ThreadSky
About ThreadSky
Log In
macrodispatch.bsky.social
•
99 days ago
it would eliminate trades that were in the 25th volume-weighted percentile rate of the DVP FICC
Comments
Log in
with your Bluesky account to leave a comment
[–]
macrodispatch.bsky.social
•
99 days ago
For the New people repo on "Specials" are collateral that is in higher demand then Others, thefore trade at a lower level since dealers may compete for it to offer it to its final clients (Normally HF in the non-cleared repo segment).
0
1
reply
[–]
macrodispatch.bsky.social
•
99 days ago
So TLDR,
Lower specials impact
Ad-hoc affiliated institutions Triming,
=
Cleaner Read of repo conditions of money markets and not specific collateral demand.
1
1
reply
[–]
macrodispatch.bsky.social
•
99 days ago
Mt mate @arishisays.bsky.social calculated we can expect SOFR volumes to fall a bit because some transactions are out..
And month end fixes can be 1bp wider.
1
1
reply
[–]
arishisays.bsky.social
•
98 days ago
Nice thread. Thank you!!
1
reply
Posting Rules
Be respectful to others
No spam or self-promotion
Stay on topic
Follow Bluesky's terms of service
×
Reply
Post Reply
Comments
Lower specials impact
Ad-hoc affiliated institutions Triming,
=
Cleaner Read of repo conditions of money markets and not specific collateral demand.
And month end fixes can be 1bp wider.