Widespread media coverage of end of quarter UST repo rate hikes, but this is the new normal

Pretty much all the big media outlets covered US Treasury repo spikes at the end of the quarter. The data from DTCC’s GCF repo tell the story well for intra-broker trading activity. Repo rate spikes and volume reductions at end of quarter are news, but they are also very expected. We noticed a few things in the story lines and report back on our own expectations about what a fully costed LCR means for repo pricing.

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