Banks Likely ‘End Game’ for Repo Market as Treasury Supply Grows

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Jason Williams News

Bloomberg,US Treasury,Repurchase Agreements

(Bloomberg) -- Banks will have a bigger footprint in the market for repurchase agreements as US Treasury coupon bond issuance swells and demand for financing...

-- Banks will have a bigger footprint in the market for repurchase agreements as US Treasury coupon bond issuance swells and demand for financing grows in the coming years.With Housing Costs High, Democrats Hone YIMBY Message

With balances at the Federal Reserve’s overnight reverse repo facility, or RRP — considered an alternative to T-bills or private market repo — potentially close to being drained, actual bank participation in the market is more critical, he said. Banks will “eventually become the end game as the marginal cash lender in repo markets,” he wrote. “Given that T-bill supply will be growing as well – and likely utilizing some or all of the remaining RRP cash – we think bank portfolios will have to be tapped for reserves at some point.”

Some of the larger Global Systemically Important Banks, or GSIBs, have cash to “spare” for lending into repo, he said.

 

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