29th March 2023

  • Treasury Yields Advance as Banking Contagion Fears Ebb Further

Deeper declines in European bond markets pace the US move

Swaps traders assigning about 1-in-2 odds of May rate hike

https://blinks.bloomberg.com/news/stories/RS90SQT1UM0W

  • Traders Go Long Treasuries After Hedge Funds Unwind Short Bets

Citigroup model shows some positioning has flipped long

Speculators covered SOFR, two-year shorts from record level

https://blinks.bloomberg.com/news/stories/RS9CVCT1UM0W

  • US Short-Term Rates Are on the Rise Fueled by Fed, Quarter-End

Three-month dollar Libor rises to highest since October 2007

Repo first traded at 4.92% before dropping to 4.82%: ICAP

https://blinks.bloomberg.com/news/stories/RS8J0WDWRGG0

  • Economists Boost US Recession Odds on Higher Rates, Banking Woes

Bloomberg monthly survey shows 65% odds, up from 60%

Forecasters also raise inflation estimates through 3Q 2024

https://blinks.bloomberg.com/news/stories/RS6HG2DWRGG1

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