Repo markets on the brink, Fed holding toxic collateral as shadow banking dominoes threaten a systemic crisis

The collapsing collateral pyramid:
When MBS replaces Treasuries in repo, the system is running out of AAA ammunition.

This is exactly how the shadow collateral system breaks:
•Treasuries = pristine
•MBS = haircut-heavy, riskier
•Agencies = dead middle
•Everything below = nuclear waste

If the Fed is now vacuuming up MBS to keep funding markets stable, that means:

Dealer balance sheets are saturated.
Collateral chains are shortening.
Haircuts are widening.
And the Fed is becoming the backstop for junk collateral — again.

NEW YORK (Reuters) -The cost of U.S. overnight funding in the repo market has stayed stubbornly high and is expected to remain elevated going into year-end despite recent Federal Reserve easing, adding another layer of stress to already fragile financial markets.

A spike in repurchase or repo rates signals liquidity is scarce and raises funding costs across the financial system.

The general collateral, or GC repo rate, which is the cost of borrowing short-term cash using Treasuries or other debt securities as collateral, opened at 4.05% on Tuesday, according to repo traders. That’s five basis points higher than the upper end of the Fed’s target range of 3.75%-4.00%.

On October 31, the GC rate spiked to 4.25%, driven by the typical month-end surge in repo rates as banks step back from intermediation to manage their own higher balance sheet costs tied to reporting requirements. A similar surge is expected as the market approaches year-end.

https://money.usnews.com/investing/news/articles/2025-11-19/analysis-what-fed-cut-us-repo-rates-still-high-as-liquidity-tightens-into-year-end