Repo Roundup: Collateral Shortage, 10 Year Fails, Tri-Party Reform, Q-End

G.C. Rates General collateral rates have stayed above federal funds for most of the past month, with G.C. rates averaging 3 basis points above fed funds since February 15 due to the large amount of bill issuance since the end of February.  At the same time, G.C. experienced significan
Continue Reading →