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Repo Financing

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Size and stress in the repo financing market — a gauge of short-term funding supply and demand

Module/Funding
Latest Level$3.2 trillion
1-week Change-$12.4 billion
4-week Change-$12.4 billion
13-week Change-$68.8 billion
Historical Percentile99.2%
What To Watch
  • Whether financing usage sits at a high historical percentile and coincides with dealer inventory or auction absorption pressure.
  • Whether high financing spills into SOFR-EFFR, SRF/repo, or settlement fails; without spillover it is more position/activity context.
What Can Mislead
  • High financing can reflect high inventory or activity, not necessarily stress.
  • Weekly dealer data cannot explain intraday funding shocks; confidence should be lower than live repo/funding data.
Data Lineage

Sourced from NY Fed Primary Dealer Statistics; used across Funding and institutional behavior.

Sources: New York Fed Primary Dealer Statistics

Chart
$1.02T$1.62T$2.22T$2.81T$3.41T2013/042017/012020/102026/06

Sources·New York Fed Primary Dealer Statistics as of 2026-06-03