US TSYS: Repo Reference Rates
Jan-05 13:11
- Secured Overnight Financing Rate (SOFR): 4.30%, $1.136T
- Broad General Collateral Rate (BGCR): 4.27%, $416B
- Tri-Party General Collateral Rate (TGCR): 4.27%, $382B
- (rate, volume levels reflect prior session)
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GILT PAOF RESULTS: GBP812.498mln of the 4.125% Jan-27 gilt sold
Dec-06 13:03
- A total of GBP812.5mln had been available.
- This leaves GBP12.88bln of the gilt in issue.
CANADA: Analyst Rate Views Ahead Of Tomorrow's BoC
Dec-06 12:56
- Bloomberg consensus shows analysts just leaning towards a 50bp hike (17 of 33) with the remaining 16 eyeing a further downshift to 25bps.
- MNI's sample of analyst views shows a coin toss between the two to either a 4.0 or 4.25% rate, with the median terminal seen between 4.25 and 4.5% - see below.
OPTIONS: Larger FX Option Pipeline
Dec-06 12:34
- EUR/USD: Dec07 $1.0600(E1.2bln); Dec09 $1.0600(E1.4bln), $1.0695-00(E2.1bln)
- AUD/USD: Dec08 $0.6800-15(A$1.1bln)
- USD/CAD: Dec07 C$1.3540($2.2bln), C$1.3600($1.3bln); Dec09 C$1.3500($1.1bln)
- USD/CNY: Dec07 Cny7.1000($1.0bln); Dec09 Cny6.9000($1.1bln), Cny7.0000($1.5bln)
