EU CREDIT SUPPLY: EUR/GBP Primary Recap (Provisional BBG Data)
Feb-12 13:20
€IG Fixed Deals (excl. hybrids):
Bond Count 3
Amount Issued EUR 2.25bn
Average Δ IPT 40bp
Average MNI NIC 14bp
Average Cover 6.0x (as of FT)
Average Δ Book +8% (first to FT)
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US TSYS: J.P.Morgan Recommend 5s10s Flatteners
Jan-13 13:17
Late Friday saw J.P.Morgan recommend “adding 5s/10s flatteners to fade some of this aggressive steepening, but to also act as a hedge to our long at the front end.”
- They think “some parts of the yield curve have steepened by more than would be expected. 5s/10s looks about 7bp too steep (regressed against 2-Year yields over the last 6 months), a move of more than 2 standard deviations.”
BANK OF CANADA RELEASING PANDEMIC REVIEW REPORT ON JAN 17
Jan-13 13:15
- BANK OF CANADA RELEASING PANDEMIC REVIEW REPORT ON JAN 17
STIR: Repo Reference Rates
Jan-13 13:11
- Secured Overnight Financing Rate (SOFR): 4.30% (+0.00), volume: $2.204T
- Broad General Collateral Rate (BGCR): 4.29% (+0.01), volume: $853B
- Tri-Party General Collateral Rate (TGCR): 4.29% (+0.01), volume: $837B
- (rate, volume levels reflect prior session)
