Affiliate Repo and the 2024 STFM Update

Melanie Friedrichs, Robert Mann, Luke M. Olson and Ksenia Potapov

No 25-08, The OFR Blog from Office of Financial Research, US Department of the Treasury

Abstract: In 2024, affiliate repo trades began to distort some tri-party repo rates. To address this, the OFR is updating the OFR Short-term Funding Monitor.

Date: 2025-08-07
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