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Repo Patterns for New Treasury Notes, Volume 2, Issue 10

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Repo Patterns for New Treasury Notes, Volume 2, Issue 10

DATE: September 1996

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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.

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Federal Reserve Bank of New York. Research and Statistics Group. "Repo Patterns for New Treasury Notes, Volume 2, Issue 10," Current Issues in Economics and Finance (September 1996). https://fraser.stlouisfed.org/title/6879/item/627867, accessed on March 28, 2023.

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