Free Trial

The overnight repo market....>

US TSYS/OVERNIGHT REPO
US TSYS/OVERNIGHT REPO: The overnight repo market saw the Treasury General
Collateral at 1.14%, with Agency at 1.17% and Agency MBS at 1.19%. The 2-year
note traded loose at 1.13%, while 3-year note was at 1.00%, 5-year note and
7-year note both at 1.10%, with the 10-year note trading mildly special at
0.90%. The 30-year bond traded at 1.08%. 
- The T-bills traded tight earlier today with one month at 0.50%, 3-mo bill at
0.755, 6-mo bill at 0.25% and 1-yr bill looser at 1.05%. The Feb. 1st T-bill
meanwhile tightened up a lot amid brisk short-setting in that issue; it traded
in repo at -1.60%. 

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.