium: Can Peer to Peer Securities Finance Take Off in 2021?

Paper: Sovereign Immunity in Repo and Derivative Documentation: When to Worry – What to Do

FT: US money market funds struggle as short-term rates near negative territory

Europe has lessons for US cash investors as overnight rates turn negative

Reuters: Fed reverse repo volume sparks worries U.S. short-term rates could go below zero

Global Investor: LCH RepoClear presents the case for repo clearing

China, netting and the ASIFMA/ICMA Asian repo survey (Premium)

BME Clearing clears first cross-border repo with Italy’s Monte Titoli

Bank of England blog: Decomposing changes in the functioning of the sterling repo market from 2014 to 2018

Recent data on buy-side liquidity in US repo (Premium)

What we learned at last week’s webinar on European repo data, best ex and D2C (Premium)

European Repo – data, best ex and dealer to client (D2C) trading

ICMA updates repo best practices to support post-trade efficiency

BrokerTec European repo volumes reach record highs

Risk: Esma dithers over mandatory LEIs for repo collateral

ICMA 40th European repo market survey finds support for voice brokerage and recovery of core Eurozone collateral

Everyone’s talking about product convergence but may not mean the same thing (Premium)

Negative US Treasury DVP repo poses marketing challenge to SOFR (Premium)

Overcoming Obstacles to European Dealer to Client Repo for the Buy-side

WSJ: Crowded Bet Against 10-Year Treasury Hits Repo Market

SFM Interview: building repo and TRS into a UCITS wrapper for alternative funds (Premium)

Finadium: Global Tri-party survey shows assets at $6.15 trillion, broad increase in pledge demand

Negative US repo rates all but demand a Federal Reserve response

Bank of England working paper: How do secured funding markets behave under stress? Evidence from the gilt repo market

Clearstream: Innovations with balance sheet netting solutions for repo trading

Repo market opinions on the Fed moving IOER or changing term repo rates (Premium)

State Street Introduces New Peer-to-Peer Repo Financing Marketplace for the Buy-Side

Reuters: Exclusive: French bankers seek EU law to move euro clearing from London

ICMA report on Asian bond markets shows corporate repo rates by country of risk

Fed’s Brainard speaks on MMFs in US repo, CCPs and all-to-all Treasury trading

Growth patterns in the Continental European cleared repo market (Premium)

Exclusive: Bob Zekraus to join Pirum as COO