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The overnight repo market....>

US TSYS/OVERNIGHT REPO
US TSYS/OVERNIGHT REPO: The overnight repo market saw earlier tightness in the
US Treasury 2-year note, and the old 2-year, old 3-year note and old 5-year note
too.
- The 2-year note traded at 0.88% then traded at 1.00% later. The old 2-year
note traded at 0.90%, the old 3-year note at 0.80%, the old 5-year note at
1.00%. Most other issues traded quietly except the one-month and three-month
bills, which traded mildly bid at 0.90% and
0.95% respectively. The Treasury General Collateral rate was at 1.14%, with MBS
at
1.19% and Agency at 1.16%. (More) 

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