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Short term US T-bills almost back to zero
Look at 1-month yield for US Treasury bills: almost back to zero. Risk is out […]
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Belgium CDS rise after election – Moody’s downgrades Greece to “junk”
Decent move in Belgian CDS (credit default swaps) today (+16% to 130bps) after Flemish separatists […]
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Another red flag: Commercial Paper (CP)
What are CP’s? They are unsecured “promissory notes”, sold by large companies and banks with […]
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A rising TED spread signals red flag for banks
Introducing: the TED spread. It’s the difference between (formerly) risk-free 3-months Treasury Bills (hence the […]
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LQD: sold all positions, closed short puts
Update May 5, 2010: We have closed all our short puts on LQD (June 105, […]
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Recent rise in bond yields might offer decent real returns
Despite the Fed’s continued ZIRP (zero-interest rate policy) US government bond yields have recently shot […]
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Investor Presentation: Outlook March 2010
Investment Outlook 2010 03 For Public View more presentations from Gloeschi.
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Risk premium back to pre-Lehman levels
Government bonds are considered risk-free (governments can always print money to pay off debt – […]
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Real Treasury yields higher than a year ago
Here’s the current yield curve (blue) compared to 4 (black) and 52 weeks (orange) ago. […]
Category: Bond Market
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