Commercial Paper, Yields, Tips: 5 Day Rule

 

Commercial Paper Non Financial:  March 6 to 10

1 m = 0.67 to 0.79 = 12 points. March 7 to 10 = 0.71 to 0.78 = 7 points.

2 M = 0.77 to 0.79 = 2 points.

3 m = 0.82 to 0.97, Mar 7 to 10? No close, inconclusive.

Commercial Paper Financial Offshore = March 7 to 10,

Minus 1 for 1, 2 and 3 month. No movement.

 

Libor

USD Libor 1 Month March 7 to 10 = 0.85 to 0.89 = 4 basis points.

USD Libor 2 Month March 7 to March 10 = 0.92 to 0.95 = 3 basis points.

USD Libor 3 Month March 7 to 10 = 1.10 to 1.12 = 2 Basis Points.

Commercial Paper V Libor = Offshore.

T Bills

T Bills 4 Week. March 7 to 10 = 0.53 to 0.58 = 5 points.

T Bills 3 Month. March 7 to 10 = 0.73 to 0.73 = 0

T Bills 6 Month. March 7 to 10 = 0.82 to 0.87 = 5 points.

T Bills 1 year. March 7 to 10 = 0.95 to 1.00 = 5 points.

Tips.

1 M March 7 to 10 = 0.55 to 0.60 = 5 points.

3 M March 7 to 10 = 0.76 to 0.75 = Minus 1.

6 M March 7 to 10 = 0.87 to 0.89 = 2 points.

1 Y March 7 to 10 = 1.02 to 1.03 = 1 Point.

2 year March 7 to 10 = 1.32 to 1.36 = 4 points.

 

The monitor to Yellen and 5 day Rule. Today’s closes informs positions.

 

Brian Twomey

 

 

 

 

 

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