The blog shares commentary on capital markets, interest rates, fixed-income securities, and the yield curve. Posts cover topics ranging from auction analysis to regime detection to yield curve similarity measures.
Instructions
Notes
Evaluating the Health of Yesterday's US Treasury Auction
Tags: Auction, Bid to Coverage Ratio, Bills, Bonds, Notes, US Treasury
Evaluating the Health of Today's US Treasury Auction
Tags: Auction, Bid to Coverage Ratio, Bills, Bonds, Notes, US Treasury
Monitoring US Treasury Auctions and Issuance to Estimate Security Liquidity
Tags: Auction, Bid to Coverage Ratio, Bills, Bonds, Cash Management Bills (CMB), Floating Rate Notes (FRN), Notes, Treasury Inflation Protected Securities (TIPS), US Treasury