STIR: Repo Reference Rates
Feb-29 13:09
- Secured Overnight Financing Rate (SOFR): 5.31% (+0.00), volume: $1.620T
- Broad General Collateral Rate (BGCR): 5.30% (+0.00), volume: $670B
- Tri-Party General Collateral Rate (TGCR): 5.30% (+0.00), volume: $661B
- (rate, volume levels reflect prior session)
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EGBS: Record Demand At Greek Syndication, '21 Tights eyed In GGB/Bund 10-Year Spread
Jan-30 13:07
Today’s 10-Year GGB syndication generated record demand (books in excess of EUR35bn, including JLM interest), with the combination of Greece’s return to IG credit rating status, expectations surrounding Greek fiscal dynamics and focus on an expedited start re: the ECB easing cycle (promoting demand for carry plays) providing tailwinds for demand, allowing pricing of the syndication to tighten through initial guidance. The 10-Year GGB/Bund spread has moved below 100bp and GGB bulls now eye the mid-’21 closing lows (97.97bp), which is within touching distance.
STIR: Repo Reference Rates
Jan-30 13:06
- Secured Overnight Financing Rate (SOFR): 5.31% (-0.01), volume: $1.598T
- Broad General Collateral Rate (BGCR): 5.30% (-0.01), volume: $671B
- Tri-Party General Collateral Rate (TGCR): 5.30% (-0.01), volume: $657B
- (rate, volume levels reflect prior session)
GILT PAOF RESULTS: GBP61.700mln of the 0.125% Mar-51 linker sold
Jan-30 13:03
- A total of GBP225mln had been available.
- This leaves GBP11.040bln of the gilt in issue.
