The Federal Reserve Bank of New York (FRBNY) recently developed and made available to the public an interactive tri-party repo market data tool. The tool is designed to complement the monthly tri-party repo market statistics that the FRBNY releases each month, allowing users to view the data graphically. Specifically, the tool allows users to analyze over certain time periods the changes in (1) volumes (in the aggregate and by specific asset class); (2) “haircuts” (i.e., margin levels); and (3) the concentration of top three dealers for a given asset class. The FRBNY stated that the tool was developed as part of its ongoing efforts to increase transparency in the tri-party repo market.
The interactive tri-party repo market data tool can be accessed here.
Good Day. Good data. DR2.