DiscoverEurodollar UniversityCollateral Shortage Hits Repo Market – What You Need to Know
Collateral Shortage Hits Repo Market – What You Need to Know

Collateral Shortage Hits Repo Market – What You Need to Know

Update: 2024-10-29
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Repo fails make sense being an indicator of collateral difficulties. Same for the 4-week US Treasury bill rate when it falls substantially. But how does Japanese government bill yields fit into the US$ repo picture? And why are they such a solid fit for it? The answer lies in the carry trade and what it means for funding markets as well as US recession risks. 

Eurodollar University's Money & Macro Analysis

Bloomberg Mizuho Buys ‘Safe’ Assets on Risk That US Soft Landing Fails
https://www.bloomberg.com/news/articles/2024-10-08/mizuho-buys-safe-assets-to-cut-damage-if-us-soft-landing-fails

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Twitter: https://twitter.com/JeffSnider_EDU

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Collateral Shortage Hits Repo Market – What You Need to Know

Collateral Shortage Hits Repo Market – What You Need to Know

Jeff Snider