US TSYS: Repo Reference Rates
Jul-27 12:08
- Secured Overnight Financing Rate (SOFR): 1.53%, $951B
- Broad General Collateral Rate (BGCR): 1.51%, $376B
- Tri-Party General Collateral Rate (TGCR): 1.50%, $369B
- (rate, volume levels reflect prior session)
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PIPELINE: Foreign Bank US$ Issuance
Jun-27 12:08
- Date $MM Issuer (Priced *, Launch #)
- 06/27 $Benchmark NongHyup Bank 3.5Y +90, 5Y +110
- Expected Tuesday:
- 06/28 $Benchmark AfDB (African Dev Bank) 3Y SOFR+25a
- 06/28 $Benchmark CDP Financial 3Y SOFR+42a
- --
- No new issuance last Friday, $16.75B priced on week
US TSYS: Repo Reference Rates
Jun-27 12:03
- Secured Overnight Financing Rate (SOFR): 1.46%, $926B
- Broad General Collateral Rate (BGCR): 1.46%, $367B
- Tri-Party General Collateral Rate (TGCR): 1.46%, $352B
- (rate, volume levels reflect prior session)
OPTIONS: Larger FX Option Pipeline
Jun-27 11:20
- EUR/USD: Jun28 $1.0450(E1.5bln), $1.0585-00(E1.2bln)
- USD/JPY: Jun28 Y132.00-15($1.2bln)
- GBP/USD: Jun29 $1.2750(Gbp1.5bln)
- USD/CAD: Jun30 C$1.2750($1.5bln)
- USD/CNY: Jun30 Cny6.6700($1.6bln)
