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Treasury Tri-party Repo Pricing

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  • Mark Paddrik
  • Carlos Ramirez

Abstract

Contrary to the belief that overnight Treasury tri-party repo prices are uniform, there is significant variation across market participants (Working Paper no. 25-07).

Suggested Citation

  • Mark Paddrik & Carlos Ramirez, 2025. "Treasury Tri-party Repo Pricing," Working Papers 25-07, Office of Financial Research, US Department of the Treasury.
    • Handle: RePEc:ofr:wpaper:25-07
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    File URL: https://www.financialresearch.gov/working-papers/files/OFRwp25-07_treasury-tri-party-repo-pricing.pdf
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    References listed on IDEAS

    as
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