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Discussion Paper

Borrowing, Lending, and Swapping Collateral in GCF Repo®


Abstract: In the third post in this series, we examined GCF Repo traders? end-of-day strategies. In this final post, we further our understanding of dealers? behavior by looking at their trading pattern within the day.

Keywords: GCF Repo; Collateral Swaps; Clearing Banks;

JEL Classification: G2; G1;

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Bibliographic Information

Provider: Federal Reserve Bank of New York

Part of Series: Liberty Street Economics

Publication Date: 2016-05-05

Number: 20160505