Jesse's Café Américain: Treasury Bond

“I know there is a God — I see the storm coming and I see His hand in it — If He has a place for me then I am ready.”

John F. Kennedy, scrawled on a prayer breakfast program, NYT, May 15, 1964

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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Jesse

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