Observing the Heart of Global Liquidity

Here we go.

I'm very excited about this one!

As all readers know by now, we're digging deep into the data and building interactive tools to bring macro to light and out of the shadows!

In this edition of macrodispatch, we are launching a primary dealer flows explorer, where we can see the aggregate inflows and outflows of collateral from its balance sheet every week.

Overall, it's a simple way to understand the full scope of activities that happen inside repo markets:

It helps answer a couple of questions:

What assets are used?

What segment has the most significant volumes?

What type of repo agreement is it?

What is the term of the contract?

Remember that the main limitation of this dataset is that it does not cover non-primary Dealears flows.

This is a big gap, given that sponsored repo volumes are growing significantly in the repo market.

To access and explore the primary dealer's balance sheet on your computer, access this link here!

Primary Dealers Flows

Building Macro One Data Point at a Time!

Macro DispatchCOBER

That's all for today, folks!

Obrigado!