052026-10-02 rec 21:45:46FundingReverse repo accepted rises to $1.50bn, 50th percentile1,501,000,000-0.31
082026-10-01 rec 21:46:32Rates2-year realised volatility rises to 107 basis points, 99th percentile106.8272.19
092026-10-01 rec 21:46:32Rates10-year realised volatility rises to 89 basis points, 97th percentile88.9272.08
122026-10-01 rec 21:46:32Rates30-year realised volatility rises to 74 basis points, 93rd percentile74.1351.68
162026-10-01 rec 21:46:32Rates10-year inflation breakeven holds at 236 basis points, 87th percentile2360.90
172026-10-01 rec 21:46:32RatesTreasury 10s30s spread rises to 37 basis points, 33rd percentile37-0.83
212026-10-01 rec 21:45:37FundingTri-party general collateral rate falls to 3.84%, 77th percentile3.840.66
222026-10-01 rec 21:45:37FundingBroad general collateral rate falls to 3.84%, 77th percentile3.840.66
232026-10-01 rec 21:46:13FundingSOFR minus effective federal funds falls to -1 basis points, 22nd percentile-1-0.60