The T-Report: The End of Ben! The End of CDS?
January 31st, 2014 Ben has 5 more months in office. There is no way the new Fed Chairperson is going to let Ben get away without at least attempting to taper. No one political enough to get the job is...
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The T-Report: Credit Spreads are Going to Zero
Credit Spreads are Going to Zero The theme of spread “compression” continues to play out. SNR FIN vs MAIN T-Report Subscription - To Continue Reading Please Sign In IMPORTANT DISCLOSURES This writing...
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The T-Report: Happy Thanksgiving, Spread Compression, and Market Structure
Have a Great Thanksgiving On what should be an extremely quiet and short day, I only want to leave you with one chart. Compression We are seeing spread compression. Here are some of our favorite...
View ArticleThe T-Report: Where Has Spread Compression Gone Too Far?
The 3.0% 10 Year The 10 year treasury continues to leak higher. It has been a controlled leak, which is reassuring but it is pressing towards that 3.0% threshold that could trigger a gap wider. Post...
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The T-Report: Is CDS Too Tight?
Aren’t Credit Spreads too tight? Isn’t IG extremely tight? T-Report Subscription - To Continue Reading Please Sign In IMPORTANT DISCLOSURES This writing discusses general market activity, industry or...
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The T-Report: Right, Wrong, Right, Wrong, Right…
Volatility Is Picking Up We are seeing volatility increase. Intraday volatility is increasing and even end of day closing price vol is picking up. Some of the swings seem to be based on no actual...
View ArticleThe T-Report: Risk, Reward, Leverage and Hedging
Risk versus Reward, Leverage, and Hedging I have been thinking about these subjects a lot lately. Two things really made me think about it. The first was the simple work we did converting the IG...
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The T-Report: What’s For Lunch?
Volumes and Volatility I was on a trading floor yesterday and they half-jokingly said that the big question of the day was “what’s for lunch?” S&P 500 in 2014 T-Report Subscription - To Continue...
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TFMkts Fixed Income ETF Overview & Outlook: The What’s For Lunch? Edition
Volumes and Volatility I was on a trading floor yesterday and they half-jokingly said that the big question of the day was “what’s for lunch?” S&P 500 in 2014 To Continue Reading Please Sign In...
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The T-Report: TFMA vs the Ira Sohn 2013 Conference Picks
Ira Sohn Conference Last year we decided to submit an entry into the Ira Sohn Contest. We felt like it would be good exposure if we won and got to present to that audience. Unfortunately we were not...
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