Jesse's Café Américain

"O that I could find in the desert a wayside shelter for travelers, that I might depart from my people. For they are all adulterers, an unfaithful mob of traitors. Their tongues are devious weapons, bent like drawn bows. With falsehoods rather than truth they have gained power. They commit one crime after another. They do not know me, says the Lord. I will make Jerusalem a heap of ruins, the lair of jackals. I will lay waste to Judah, a desolation where no one can live."
Jeremiah 9:2-3,11

Showing posts with label Treasury Bond. Show all posts
Showing posts with label Treasury Bond. Show all posts
09 December 2010

US Treasuries: The Long End of the Curve

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These sorts of wide swings in sovereign debt can be extraordinarily profitable for the trading desks of the banks and hedge funds, especial...
03 November 2010

SP 500 December Futures and US Long Bond Daily Charts

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Benny and the Fed delivered a 600 Billion dollar in new monetization program today, not including rollover purchasing which should take the...
23 March 2010

Interest Rate Swap Spreads on Treasuries Turn Negative for the First Time

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Does this imply that the comparable LIBOR is lower than US Treasuries? If so, yikes (I think). Purely technical, the result of govenment man...
25 February 2009

The Risk in US Treasuries

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One of the lunch regulars, Dave the BondMan, notes to our suprise that the Rate for a Credit Default Swap, the cost of insuring against defa...
13 January 2009

Corporate and US Treasury Yields from 1926 to 1934

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The Bonds held up much better than one might have expected, and the spreads between corporates and longer dated Treasuries was remarkably un...
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