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Treasury/Agency Spreads WIDEN 1 BP!- WSE Pro

The Fed drained $6.5 billion from the liquidity pool on Friday. It added $10 billion in 5 day repos (holiday weekend +1) against expirations of $16.5 billion. This partly reverses the earlier adds this week to help absorb $19.9 billion in new Treasury paper that settled Thursday. The Treasury settled another $6 billion of 6 day CMBs today. Next week the Treasury will be raising at least $9.7 billion in new cash in the 13 and 26 week bills, and 2 and 5 year note auctions, with the 4 week bill yet to be announced. Click here to download complete report in pdf format (Professional Edition Subscribers).

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