SOFR: SFRZ6/Z8 Steepener
Apr-30 09:44
SFRZ6/Z8 paper paid -9.0 on ~5K....
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BOE: ILTR Usage Net Increase GBP1.409bln to GBP74.183bln
Mar-31 09:43
- Net increase GBP1.409bln to GBP74.183bln (last week's high was the previous record net usage).
- Gross takeup GBP6.494bln (highest since 28 October 2025) - but this was to be expecting as the amount rolling off now is corresponding to the more fast paced takeup as the TFSME payments stated to be repaid.
BELGIUM T-BILL AUCTION RESULTS: TCs
Mar-31 09:39
| Type | Short TC | Medium TC | Long TC |
| Maturity | Jul 9, 2026 | Oct 15, 2026 | Mar 11, 2027 |
| Amount | E1.016bln | E1.006bln | E986mln |
| Target | E2.8-3.2bln | Shared | Shared |
| Previous | E1.385bln | E1.22bln | E1.958bln |
| Avg yield | 2.151% | 2.406% | 2.584% |
| Previous | 2.037% | 2.094% | 2.257% |
| Bid-to-cover | 1.91x | 2.38x | 2.61x |
| Previous | 1.43x | 1.45x | 1.57x |
| Previous date | Mar 10, 2026 | Mar 03, 2026 | Mar 10, 2026 |
GERMAN AUCTION RESULTS: 2.10% Mar-28 Schatz
Mar-31 09:33
| 2.10% Mar-28 Schatz | Previous | |
| ISIN | DE000BU22122 | |
| Total sold | E5bln | E5bln |
| Allotted | E3.811bln | E3.871bln |
| Avg yield | 2.62% | 2.27% |
| Bid-to-offer | 1.15x | 1.24x |
| Bid-to-cover | 1.50x | 1.61x |
| Avg Price | 99.014 | 99.674 |
| Low Price | 99.005 | 99.670 |
| Pre-auction mid | 99.676 | |
| Previous date | 10-Mar-26 |
