Category Archives: Interest Rates

Daily Interest Rate Monitor – February 4

Posted on February 4, 2013 by macromon

Five Headlines That Mattered Spain/Italy Weigh on Overbought Markets Spanish corruption scandal and Italian election spook markets – Guardian Rajoy storm blasts Spanish bonds – FT Brazil Drives Emerging Stock Decline as Oil Retreats – Bloomberg Factory Orders and Employment … Continue reading →

Posted in Interest Rates, Uncategorized | Tagged Gold, Italy, JGBs, Sovereign Bond Yields, Spain, VIX | Leave a comment

Daily Interest Rate Monitor – January 31

Posted on January 31, 2013 by macromon

(click here if table is not observable)

Posted in Interest Rates | Tagged Bunds, Gilts, Italy, JGBs, Sovereign Bond Yields, Spain | 1 Comment

Who Owns the U.S. Treasury Market?

Posted on January 30, 2013 by macromon

The 10-year Treasury bond yield traded at 2.03 percent today a level not seen since April 2012. We thought it’s a good time to revisit who are the major holders of U.S. Treasury securities. Some of the data are … Continue reading →

Posted in Bonds, Fiscal Policy, Interest Rates, Sovereign Debt | Tagged bonds, Holders of U.S. Treasuries, Notes | 8 Comments

Daily Interest Rate Monitor – January 30

Posted on January 30, 2013 by macromon

(click here if tables is not observable)

Posted in Interest Rates, Italian Yields | Tagged Gilts, Interest rates, Italy, JGBs, Nikkei, Sovereign Bond Yields, Yen | Leave a comment

The Fed and Credit Rationing

Posted on January 30, 2013 by macromon

John Taylor’s piece in the WSJ yesterday noted, So if investors are told by the Fed that the short-term rate is going to be close to zero in the future, then they will bid down the yield on the long-term … Continue reading →