term

In US repo, an end of year print at 27 bps means uncertainty is afoot (Premium)

September 29, 2020

Federal Reserve, repo facility, term, topstory, US repo

We heard last week that an end of year US repo term transactions has printed at 27 bps while the Fed’s repo facility remains a backstop for most of the…

An expensive and odd quarter end for US repo including equities (Premium)

October 6, 2016

Josh Galper

Basel III, CCP, Repo, US

bilateral, CCP, Equities, Repo, term, topstory, US Treasuries

No Comments

The rising cost of US Treasury repo at quarter end is now well documented but something strange happened last week between the bilateral and CCP market. Trends in S&P 500…

How much is term repo in US markets really worth? (Premium)

September 7, 2016

Josh Galper

Cash management, Investments, Repo

Repo, S&P 500 equities, term, topstory, US Treasuries

No Comments

Using new data from AVM’s Direct Repo(TM) platform, we quantify the value of term repo in the US repo market this week. The data set is unique as it presents…

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In US repo, an end of year print at 27 bps means uncertainty is afoot (Premium)

An expensive and odd quarter end for US repo including equities (Premium)

How much is term repo in US markets really worth? (Premium)

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