STIR: Repo Reference Rates
Oct-10 12:05
- Secured Overnight Financing Rate (SOFR): 4.83% (-0.01), volume: $2.220T
- Broad General Collateral Rate (BGCR): 4.82% (-0.01), volume: $808B
- Tri-Party General Collateral Rate (TGCR): 4.82% (-0.01), volume: $768B
- (rate, volume levels reflect prior session)
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STIR: Repo Reference Rates
Sep-10 12:04
- Secured Overnight Financing Rate (SOFR): 5.34% (+0.00), volume: $2.094T
- Broad General Collateral Rate (BGCR): 5.32% (-0.01), volume: $800B
- Tri-Party General Collateral Rate (TGCR): 5.32% (+0.00), volume: $768B
- (rate, volume levels reflect prior session)
EURIBOR OPTIONS: Z4/Z5 Bull Steepener
Sep-10 12:03
Market contact flags the following trade:
- ERZ4 97.00/97.12 1x1.5 call spread paper paid 1 on 24K vs 0RZ4 98.00/98.25 1x1.5 call spread at 4.25. The position netted out receiving -3.25, buying the front.
GILT PAOF RESULTS: GBP98.275mln of the 0.625% Mar-45 linker sold
Sep-10 12:03
- A total of GBP225.0mln had been available.
- This leaves GBP10.069bln of the gilt in issue.
