Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/130636
Authors: 
Baklanova, Viktoria
Caglio, Cecilia
Cipriani, Marco
Copeland, Adam
Year of Publication: 
2016
Series/Report no.: 
Staff Report, Federal Reserve Bank of New York 758
Abstract: 
We provide aggregate statistics on U.S. dealers' bilateral repurchase agreements and economically equivalent securities lending activities. The data were collected from the U.S.-affiliated securities dealers of nine bank holding companies under a voluntary pilot program run by the Office of Financial Research and the Federal Reserve System with input from the Securities and Exchange Commission. We find that the majority of this activity involves the delivery or receipt of U.S. Treasuries, with equities a distant second. The most common maturity is one day. Finally, rates are widely dispersed across asset classes.
Subjects: 
bilateral repo
short-term funding
financial market
JEL: 
E44
G24
G12
Document Type: 
Working Paper

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