On January 10, 2012, we noted that a proposal to use credit default swaps to price deposit insurance (Financial Times, December...

On January 11, 2012, we looked at weekly credit default swap trading volume for sub-sovereigns and municipals among 1,090...

Today’s forecast for U.S. Treasury yields is based on the September 27, 2012 constant maturity Treasury yields that were...

On September 25, 2012, we reviewed trading volume in credit default swaps for 1,112 reference names reported by the Depository...

In today’s blog, we look at 103 weeks of CDS trade volume data since the week ended July 16, 2010 through June 29, 2012 for...

Today’s forecast for U.S. Treasury yields is based on the September 20, 2012 constant maturity Treasury yields that were...

Today’s forecast for U.S. Treasury yields is based on the September 13, 2012 constant maturity Treasury yields that were...

Today’s forecast for U.S. Treasury yields is based on the September 6, 2012 constant maturity Treasury yields that were reported...

Today’s forecast for U.S. Treasury yields is based on the August 30, 2012 constant maturity Treasury yields that were reported...

The author wishes to thank Professor Robert A. Jarrow for his extensive advice and suggestions on this topic. For more than two...

Today’s forecast for U.S. Treasury yields is based on the August 23, 2012 constant maturity Treasury yields that were reported...

Today’s forecast for U.S. Treasury yields is based on the August 16, 2012 constant maturity Treasury yields that were reported...