The Federal Reserve Bank of New York released their monthly statistics of the U.S. tri-party repo market for March 2015.
As of March 10, 2015, the total collateral in the U.S. tri-repo market increased $41.75 billion to $1.661 trillion. Most of the increase was in U.S. Treasury collateral which increased $51.19 billion to $651 billion. Medium margin levels remained stable except that Agency CMO’s decreased by 1% to 3%.
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