Today’s forecast for U.S. Treasury yields is based on the January 12, 2012 constant maturity Treasury yields that were reported...
CONNECT ME
Sovereign Credit Default Swap Trading Volume
On January 9, we reviewed trading volume in credit default swaps for 1,090 reference names reported by the Depository Trust...
Municipal Credit Default Swap Trading Volume
On January 9, we reviewed trading volume in credit default swaps for 1,090 reference names reported by the Depository Trust...
Credit Default Swaps and Deposit Insurance
On December 28, Prof. Scott Richard published an article in the Financial Times advocating the use of credit default swap...
CDS Trading Volume for 1,090 Reference Names
On January 4, we showed that on average 81.68% of trades in credit default swaps in the trade warehouse of the Depository Trust...
January 6, 2012 Friday Forecast
Today’s forecast for U.S. Treasury yields is based on the January 5, 2012 constant maturity Treasury yields that were reported...
Collusion and CDS Dealer Volume
We first looked at the trading volume in single name corporate and sovereign credit default swaps in three blog entries in May...
December 30, 2011 Friday Forecast
Today’s forecast for U.S. Treasury yields is based on the December 29, 2011 constant maturity Treasury yields that were reported...
December 23, 2011 Friday Forecast
Today’s forecast for U.S. Treasury yields is based on the December 22, 2011 constant maturity Treasury yields that were reported...
December 16, 2011 Friday Forecast
Today’s forecast for U.S. Treasury yields is based on the December 15, 2011 constant maturity Treasury yields that were reported...
Public Information and Libor Manipulation
On August 25, 2011, Charles Schwab Bank and Charles Schwab Corporation filed suit alleging 12 banks conspired to manipulate the...
December 9, 2011 Friday Forecast
Today’s forecast for U.S. Treasury yields is based on the December 8, 2011 constant maturity Treasury yields that were reported...