Thursday, May 28, 2009

The Treasury Price Matrix

A useful chart showing the historical levels of the various prices along the Treasury curve. Whoever put the steepener trade on in late 2006 (about the time Bernanke started calling the sho(r)ts) is by now rich, retired, sitting on a beach, collecting 20%.


hat tip Günter Leithold Sphere: Related Content
Print this post
blog comments powered by Disqus