The Federal Reserve Bank of NY released their monthly statistics of the U.S. tri-party repo market for August 2014.
As of August 11, 2014, the total collateral in the U.S. tri-party repo market increased by $35.33 billion to $1.6 trillion. Equity collateral increased $10 billion to $143 billion and Agency CMOs increased by approximately $4 billion to $84.74 billion.
Median haircuts remained relatively stable except for non-investment grade collateral, which decreased from 8.% to 6%.
Good Day. Good transparency. DR2