Open Thread

September 16th, 2009 7:31 am | by John Jansen |

I will be spending virtually the entire day away from Across the Curve global headquarters and will not be blogging today.

Blogging will resume tomorrow.

Here is a link to a lengthy and technical discussion of negative swap spreads.

Have a great day.

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  1. 7 Responses to “Open Thread”

  2. By dftt on Sep 16, 2009 | Reply

    1B 5yr Ford

  3. By mSquare on Sep 16, 2009 | Reply

    Are Foreign Purchases of U.S. Treasury Bonds Being Faked?

    http://www.washingtonsblog.com/2009/09/is-treasury-faking-foreign-purchases-of.html

    Wondering how much truth to what this article alleges.

  4. By Ed on Sep 16, 2009 | Reply

    fun morning….mild rate hike chatter and we sell off like crazy…good stuff.

  5. By Guest on Sep 16, 2009 | Reply

    Ed, I didn’t see the rate hike chatter, but saw the crazy sell off. Do you have a link/reference? Thanks.

  6. By Bman on Sep 16, 2009 | Reply

    Just nervous in front of FOMC next week amidst a dollar on its way to zero.

  7. By Ed on Sep 16, 2009 | Reply

    There was a report out from some consultants in washington basically saying that some fed governors will start dissenting at the meetings.

    “Some minority voices on the FOMC are poised to begin publicly stressing the need to get monetary policy off an emergency setting. How soon the first rate move comes, however, will be determined by when the core leadership–currently focused on downside risk and not prepared to consider a first rate move in early 2010–shifts their view. Please see
    attached report for details.”

  8. By mcooganj on Sep 17, 2009 | Reply

    good night to be short t-notes i reckon.

    supply announcment today, philli likely to surprise on the upside (like empire did already), fed hike chatter, and the fed likely to announce the death of the bond buying programme next week.

    toinght should be a record size for each of the 2s 5s and 7s.

    support in the dec notes is 116*18, with 115*30+ the next stop.

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