Promoting financial stability by delivering high-quality financial data, standards and analysis principally to support the FSOC and its member agencies.
The Bank Systemic Risk Monitor, a collection of measures for monitoring systemic risks posed by the largest banks, has been updated with data through March 31, 2026. https://t.co/168hTfdEfg
1/6 of the U.S. repo market is affiliate repo — transactions between firms sharing a parent company. Our new brief gives the first full overview of counterparties, volumes, & terms. https://t.co/4xogkCPwLh
Our Hedge Fund Monitor has been updated. This includes data from CFTC Commitment of Traders through May 12 and FICC Sponsored Repo Volumes through May 15.
https://t.co/ziTeO80kMF
Our Money Market Fund Monitor, an interactive tool that tracks the investment portfolios of money market funds, has been updated with data through April 30, 2026. https://t.co/hXcf9OR576
Our Hedge Fund Monitor has been updated. This includes data from CFTC Commitment of Traders through April 14, FICC Sponsored Repo Volumes through April 17, and FRB SCOOS through March 31.
https://t.co/ziTeO80kMF
U.S. repo markets have global reach: ~$4T in outstanding repos and 50% of bilateral repos are cross-border; 74% are in USD. The market is liquid, but cross-border repos can transmit financial shocks, so monitoring is key. https://t.co/HoGJHH9RlH #FinancialStability#RepoMarket
A new OFR brief presents new facts about lending relationships in the U.S. repo market, quantifying outstanding repo positions for different participants, including banks, dealers, hedge funds, and money market funds. https://t.co/7ShH2QTpQJ
Our Hedge Fund Monitor has been updated. This includes SEC Form PF and FRB SCOOS data through December 31, 2025, CFTC Commitment of Traders data through March 17, 2026, and FICC Sponsored Repo Volumes data through March 20, 2026. https://t.co/ziTeO80kMF
The Bank Systemic Risk Monitor (BSRM), a collection of measures for monitoring systemic risks posed by the largest banks, has been updated with data through December 31, 2025. https://t.co/ygwkl7tRTQ
A new OFR Brief discusses methods to identify private credit funds and quantifies the counterparty exposure channel between these funds and their creditors. https://t.co/GV7o52ZFto
A new OFR brief examines hedge fund participation in the centrally cleared market and their preparedness for the SEC Treasury clearing rule. https://t.co/QVEk5Zg1Xb
Our Hedge Fund Monitor has been updated. This includes CFTC Commitment of Traders data through February 17 and FICC Sponsored Repo Volumes data through February 20.
https://t.co/ziTeO80SCd
Our Money Market Fund Monitor, an interactive tool that tracks the investment portfolios of money market funds, has been updated with data through January 31, 2026. https://t.co/hXcf9OR576
A new OFR Working Paper evaluates the U.S. repo market resilience in response to operational outages caused by cybersecurity incidents. https://t.co/K3j7MZpAcb
Mandated central clearing for the $8T Treasury repo market starts in 2027. Had it been implemented in 2025, OFR estimates cleared Treasury repo would have surged from 45% to 77%, freeing up $34.5B+ in balance sheet space per average U.S. G-SIB. https://t.co/2vSZH2osfd
Our Hedge Fund Monitor has been updated. This includes FRB SCOOS data through December 31, 2025, CFTC Commitment of Traders data through January 13, 2026, and FICC Sponsored Repo Volumes data through January 16, 2026.
https://t.co/ziTeO80kMF