As someone who was a CEO of a $40 bn balance sheet Gov securities broker dealer, FICC full netting member and primary dealer, I can attest to this being a very clear and concise informative piece.
Repo rates like GC aren't available on Trading View because they’re institutional benchmarks sourced from interdealer markets or the Fed. Unfortunately, only platforms like Bloomberg or Eikon offer real-time access.
Best alternative on Trading View is to use
FRED:SOFR for daily SOFR data, or track SOFR futures (/SR3) and short-term Treasury yields as proxies for funding conditions.
Great article/read. One small note: I noticed MMFs were missing from the RRP Participants block of the infographic—should they be added for completeness?"
As someone who was a CEO of a $40 bn balance sheet Gov securities broker dealer, FICC full netting member and primary dealer, I can attest to this being a very clear and concise informative piece.
Can’t get a much better stamp of approval than that.
Hope you’re having a great weekend, Judah!
All good thx!
Very broad and clear. Gj !
Insightful and concise. A must read for all those willing to understand the mechanics behind markets
🫡
Solid piece guys
Another great global primer.
If not using BBG, what ways do you monitor repo rates?
Repo rates like GC aren't available on Trading View because they’re institutional benchmarks sourced from interdealer markets or the Fed. Unfortunately, only platforms like Bloomberg or Eikon offer real-time access.
Best alternative on Trading View is to use
FRED:SOFR for daily SOFR data, or track SOFR futures (/SR3) and short-term Treasury yields as proxies for funding conditions.
Amazing summary of the repo market!
Thank you, Jon. Glad you enjoyed.
GM
This is great!
Conk’s quant?
Thanks, Michael 🤝
!
Lovely stuff.
Great article/read. One small note: I noticed MMFs were missing from the RRP Participants block of the infographic—should they be added for completeness?"