I am a capital market analyst, and I am responsible for margin call and repo roll of our MBS bond repurchase agreements.
Our bond repo are normally charged a rate of Libor(1 month) + 150-180 basis points. In the past week, the spread is widening to 350 bps due to market turmoil. How do I know whether 350bps make sense? Is there any place where I can find the average repo spread of other borrowers? Thank you!