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Using the data from the options markets to discover underlying interest rates, risk premiums, statistics, and psychological peculiarities of various market participants.
Link to a nice summary descriptor of bill durations at issuance:
[ if a better summary, send a DM / IM ]
https://www.investopedia.com/ask/answers/033115/what-are-differences-between-treasury-bond-and-treasury-note-and-treasury-bill-tbill.asp
Mid afternoon of 2 / 22 / 2024 : 13 week to 10 year spread down to 0.897
submitted 11 months ago by Cancelthis from self.Options
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - 11 months ago (0 children)
Closing the gap seems to be proceeding.
Actual response of equity pricing could be from just a few days, to even years.
This is especially given the reappearance of leverage designs and shifts of cash between Peking, Shanghai, Kuala Lumpur, and Los Angeles.
And, as previously noted, cash flush into petroleum holdings [ in either Singapore , Malaysia , Guangdong or Hong Kong ]
[–]Jiminy 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - 11 months ago (0 children)
Weird code
Likely trafficking communications
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - (0 children)
[–]Jiminy 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - (0 children)