U.S. Repo Markets Data | Office of Financial Research
Daily data on rates and volumes in centrally cleared and tri-party repurchase agreement (repo) markets broken out by tenor and underlying collateral| www.financialresearch.gov
Last Updated: 11/25/2024| www.newyorkfed.org
The Federal Reserve Bank of New York (New York Fed) released a consultation on July 18, 2024, requesting public comment on proposed modifications to the Secured Overnight Financing Rate (SOFR) calculation methodology. The proposed modifications include removing transactions between affiliated institutions and adjusting the mechanism applied to mitigate the influence of “specials” transactions within the centrally-cleared Delivery-versus-Payment (DVP, also known as bilateral) segment ...| www.newyorkfed.org
For years, regulators have called for greater insight and transparency into the U.S. repurchase agreement (repo) market. As a crucial source of funding and liquidity for the U.S. financial system, repos provide short-term financing to banks, securities dealers, and other financial institutions to fund their liquidity provisions and leveraged investments. Currently, the daily volume of transactions on all U.S. repo markets exceeds $4 trillion.| www.financialresearch.gov
Daily data on rates and volumes in centrally cleared and tri-party repurchase agreement (repo) markets broken out by tenor and underlying collateral| www.financialresearch.gov
In the past, the OFR has partnered with other regulatory agencies to fill data gaps in securities lending and repo markets.| www.financialresearch.gov
