Archive for October, 2009
Thursday, October 1st, 2009
Swap spreads are opening with very little change.
The 5 year spread is the one benchmark which has moved and it is a basis point wider at 34.
The 2 year spread is unchanged at 34 and the 10 year spread iss unchanged at 15 1/2. The 30 year spread is unchanged ...
Posted in Uncategorized | Comments Off on Swap Spreads
Thursday, October 1st, 2009
- 5yr Life Insurance CDS: GNW 430/450 (unch), HIG 230/245 (unch), LNC 230/240 (unch), MET 225/235 (unch), PRU 210/225 (unch)
- 5yr Snr Bank CDS: BAC 120/125 (+2), CITI 197/207 (+4), JPM 68/73 (unch), WFC 78/83 (unch)
- 5yr Snr Broker CDS: GS 105/108 (+2), MS 137/147 (unch)
- ...
Posted in Uncategorized | Comments Off on IG 13 and Some CDS
Thursday, October 1st, 2009
By Cordell Eddings
Oct. 1 (Bloomberg) -- Investors should buy 10-year Treasury
notes before tomorrow’s payroll data after the yield broke out
of a trading range and a momentum indicator signaled it has
further to rally, according to RBC Capital Markets.
A daily close for the 10-year yield below 3.31 percent
represents a “bullish breakout” for ...
Posted in Uncategorized | 5 Comments »
Thursday, October 1st, 2009
Today 0.28438
Yesterday 0.28688
Posted in Uncategorized | Comments Off on Libor
Thursday, October 1st, 2009
Prices of Treasury coupon securities are posting very minimal changes in overnight trading. The yield on the 2 year note has increased a solitary basis point to o.95 percent. The yield on the 3 year note has also edged higher by a basis point to 1.23 percent. Each of the ...
Posted in Uncategorized | 4 Comments »