Thanks to Todd Zerega and Tom Watterson for this posting.
On November 30, The Federal Reserve Bank of NY released their monthly statistics of the U.S. tri-party repo market.
For the month ended November 9, 2012, the total collateral in the U.S. tri-party repo market increased by $94 billion, more than 5%, to $1.95 trillion. Treasuries, agency CMOs, money market securities, and equities all fell in their share of the total collateral used in tri-party repos (each by less than 0.5%). The amount of agency MBS that was used as collateral increased by $58 billion, and increased as a share of the total collateral by 1.1%.
Haircuts remained relatively stable with the median haircut remaining constant for all collateral types.
The statistics are available here.
Good day. Good reading. TSR