We Need To Discuss The New Repo Market Data ASAP
Eurodollar University
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The Resurgence of Agency MBS in the Repo Market
This chapter discusses the increase in usage of agency mortgage-backed securities (MBS) in the repo market and the decline in volumes of repo using US Treasury collateral. It explores the reasons behind this shift and speculates that money market funds and the growth of treasury bill purchases may be influencing participants to choose MBS collateral as an alternative.
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