Borrowing, Lending, and Swapping Collateral in GCF Repo®

By Marco Cipriani and Adam Copeland 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. Pure Borrowers and Pure Lenders Using confidential GCF Repo data from the first half of … Continue reading Borrowing, Lending, and Swapping Collateral in GCF Repo®