Is there short-term data on Repo? I have no specific knowledge, yet I can only assume that the extreme levels of volatility in Treasuries - especially short-term, most especially intraday vol in 4/8-week bills since the SVB-debacle - does tremendous damage to repo-chains, as the increased vol needs to be mechanically countered by stronger haircuts, leading to degradation of funding.
One way to do All to All is to create separate mechanism and begin to move treasury activity into that program.
Is there short-term data on Repo? I have no specific knowledge, yet I can only assume that the extreme levels of volatility in Treasuries - especially short-term, most especially intraday vol in 4/8-week bills since the SVB-debacle - does tremendous damage to repo-chains, as the increased vol needs to be mechanically countered by stronger haircuts, leading to degradation of funding.
not a lot of data is available without a Bloomberg
but DTCC fails data, MOVE index, and repo volumes via the Fed's website are your best bet
and you assumed correctly