Money Market Brief
The Great Chop is in full swing with markets pricing in, among other things, TQT. Treasury fails continue to rise, though dollar funding liquidity remains ample and bond vol (MOVE) barely moves higher
In case you missed it — or you’ve just joined us — our latest piece, The Stealth Liquidity Squeeze, went live earlier this week:
In the next of our subscriber primers, we’ll dive deep into the world of dealers, the major plumbers of the financial system. But first, a money market brief…
I miss the lovely, long, detailed market breakdown by sector, with little commodity charts, etc. and detailed recommendations - have you stopped providing them? Or do you publish, say, once a month?
By the way, the infographics are excellent!
"Marty"
Where do you source the datasets shown in the charts? Particularly interested in the repo rates.