Spike in triparty r...
 
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Spike in triparty repo


Dave
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 Dave
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What is behind recent spike in triparty volumes only in Treasuries?

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Joseph Wang
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Tri-party Treasury volumes can be seen via TGCR volumes. I don't see a spike in volumes. 

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Dave
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That is very strange, as I went here: https://www.newyorkfed.org/data-and-statistics/data-visualization/tri-party-repo#interactive/volume

and when filtering for US Tsys excluding Strips, you can see a very large spike. Perhaps it is volume outside GCF as I think link above includes full triparty market?

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Joseph Wang
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That includes Fed repo eg RRP, which has been over $1t

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Dave
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Thanks!

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