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The overnight repo market....>

US TSYS/OVERNIGHT REPO
US TSYS/OVERNIGHT REPO: The overnight repo market saw U.S. Treasury 5-year notes
tighten Monday. The 5-year note traded tight amid shorts heading into the
Tuesday settlement of last week's 2-year, 5-year and 7-year note auction. The
5-year note traded at 0.10% Monday vs. 0.36% Friday and -0.20% Thursday and
-1.50% Wednesday.
- The Treasury General Collateral meanwhile traded at 1.12%, Agency MBS at 1.17%
and Agency at 1.15%. Tuesday is Oct. 31st the month-end time.

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