Menu Close

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).

Try the Professional Edition risk free for thirty days. If, within that time you don’t find the information useful, I will give you a full refund. It’s that simple. Click here for more information.

This site uses Akismet to reduce spam. Learn how your comment data is processed.

RSS
Follow by Email
LinkedIn
Share