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All You Ever Wanted To Know About Interest Rates | DC Analyst

Forward Guidance

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General Collateral Baskets in the US Repo Market

The US repo market is an interesting and weird niche of how like general collateral baskets develop. It's generally any any treasury, any treasury security note bond floating rate, floating rate note bill strips are all kind of one bucket then agency mortgage backs are a separate bucket. And I mean to just to some extent repo against lower quality collateral does exist it's not very large. But yeah, these things change over time so actually a really good example of this is the European sovereign debt crisis in the euro repo market.

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