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Wrong simile... Religion is a lot more intimate than food, more like sex. I am sure even you might have an issue with someone approaching you on the street and asking you to fuck them silly. I agree, though, the problem with the argument in the original post is that it's a nice, but...

DV01 for 1000 contracts of each: 2y - $43.83k/bp 5y - $49.46k/bp 10y - $69.68k/bp Bond - $118.96k/bp With current CTDs.

I presume you want the Sep contracts?

First four contracts are known as 'whites', second four as 'reds', then greens, etc... So, at the moment, if I buy n of each of the four front contracts, I will then own a strip of whites (sometimes referred to as a 'white pack'). If you want to know more, I would highly recommend the...

Indeed, 'TED', initially, was used to refer to 'T-bill/Eurodollar' spread. However, as time passed, peeps sorta started to use TED to refer to pretty much everything that spread US govt credit on one side to LIBOR. As to what Eurodollars you trade, it normally involves a strip. For example...

Have you found ADF sufficient, Matt? I also use Phillips-Perron and KPSS, with the latter being an interesting addition to the mix.

This is a sort of a stupid measure, in all honesty, as it includes private sector borrowing, which distorts the picture massively. For instance, if I am a large Swiss or HK corporate, I cannot effectively borrow in the Swiss or HK mkt, 'cause it's not big enough. Thus I will issue in USD...

You can see a chart of it here: http://www.bloomberg.com/apps/cbuilder?ticker1=MOVE%3AIND I don't think there's a way to download the actual time series. If you really need that, PM me.

I find myself confused... Clearly, there's some value in being able to generate consistent returns, whether they are positive or negative (for obvious reasons). However, your returns are not consistent, so what, pray tell, are you actually selling?

Someone pointed this out in an editorial somewhere and I agree... It's really quite unconstructive and, generally, wrong to blame a certain constituency or, worse yet, a person for the crisis. The thinking public should really try to do their utmost to resist the temptation to over-simplify...

Yes, you do need the DV01s... Yep, that's the TED spread (aka asset swap)... Liquidity in Eurodollars means you can actually do it further out than in EUR. Otherwise, there's the usual spreads: NOB (Note vs Bond), FIT (5y vs 10y), etc...

It's sorta stupid, this article... There's been a few meaningful responses to it, which people should read to see the opposing argument.

How long do you need it for? It's available in BBG...

Welcome to the race to the bottom... USD is fast catching up to the leaders and might just be passing them as we speak.

I don't know of a place to get that easily, other than Bloomberg. Maybe someone else does (there might be some info on the CME site, but I don't know). Otherwise, you're just going to have to read some books and put a spreadsheet together, I'm afraid... As to your other question, the...

Some commentary: http://www.ritholtz.com/blog/2009/05/blaming-clinton/

Hahaha! This is some seriously funny sh1te!

http://www.eurexchange.com/trading/products/INT/FIX/FGBL.html?mode=deliverable_bonds Try the above, maybe...

No, dividing the prices is about as wrong as you could get... Maybe the exchange provides this information, but you basically need to know the CTD and then do the calculations.

There's no 'usual' ratio... It will change from contract to contract, because the CTDs for the futures (which determine the contracts' duration) can change. For example, current (Jun) ratio is arnd 1.8 bobls for every bund, while it's 1.7 for the next contract (Sep).