Three quarters of US uncleared repo have no haircuts - report

15th May, 2023

Sophia Thomson
Was

The OFR published, ‘Lessons from a Pilot Survey of Non-centrally Cleared Repo Data’ which documents information regarding collateral, volumes, rates, counterparty types, and haircuts of the repo market

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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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