US: Thune Eyes New Shutdown Strategy To Ramp Up Pressure On Democrats

Oct-23 13:14

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At 12:15 ET 17:15 BST, Senate Majority Leader John Thune (R-SD) will jam Democrats with a bill intro...

Historical bullets

EURIBOR: ESTR/ERZ5 spread is at a 3 Months low

Sep-23 13:11
  • Euribor sees most of the front Month Volume related to ESTR/ERZ5 spreads today, helps explain the better elevated Volume in the Front Month.
  • The spread has traded in close to 30k Total, the printed low of 11.50 was also its lowest level in nearly three Months, since 30th June, but now trades at 11.75.

FED FUNDS FUTURES: Volume Sale Sep'25 FF

Sep-23 13:06
  • -90,000 FFU5 95.7775 (+0.00) last few minutes, total volume just under 250k.
  • The lead Sep'25 quarterly contract expires September 30

STIR: Effective Fed Funds Rate

Sep-23 13:01

FRBNY EFFR for prior session:

  • Daily Effective Fed Funds Rate: 4.09% (+0.01), volume: $93B
  • Daily Overnight Bank Funding Rate: 4.09% (+0.01), volume: $195B