STIR: Effective Fed Funds Rate
Apr-26 13:12
FRBNY EFFR for prior session:
- Daily Effective Fed Funds Rate: 5.33% (+0.00), volume: $89B
- Daily Overnight Bank Funding Rate: 5.32% (+0.00), volume: $264B
Earlier Repo Reference Rates:
- Secured Overnight Financing Rate (SOFR): 5.31% (+0.00), volume: $1.774T
- Broad General Collateral Rate (BGCR): 5.31% (+0.01), volume: $690B
- Tri-Party General Collateral Rate (TGCR): 5.31% (+0.01), volume: $681B
- (rate, volume levels reflect prior session)
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STIR: Effective Fed Funds Rate
Mar-27 13:10
FRBNY EFFR for prior session:
- Daily Effective Fed Funds Rate: 5.33% (+0.00), volume: $85B
- Daily Overnight Bank Funding Rate: 5.32% (+0.00), volume: $238B
US TSYS/TIPS: Bank Of America: Easier Financial Conditions Should Mean Wider 30Y Breakevens
Mar-27 12:57
Bank of America write “the Fed is dovish according to financial conditions. Fed guidance has already supported risk assets, lower rates, & lower rate vol. A dovish Fed & easy financial conditions should see real rates contained & inflation breakevens (BE) supported. We shift our long inflation bias to 30s.”
- “30y BE is priced perfectly with the Fed's 2% PCE target. We expect upside inflation risk premium will build with an easy Fed.”
EGBS: BLOCK: Large Euro-Schatz
Mar-27 12:43
Trading desks report large Euro-Schatz futures cross, potentially spread vs. the large Jun'24 2Y Tsy futures buy: 25,815 DUM4 105.69.
