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FEDS Note: Repo Rate Sensitivity to Treasury Issuance and Quantitative Tightening
Source: Buzz FX / 12 Feb 2025 14:16:23 America/Chicago
February 12, 2025
Repo Rate Sensitivity to Treasury Issuance and Quantitative Tightening
1. Introduction
Over the past six months, Treasury repo rates have risen, on average, relative to the rate on the overnight reverse repurchase agreemen
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