Fed speakers will make up for a lack of relevant data Friday:
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The block in Schatz is actually a flattener, perfectly weighted.
Type | 3-month EU-bill | 6-month EU-bill |
Maturity | Jul 7, 2023 | Oct 6, 2023 |
Amount | E837mln | E880mln |
Target | E1bln | E1bln |
Previous | E900mln | E1.371bln |
Avg yield | 2.968% | 3.189% |
Previous | 2.851% | 3.056% |
Bid-to-cover | 3.31x | 2.88x |
Previous | 3.24x | 2.08x |
Previous date | Apr 05, 2023 | Apr 05, 2023 |