Jesse's Café Américain

"Why is my language not clear to you? Because you are unable to hear what I say. You belong to your father, the devil, and you want to carry out your father’s desires. He was a murderer from the beginning, not holding to the truth, for there is no truth in him. When he lies, he speaks his native language, for he is a liar and the father of lies."
John 8:43-44

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

›
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

›
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

›
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

›
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

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

Le Propriétaire

My photo
Jesse
View my complete profile
Powered by Blogger.