The ongoing disconnect of US bilateral DVP repo rates vs. triparty

Sure, US Treasury repo rates in triparty are propped up by the Reverse Repo Facility, and bilaterally settled Delivery-versus-Payment (DVP) rates are governed by different supply, demand and balance sheet characteristics. But does that explain why rates have varied so greatly between the two over the last month, especially looking at term transactions? Here’s what the data say.
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