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US TSY FUTURES

Bonds Extend Lows, Bounce

US EURODLR OPTIONS

BLOCK, 3Y Midcurve Calls

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  • Secured Overnight Financing Rate (SOFR): 0.05%, $913B
  • Broad General Collateral Rate (BGCR): 0.05%, $383B
  • Tri-Party General Collateral Rate (TGCR): 0.05%, $352B
  • (rate, volume levels reflect prior session)