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I can neither confirm nor deny, but do you know of another Dutch bank whose name starts with an 'R'?

The name of the bank in question starts with an 'R', I'm told... Apparently, they pulled the plug on the machine when it got filled in arnd 400 mil.

What's your question? That we don't hear about the performance of USTs recently? I think you've been reading the wrong things, as there's been endless ink spilled on the subject, by everyone and their mother.

I tried to get some cash 10s30s done overnight at 108 (a cheeky offer). Got nuthin'...

There's quite a few behavioral finance papers like that out there. For example, there's a study out there that suggests that stocks perform better on sunny days than they do on days when weather is crap. Unfortunately, the techniques used for these event studies can't guarantee that the...

FWIW, here's the latest by Jeremy Grantham. As I mentioned before, he is one of the very few pundits that I actually enjoy reading: http://www.gmo.com/websitecontent/JGLetter_SummerEssays_2Q10.pdf

I know there's been lots of steepening and, in cash bonds, 10s30s is approaching the historical highs (I see current 10s vs current 30s at 104bps). If you ask me, it's just a mechanical steepening on the rally. There's also talk of some stops, as people who put flatteners on too early are...

What iz zis? NOB or NOL?

Makes sense, thanks...

Excellend... Hellenic Bank of Cyprus is probably very healthy these days, given how much deposit flow out of Greece they've been seeing. However, it does beg the question of how exactly you're able to offer me 13% per annum on my deposit...

Ekaterina, Unlike many others here, I don't have a problem with you marketing your service. I don't assume it's a scam, but I have some questions. 1. Who is your regulator? The Russian central bank? Or, at least, who regulates the accounts that contain the funds? Are they under the...

Don't know about that... Look at it as a free bonus, right? Not only are you trading a mildly risky 1:1000 leverage, but you also get a nice carry trade they put on for you. Two for the price of one! What's not to like?

What the hell is wrong with Russian women?

Well, atticus, to be fair, have you seen where the main refi rate set by the Bank of Russia is these days?

I would disagree with this view, FWIW... The point of the greeks, such as Rho etc, is not to predict the future movement of various factors, such as rates, but rather to provide a measure of instantaneous sensitivity to these changes for a given position, based on current mkt prices. This...

Hard to make an educated guess... I'd say arnd 2/3 is sitting with commercial banks, while the rest is stuck with the real money community, incl the Chinese.

There is a "bond vix". It's called the Merrills MOVE index.

Such pretty colors...

Because the ZN CTD isn't a 10yr treasury... More like 7yr, actually, which means that you're not comparing like with like.

Which country's commercial banks? Total stock of Greek debt outstanding is arnd €300bn, including bills, if I remember correctly. So if you look at the aggregate balance sheet of the world's banking systems, the percentage should be insignificant.