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Then I am even more confused... Why are ho's supposed to be held in storage, as the poster says? Isn't the whole point of having ho's to rent them out? How can that be criminal?

Rightie-o... Today was a bad day, but not too horrible, so I am happy to respond. I'd say that what you suggest is possible. The Fed may have been unfair and even dishonest in some of its dealings with the various banks. If that is the case and can be proven, the people responsible should...

What's a "wharehouse"? What do cats have to do with wares? I am all confused...

If the govt did nothing and let the banks collapse, people would stop receiving their paychecks (the payroll system is based on the commercial paper mkt). People probably wouldn't have been able to buy things, potentially including basic necessities, since modern trade depends on letters of...

They don't need another mechanism to achieve flexibility, as they already have the FF effective that can deviate from FF target that moves in 25bps increments.

Macro Man: http://macro-man.blogspot.com/ The Big Picture: http://www.ritholtz.com/blog/ EconomPic: http://econompicdata.blogspot.com/ There's a few others I follow, but these are my current favorites.

Yes, it does, I'm afraid...

I have done some stuff, but I do it using swaps vs contracts... I made some money on the schatz-bund box, but that's about it.

I don't think you'll find this data free out there... 3M FedFund swap rates never were. BBA has now decided that LIBOR historical data will only be available freely with a 2 month delay. If you really need this badly, PM me and I will help (all appropriate disclaimers apply).

Rightie-o, this was fun, but all fun has to come to an end, sooner or later... It was a pretty brutal day for me, so I am not in the mood to keep the entertainment going. wavel, I am not trivializing the issue. I am merely making a rather obvious point about conspiracy theories. jfc, if...

This chart has nothing to do with the "projected deficit". It's a breakdown of the current deficit. You can read more about the methodology used to generate the chart here: http://www.cbpp.org/cms/index.cfm?fa=view&id=3036 I can't find anything obviously wrong with their analysis, which...

spindr is right, IMHO... It's most likely to be either a) a case of put-call parity not holding for an American option, 'cause of some special condition; b) you're effectively not calculating the fwd correctly, due to you not using the right cost of carry.

Well, schatz/euribor is, basically, swapspread, aka TED. I don't think I'd ever look at it as an intraday trade. In terms of which contracts to use, you can do some analysis to determine if it may be optimal to hold particular contracts, rather than all 8. PCA is one method that can do this...

Of course... How could I be so blind!! It's all one huge massive conspiracy, isn't it? An audit isn't an audit, the Fed has been buying trillions of USTs (as well as equities, as the PPT) on the sly, without anyone detecting a single shred of evidence, and Britney is an alien. Thanks for...

I don't know if you can find the actual DV01s on the Eurex website, but you can definitely find the conversion factors. It's really easy to perform the instantaneous DV01 calculation using simple Excel functions, once you have the CTD details and the conversion factors. I don't remember what...

Well, that's the new globalized world for you. Everything is intertwined and it sure is complicated.

Why instantly? I already mentioned in this thread that I am a mkt participant. My livelihood depends on my ability to perform exactly this type of analysis. It's part of my job to stay on top of what issues are likely to be held where, since it often affects how the bonds trade in repo...

I did some number-crunching... For mutual/pension and money-mkt funds (which would include household purchases), as well as insurance cos, I used some proprietary data (you have to pay a subscription fee) that provides a time-series of estimated aggregate treasury holdings of these...

You should visit our chatroom then... There's a bunch of us there talking about trades like this. I don't know where/how you can actually learn more, other than the very basics that you're well-familiar with already, I'm sure.

Maybe I should... I just have one question for you... Do you have proof that Britney is not an alien or not :)? I really need to know...