US: MNI POLITICAL RISK - US And Iran Begin Talks To Avert Conflict

Feb-06 13:18

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Historical bullets

US TSYS: Post-ADP REeact

Jan-07 13:17
  • Treasury futures extend gains after monthly ADP employment data comes out lower than expected (prior drop up-revised slightly)
  • Currently, TYH6 trades 112-19 (+8.5) vs. 112-11 low / 112-20 high.
  • Curves bull flattening: 2s10s -3.106 at 67.673, 5s30s -1.888 at 113.125.
  • Bbg US$ index hold mild gain: BBDXY at 1205.95 +.26.

GILT PAOF RESULTS: GBP946.874mln of the 4.125% Mar-31 Gilt sold.

Jan-07 13:02
  • GBP1.0625bln had been on offer.
  • This leaves GBP21.092bln of the gilt in issue.

STIR: Repo Reference Rates

Jan-07 13:02
  • Secured Overnight Financing Rate (SOFR): 3.66% (-0.04), volume: $3.390T
  • Broad General Collateral Rate (BGCR): 3.62% (-0.04), volume: $1.354T
  • Tri-Party General Collateral Rate (TCR): 3.62% (-0.04), volume: $1.317T
  • (rate, volume levels reflect prior session)