Increased volatility has reduced repo activity and increased fails. Money market rates, however, remain stable. Meanwhile, the bear steepener hinders risk assets, as the coming QRA may provide relief
Sure I get that but I'd assume people are generally less aware of the short term trend than the long term. It is the point of having a weekly update no?
What is the significance of treasury & agency fails? The latter seems to have increased a lot this month.
increased volatility usually results in the lack of the ability to deliver collateral in a timely manner
Wouldn't it be better to start the rrp chart from 2021?
I just wanted to show the evolution of the RRP over time
Sure I get that but I'd assume people are generally less aware of the short term trend than the long term. It is the point of having a weekly update no?
no