The Federal Reserve Bank of NY released their monthly statistics of the U.S. tri-party repo market for December 2014.
As of December 9, 2014, the total collateral in the U.S. tri-party repo market increased by $44.56 billion to $1.639 trillion. U.S. Treasury collateral increased $52.29 billion to $641 billion while Agency MBS collateral decreased by approximately $16 billion.
Median haircuts remained stable.
The statistics can be found here.
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