The Federal Reserve Bank of New York released their monthly statistics of the U.S. tri-party repo market for May 2015.
As of May 11, 2015, the total collateral in the U.S. tri-repo market increased by approximately $24.45 billion to $1.619 trillion. Most of the increase was in U.S. Treasury collateral which increased $19.36 billion to $602 billion. Investment grade corporates increased by approximately $4.56 billion while agency debentures and strips decreased by 6.72 billion. Medium margin levels remained stable.
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