[rcme]

The GP mentioned “short term” treasuries which, assuming something like an 7 day maturity, are very stable in price. Reverse repo is also an option.

[RandomLensman]

If everyone in the street knows you are under pressure, watch what happens - even getting $0.9999 back on the $ of your "deposit" would probably have people being upset. And 7 days to get your money is probably longer that what people expect.

[rcme]

You wouldn’t need to wait 7 days. The price of a short-term treasuries is purely based off of the current interest rates. Given that expectations for rates are generally priced in over a 7 day period, there is very little risk.

[RandomLensman]

Even treasuries don't have infinite liquidity.

[rcme]

Just a cool 750B a day plus 4T is repo operations.

[RandomLensman]

I know! But I think being a forced seller would have implications (e.g., would repo lines even stay in place?).