STIR FUTURES: Large Dec'25 SOFR Buy
Mar-28 16:43
- +20,000 SFRZ5 96.35 (+0.085), appr DV01 $500,000, the contract trades 96.355 last
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FED: US TSY 17W BILL AUCTION: HIGH 4.200%(ALLOT 31.52%)
Feb-26 16:32
- US TSY 17W BILL AUCTION: HIGH 4.200%(ALLOT 31.52%)
- US TSY 17W BILL AUCTION: DEALERS TAKE 48.99% OF COMPETITIVES
- US TSY 17W BILL AUCTION: DIRECTS TAKE 5.12% OF COMPETITIVES
- US TSY 17W BILL AUCTION: INDIRECTS TAKE 45.89% OF COMPETITIVES
- US TSY 17W BILL AUCTION: BID/CVR 2.78
FED: US TSY 1Y-11M FRN AUCTION: HIGH MARGIN 0.090%; ALLOTMENT 15.16%
Feb-26 16:32
- US TSY 1Y-11M FRN AUCTION: HIGH MARGIN 0.090%; ALLOTMENT 15.16%
- US TSY 1Y-11M FRN AUCTION: DEALERS TAKE 32.12% OF COMPETITIVES
- US TSY 1Y-11M FRN AUCTION: DIRECTS TAKE 1.79% OF COMPETITIVES
- US TSY 1Y-11M FRN AUCTION: INDIRECTS TAKE 66.09% OF COMPETITIVES
- US TSY 1Y-11M FRN AUCTION: BID/CVR 2.72
FED: US TSY 17W AUCTION: NON-COMP BIDS $614 MLN FROM $60.000 BLN TOTAL
Feb-26 16:15
- US TSY 17W AUCTION: NON-COMP BIDS $614 MLN FROM $60.000 BLN TOTAL
