STIR: Repo Reference Rates
May-10 12:07
- Secured Overnight Financing Rate (SOFR): 5.31% (+0.00), volume: $1.871T
- Broad General Collateral Rate (BGCR): 5.30% (+0.00), volume: $717B
- Tri-Party General Collateral Rate (TGCR): 5.30% (+0.00), volume: $706B
- (rate, volume levels reflect prior session)
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GILT PAOF RESULTS: GBP1000.0mln of the 3.75% Mar-27 Gilt sold
Apr-10 12:02
- A total of GBP1000.0mln had been available.
- This leaves GBP18.687bln of the gilt in issue.
STIR: Repo Reference Rates
Apr-10 12:01
- Secured Overnight Financing Rate (SOFR): 5.31% (+0.00), volume: $1.826T
- Broad General Collateral Rate (BGCR): 5.31% (+0.00), volume: $714B
- Tri-Party General Collateral Rate (TGCR): 5.31% (+0.00), volume: $705B
- (rate, volume levels reflect prior session)
US TSYS: What to Watch: CPI, March FOMC Minutes
Apr-10 11:59
- Treasury futures extending highs last few minutes, no obvious headlines or block/cross but Gilts extend highs as well. Average volumes in the lead-up to March CPI inflation data at 0830ET.
- Jun'24 10Y futures mark 109-25.5 high (+5), volume over 305,000, 10Y yield slips to 4.3437% after climbing to late November levels Monday (4.4621%).
- Wholesale trade sales/inventories wraps up today's data at 1000ET.
- US Treasury auctions $60B 17W Bills at 1130ET, $39B 10Y Note auction re-open at 1300ET.
- Focus turns to March FOMC minutes this afternoon at 1400ET.
- Scheduled Fed-speak: Fed Gov Bowman on Basel capital req's (no text, Q&A) at 0845ET, Chicago Fed Goolsbee & Richmond Fed Barkin to participate in a panel discussion, Q&A at 1245ET.
