Treasury GC repo market is fragile – BAML

14th January, 2019

Andrew Neil
NYC downtown

Researchers at Bank of America Merrill Lynch put year-end repo spike partly down to banks' paring back activity to reduce GSIB scores

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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