Intro to the yield curve

Discussion in 'Financial Futures' started by maninjapan, Apr 20, 2010.

  1. I am sort of the same way :)...
    #21     Apr 21, 2010
  2. the idea being it cant really go too much further (oh those famous last words....) it could stay where it is for a long time though, no?
    #22     Apr 21, 2010
  3. Nah... I just think the Western world is going to resemble Japan.
    #23     Apr 22, 2010
  4. #24     Apr 24, 2010
  5. 04-21-10 06:30 PM

    Quote from Martinghoul:

    I don't know about "we". I ain't exactly missing them...

    It's just because the Fed owns all the mtges and doesn't give a rat's ass about hedging convexity.

    Hum, just thinking about taking some profits on this "risk free" trade. :)
    #25     Jul 1, 2010
  6. Very nice... Not sure we're done flattening, to be honest, but it might be worthwhile to take some money off the table.
    #26     Jul 2, 2010
  7. #27     Aug 3, 2010
  8. #28     Aug 3, 2010
  9. Can't remember the last time someone told me he was the <i>other</i> way. It's the mother of all consensus trades.
    #29     Aug 3, 2010
  10. I am not sure about that. Judging by all the recent pain and stops, I would have thought the mkt is the other way, if anything. At any rate, with the spread now at 237bps, it's moved a fair bit. Still a fair ways to go before we get into proper Japanese territory (sub 100bps).
    #30     Aug 3, 2010