cover of episode HOLY SH*T: SURGE in Repo Fails + Swap Spreads Plunging

HOLY SH*T: SURGE in Repo Fails + Swap Spreads Plunging

2024/11/12
logo of podcast Eurodollar University

Eurodollar University

Frequently requested episodes will be transcribed first

Shownotes Transcript

Repo fails jumped by 50% in the latest weekly data, which just so happens to be the same week swap spreads plunged to record lows. It was also when the US economy, at least its labor data, took a turn for the worse. Understanding the connections between all these money and macro indications is critical. 

Eurodollar University's Money & Macro Analysis

Financial Times New York Fed examines banks’ role in money market turmoilhttps://www.ft.com/content/83a5bb70-dbca-11e9-8f9b-77216ebe1f17

FOMC Chair Powell Press Conference Transcript October 2019https://www.federalreserve.gov/mediacenter/files/FOMCpresconf20191030.pdf

https://www.eurodollar.universityTwitter: https://twitter.com/JeffSnider_EDU