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发表于 2011-7-27 01:27 PM
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债市开始反应了。有人沉不住了!
The yield on Aug. 4 T-bills has jumped to nearly 0.12%, , more than doubling this morning, in a sign of anxiety about a looming Debtpocalypse.
That’s roughly the same yield as a 6-month bill, according to this table from TradeWeb. It’s hardly a shockingly high yield, but it could be a sign the market is starting to price in just a smidgen of anxiety about a short-term default. (The “Mty” columns in this chart show the maturities of various bills, in month/day format. The “yield” column is the bid/ask yield.)
Interestingly, the bill maturing on Aug. 2 yields nearly nothing — the market apparently doesn’t expect Debtpocalypse that day. |
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