tag:blogger.com,1999:blog-30643134.post1486996929259851471..comments2023-12-26T01:10:26.319-05:00Comments on Accrued Interest: 30-year auction: They're just not in demand anymoreAccrued Interesthttp://www.blogger.com/profile/05096191765979971184noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-30643134.post-7680672211486594542008-11-18T10:20:00.000-05:002008-11-18T10:20:00.000-05:00The best bberg function I know to look at this is ...The best bberg function I know to look at this is DDIS. Works for corporates too.<BR/><BR/>CT10 [Govt] DDIS [Go]<BR/><BR/>This chart clearly shows what many people do not realize; the government's obligations are massively concentrated in the front end.PNL4LYFEhttps://www.blogger.com/profile/10009165302340487456noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-72715189133880817592008-11-17T11:32:00.000-05:002008-11-17T11:32:00.000-05:00Its right there on the Bloomberg DES page. If you ...Its right there on the Bloomberg DES page. If you defined what constituted "10" and "30" years (because looking at just the current on the run wouldn't make much sense), it would be easy analysis.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-80652256899246584122008-11-16T00:24:00.000-05:002008-11-16T00:24:00.000-05:00id bet you could get a bloomberg helper to find to...id bet you could get a bloomberg helper to find total outstanding nominal amounts of 10 year and 30 year debt.scotthttps://www.blogger.com/profile/17925729431261811483noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-86044814579711167852008-11-14T07:21:00.000-05:002008-11-14T07:21:00.000-05:00Interesting post. Looking at swap spreads for the ...Interesting post. Looking at swap spreads for the US 30 year also shows some interesting things: it's now negative!<BR/><BR/>To check the supply/demand hypothesis, it would be interesting to compare the total outstanding debt in 10-year vs. 30-year. Does anyone know where to look for such information?plexisthttps://www.blogger.com/profile/08804463643442621905noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-30926137487495404332008-11-14T05:37:00.000-05:002008-11-14T05:37:00.000-05:00Perhaps the current demand for short term governme...Perhaps the current demand for short term government debt is driven by the need for somewhere safe to park money until the bottom (TM). <BR/><BR/>No one (yet) is expecting the mess to last more than 2 years, it makes sense to keep it short term if you don't really want to expose yourself to interest rate risk.<BR/><BR/>I think there's a couple more shoes left to drop:<BR/><BR/>- "too-big-to-fail" country to blow up. The UK seems like a good candidate. <BR/><BR/>- some major municipal or state financial failures.santcugathttps://www.blogger.com/profile/03954580358605135521noreply@blogger.com