The Cleared Bilateral Repo Market and Proposed Repo Benchmark Rates

Posted: 14 Oct 2017

See all articles by David Bowman

David Bowman

Board of Governors of the Federal Reserve System

Joshua Louria

Independent

Matthew McCormick

Federal Reserve Banks - Federal Reserve Bank of Dallas; Government of the United States of America - Office of Financial Research

Mary-Frances Styczynski

Board of Governors of the Federal Reserve System

Date Written: February 27, 2017

Abstract

As described in a recent statement and blog post, the Federal Reserve Bank of New York (FRBNY), in cooperation with the Office of Financial Research (OFR), is considering the publication of several new benchmark rates for overnight Treasury general collateral repurchase agreement (repo) transactions in order to enhance market transparency and efficiency by improving the quality and breadth of repo market information available to the public.

Suggested Citation

Bowman, David H. and Louria, Joshua and McCormick, Matthew and Styczynski, Mary-Frances, The Cleared Bilateral Repo Market and Proposed Repo Benchmark Rates (February 27, 2017). FEDS Notes No. 2017-02-27-2, Available at SSRN: https://ssrn.com/abstract=3711706 or http://dx.doi.org/10.17016/2380-7172.1940

David H. Bowman (Contact Author)

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States
202-452-2334 (Phone)
202-736-5638 (Fax)

Joshua Louria

Independent

Matthew McCormick

Federal Reserve Banks - Federal Reserve Bank of Dallas ( email )

2200 North Pearl Street
PO Box 655906
Dallas, TX 75265-5906
United States

Government of the United States of America - Office of Financial Research ( email )

717 14th Street, NW
Washington DC, DC 20005
United States

Mary-Frances Styczynski

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

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