Resources
BNET Resources
- sort by:
- Relevance
- Date
- Popularity
- Bond Expert: Monday Wrap
- John Jansen submits: Prices of Treasury coupon securities registered mixed changes today in a lackluster session dominated by an air of waiting and anticipation. Participants await the outcome of the election tomorrow and the refunding announcement on Wednesday. Later in the week, participants will focus on the labor data....
- External links 2008-11-03
- Bond Expert: Thursday Wrap
- John Jansen submits: Prices of Treasury coupon securities posted mixed results today with a firm bid in the shorter securities and a dearth of bids in the longer maturities. The yield on benchmark 2 year note declined 6 basis points to 1.28 percent. (I believe the low yield in...
- External links 2008-11-06
- Bond Expert: Monday Outlook
- John Jansen submits: Prices of Treasury coupon securities are sagging in overnight trading as news that China will spend nearly $600 billion to stimulate its slumping economy sparked robust rallies in global stock exchanges. There is also the small matter of the $55 billion refunding package which begins today...
- External links 2008-11-10
- Bond Expert: Tuesday Wrap
- John Jansen submits: Prices of Treasury coupon securities surged today as persistent buying in the long end of the market sparked a rally across the curve. Money managers and pension fund players in need of duration waved in the 10 year sector and the 30 year sector. The yield...
- External links 2008-11-18
- Bond Expert: Wednesday Wrap
- John Jansen submits: Prices of Treasury coupon securities posted gains today but the extent of the gains depended on the point on the yield curve at which the security resided. The yield on the 2 year note slipped 6 basis points to close at 1.07 percent. The yield on...
- External links 2008-11-19
Additional Resources
- Watching TIPS, And Commodities Tips
- John Jansen submits: According to an internet based Bloomberg page, the yield on the 10 year TIPS has declined 10 basis points to 1.21 percent. The yield on the nominal 10 year note has edged lower by about 3 basis points. I think the TIPS outperformed by...
- External links 2009-03-19
- Bond Expert: Lehman, the Corporates, and MBS
- John Jansen submits: To coin a phrase, yesterday was the best of times in the corporate bond market. However, today is shaping up as the worst of times. The euphoria which reigned yesterday proved ephemeral. Spreads have widened significantly and the tone of the market is soft. The...
- External links 2008-09-09
- Bond Expert: Tuesday Outlook
- John Jansen submits: Prices of Treasury coupon securities registered losses in overseas trading as the residue of the GSE bailout diminishes the need for risk free assets. The yield on the benchmark 2 year note has climbed 5 basis points to 2.35 percent. The yield on the 5 year...
- External links 2008-09-09
- Bond Expert: Wednesday Wrap
- John Jansen submits: Prices of Treasury coupon securities surged today and recouped a portion of the outsized losses suffered yesterday. The yield on the benchmark 2 year note has dropped 15 basis points to 1.81 percent. The yield on the benchmark 5 year note dropped 13 basis points to...
- External links 2008-10-01
- Bond Expert: Monday Wrap
- John Jansen submits: Prices of Treasury coupon securities retreated from the lofty levels attained in overnight trading and are closing the session with moderate losses. The yield on the 2 year note has jumped 7 basis points to 1.60 percent. The yield on the 5 year note has climbed...
- External links 2008-10-27
- Bond Expert: Wednesday Wrap
- John Jansen submits: Prices of Treasury coupon securities, on balance, registered very modest gains today in featureless trading. The yield on the 2 year note slipped one basis point to 0.88 percent. The yield on the 3 year note fell 3 basis points to 1.06 percent. The yield on...
- External links 2008-12-03
- Bond Expert: Monday Wrap
- John Jansen submits: Prices of Treasury coupon securities surged today as the painful neutering of wealth in the equity markets redounded to the benefit of bondholders as risk aversion regained popularity. The yield on the 2 year note slipped 6 basis points to 0.91 percent. The yield on the...
- External links 2009-03-02
- Bond Expert: Thursday Wrap
- John Jansen submits: More to come, but meanwhile... MBS and Swaps 1:45PM ET: Swap spreads were mixed today. Two year spreads were unchanged at 56 3/4 basis points. Three year spreads were 2 basis points wider at 52. Five year spreads narrowed 1 1/2 basis points to 58...
- External links 2009-04-09
- Bond Expert: Friday Wrap
- John Jansen submits: Prices of Treasury coupon securities posted sharp losses today with the largest price declines occurring in the longer maturities. The yield on the 2 year note increased 2 basis points to 0.95 percent. The yield on the 3 year note climbed 34 basis points to 1.36...
- External links 2009-04-24
- Bond Expert: Monday Wrap
- John Jansen submits: More to come, but meanwhile... Swaps and MBS Swap spreads in the front end ratcheted narrower today as Libor set lower. Two year spreads narrowed by 3 1/4 basis points to 59 1/2. Three year spreads are tighter by 4 1/2 basis points at 57 1/2....
- External links 2009-04-27
- Bond Expert: Friday Outlook
- John Jansen submits: Prices of Treasury coupon securities are registering small losses in overnight trading. The yield on the 2 year note increased 2 basis points to 1.03 percent. The yield on the 3 year note increased 1 basis point to 1.59 percent. The yield on the 5 year...
- External links 2009-07-24
- Bond Expert: Wednesday Outlook
- John Jansen submits: Prices of Treasury coupon securities have registered mixed results thus far in overseas trading as markets have reversed some of the curve steepening manifested yesterday. The yield on the 2 year note has climbed 2 basis points to 2.45 percent. Similarly, the yield on the 5...
- External links 2008-08-13
- Armageddon? Maybe Next Week.
- John Jansen submits: Prices of Treasury coupon securities retreated today as the financial Armageddon which some had awaited anxiously has been deferred for now. The rollicking trade of the last several days has yielded to something a little more placid and pacific. Against that background, yields on benchmark Treasury...
- External links 2008-08-21
- Bond Expert: Wednesday Wrap
- John Jansen submits: Prices of Treasury coupon securities moved lower today as fears of systemic risk engulfed the markets. The Lehman bankruptcy caused the money market fund The Reserve Fund to break the buck, and that sparked a massive flight to the short end of the Treasury market. (I...
- External links 2008-09-17
- Bond Expert: Friday Wrap
- John Jansen submits: Prices of Treasury coupon securities plummeted today as the apparent agreement by the Administration and the Congress fostered a flight from Treasury debt to other asset classes. In one day the deepest fear to grip the markets since the Great Depression retreated.The yield on the benchmark...
- External links 2008-09-19
- << Previous
- page 1 of 1
- Next >>
