Overnight Flows

April 17th, 2014 7:07 am | by John Jansen |

Courtesy of CRT Capital:

OVERNIGHT FLOWS:  Treasuries were little changed overnight and the curve just modestly steeper.  Overnight volumes were light with cash trading at 72% of the 10-day moving-average, while TY came in at 60% of norms.  10s were the most active issue, taking a 38% marketshare, while 5s managed to get just 32%.  3s were relatively active at 10%, while 2s took 7% and 7s just 5%%.

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