Trip Down Memory Lane: Primary Dealer Fails In Times Of Crisis

23 May

I had some spare time on my hands today so I decided to take a further look at the NY Fed Primary dealer statistics and look at how fails to deliver/receive were impacted by both Bear and Lehman vs. today’s levels.

Note fails in MBS from the crisis until today, interesting indeed.

Click on an image to show larger size.

Primary Dealer Fails - US Treasuries

Primary Dealer Fails - Agencies

Primary Dealer Fails - MBS

Primary Dealer Fails - Corporates

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: