Archive for September, 2008

Interest Rates on Reserve Balance

Sunday, September 28th, 2008

The bailout bill allows the Federal Reserve System to pay interest on reserve balances. This allows for more effective monetary policy management as it will put a floor on the funds rate.  Here is an excerpt from a recent Federal Reserve Bank of New York research paper on the topic. By paying ...

Fact Sheet

Sunday, September 28th, 2008

Reuters has published a fact sheet with a compilation of the major provisions of the bill. A friend of the blog has sent me a copy of the full text of the proposal. It is 110 pages and it reads as though it could have been written by an Office ...

Trapped by History

Sunday, September 28th, 2008

The excellent website Politico.com has an insightful analysis which details the ways in which the next president will be a prisoner of the failed fiscal legacy of George Bush. The article also points out that neither of the two presidential nominees is dealing realistically with the situation. Each adheres to structured ...

WSJ on The Breakthrough

Sunday, September 28th, 2008

http://online.wsj.com/article/SB122257682963083173.html?mod=special_page_campaign2008_mostpop

Impasse Broken

Sunday, September 28th, 2008

This is the New York Times report that a breakthrough in the bailout negotiations took place early  Sunday morning Washington time. The story notes that they have not included a Wall Street tax nor will they grant judges the right to modify mortgage contracts. I await a copy of the bill ...

HSBC on the TARP

Friday, September 26th, 2008

This is the summary page of a report by economists at HSBC on the TARP program: *** A Leaky TARP *** *** The US Financial Crisis and the Troubled Assets Relief Program *** Please open the attachment to view the full document: 26 September 2008 * Even if TARP unclogs the system a bit... * ...it ...

Closing Treasury Comments

Friday, September 26th, 2008

Prices of Treasury coupon securities are finishing the day with modest gains but in most market sectors prices have retreated from the outsized gains post early this morning when misguided analysts prophesied the end of the Western world as we know it. Your amiable author was one of those false ...

Mostly Agency Stuff With a Side of MBS and Swaps

Friday, September 26th, 2008

Agency spreads are tighter by 1 basis point to 2 basis points in the 2 year sector. Five year sector paper is about unchanged and 10 year paper is about 4 basis points wider.There has been a sharp tiering in the agency market with FNMA and Freddie Mac paper significantly ...

Corporates

Friday, September 26th, 2008

Corporate bond market participants are beleaguered and weary after a difficult week which culminated in the demise of WAMU. With WAMU interred the pack of jackals set out after Morgan Stanley and Wachovia.Wachovia stock has dropped 33 percent and CDS trade at a prohibitive cost with protection quoted 32/36 points ...

Treasury Stuff and Other Random Musings

Friday, September 26th, 2008

The Treasury market is locked in a narrow trading range as participants wait for Godot. Traders are biding their time watching the tape for news on the progress of discussions on the rescue bill.I watched President Bush earlier. As I watched him speak (and I mean no disrespect, sincerely) I ...