Hedge Fund Monitor
FICC Sponsored Repo Service Volumes
Sponsored repo refers to secured borrowing transactions in which a dealer that is a member of the Fixed Income Clearing Corporation (FICC) sponsors a non-dealer counterparty (i.e., sponsored member)—typically a hedge fund or money market fund—onto FICC’s cleared repo platform. FICC publishes sponsored repo volumes daily.
Disaggregated repo volumes are reported from the perspective of the sponsored member and combine both General Collateral (GC) repo and Delivery-versus-Payment (DvP) repo. A repo transaction involves the sponsored member borrowing cash and posting securities as collateral. The majority of sponsored repo activity involves a hedge fund as the sponsored member. In a reverse repo transaction, the sponsored member lends cash and receives securities as collateral. The vast majority of sponsored reverse repo activity involves a money market fund as the sponsored member.
Series in This Data Set
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Suggested CitationOffice of Financial Research, "Hedge Fund Monitor," refreshed monthly and quarterly, https://www.financialresearch.gov/hedge-fund-monitor/ (accessed ).