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Reporting on key macro data at the time of release.
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US TSYS/OVERNIGHT REPO: Mostly back in range as new month/quarter gets under
way, 10Y continues to heat up
Tsy General O/N Coll. 1.93%
Bills: 1M 1.7585%, 3M 1.7720%, 6M 1.7718%
US Treasuries: Current / Old Issue
2-year note ...... 1.89% / 1.82%
3-year note ...... 1.89% / 1.77%
5-year note ...... 1.84% / 1.78%
7-year note ...... 1.89% / 1.88%
10-year note...... 1.37% / 1.85%
30-year bond...... 1.74% / 1.81%