Money Market Update
Money Market Update
with bond volatility continuing its fall, cross currency bases remaining tight, and dealer spreads narrowing, dollar liquidity remains strong. recent macro events will determine whether that continues
In case you missed it — or you’ve just joined us — our latest in-depth piece on the recent changes to the repo market went live…
In part two, we’ll go into further detail on how the coming regulatory changes will affect the repo market’s structure and the elaborate trades conducted within it. A “small” taster below…
But first, a money market update…
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Hello! Have you got any articles on xccy basis chart and the tightening we are seeing?