Journal Article
Repo rate patterns for new Treasury notes
Abstract: Despite the enormous popularity of the market for repurchase agreements, the behavior of interest rates on \\"repo\\" transactions is not well understood. An analysis of new data for 1992-95 reveals that repo rates on recently issued Treasury notes rise and fall in a regular pattern as the Treasury auction cycle progresses.
Keywords: Government securities; Treasury notes;
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Bibliographic Information
Provider: Federal Reserve Bank of New York
Part of Series: Current Issues in Economics and Finance
Publication Date: 1996
Volume: 2
Issue: Sep
Order Number: 10