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

October 6, 2016

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

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

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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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