Scary

Credit protection on US Treasury bonds became more expensive on Friday. I wonder what the implied default probabilities are now. I wonder what the trading volume was.  Who was buying the insurance?

Accrued Interest: Maybe it’s another drill

Advertisements
Explore posts in the same categories: Uncategorized

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s


%d bloggers like this: