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Still Hot, But 10Y Improving

US TSYS/OVERNIGHT REPO

Overnight repo remains at special across the curve, but 10Y continues to improve (>-4.0 beginning of month). Current levels:
T-Bills: 1M 0.0203%, 3M 0.0253%, 6M 0.0431%; Tsy General O/N Coll. 0.03%

DurationCurrentOld Issue
2Y0.00%0.01%
3Y0.02%-0.14%
5Y-0.19%-0.09%
7Y-0.11%0.00%
10Y-0.13%-0.10%
30Y0.00%-0.05%

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