US TSY FLOWS: Block Curve Flattener - SELL FVM5 / BUY USM5
Apr-23 01:38
SELL 8200 of USM5 traded at 108-06, post-time 01:25:20 BST (DV01 $353,017). The contract is currently dealing at 108-07 3/4, +0-00+ from closing levels.
BUY 2800 of USM5 traded at 114-22, post-time 01:25:20 BST (DV01 $353,492). The contract is currently dealing at 114-18, +0-31 from closing levels.
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MNI: CHINA PBOC CONDUCTS CNY135 BLN VIA 7-DAY REVERSE REPO MON
Mar-24 01:34
- CHINA PBOC CONDUCTS CNY135 BLN VIA 7-DAY REVERSE REPO MON
ASIA STOCKS: India has Biggest Inflow Since Early February.
Mar-24 01:33
Ongoing outflows from the Indian equity market took a temporary breather on Thursday as it recorded the biggest inflow since the beginning of February whilst South Korea enjoyed another day of strong inflows.
- South Korea: Recorded inflows of +$615m Friday, bringing the 5-day total to +$1,682m. 2025 to date flows are -$3,866m. The 5-day average is +$336m, the 20-day average is -$112m and the 100-day average of -$102m.
- Taiwan: Had outflows of +$528m Friday, with total outflows of -$1118m over the past 5 days. YTD flows are negative at -$14,825. The 5-day average is -$224m, the 20-day average of -$609m and the 100-day average of -$220m.
- India: Saw inflows of +$369m as of the 20th, with a total outflow of -$194m over the previous 5 days. YTD outflows stand at -$16,028m. The 5-day average is -$39m, the 20-day average of -$217m and the 100-day average of -$195m.
- Indonesia: Posted outflows of -$142m Friday, bringing the 5-day total to -$432m. YTD flows are negative at -$2,025m. The 5-day average is -$86m, the 20-day average is -$65m the 100-day average of -$38m.
- Thailand: Recorded inflows of +$14m Friday, totaling -$104m over the past 5 days. YTD flows are negative at -$1,007m. The 5-day average is -$21m, the 20-day average of -$39m the 100-day average of -$19m.
- Malaysia: Experienced outflows of -$74m Friday, contributing to a 5-day outflow of -$347m. YTD flows stand at -$1,982m. The 5-day average is -$69m, the 20-day average of -$54m the 100-day average of -$36m.
- Philippines: Saw inflows of +$18m Friday, with net inflows of +$40m over the past 5 days. YTD flows are negative at -$180m. The 5-day average is +$8m, the 20-day average of 0 the 100-day average of -$7m.
CHINA: Central Bank Drains Liquidity via OMO. (amended)
Mar-24 01:28
- The PBOC sold CNY135bn of 7-day reverse repo at 1.5% during this morning’s operations.
- Today’s maturities CNY481bn.
- Net liquidity withdrawal CNY346bn.
- The PBOC monitors and maintains liquidity in the interbank system via the issuance of reverse repo.
- The CFETS Pledged Repo Deposit Institutions 7 Day Weighted Average is 1.54% versus Friday’s close of 1.76%.
- The China overnight interbank repo rate is lower at 1.68%, from 1.74% Friday.
- The China 7-day interbank repo rate is flat at 1.76%
