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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
Cross post from options - reflects changes in Federal Reserve bank activity
submitted 7 months ago by Cancelthis from self.Options
https://saidit.net/s/Options/comments/cu47/5_29_2024_significant_shift_down_to_636_bp/
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - 7 months ago (0 children)
A normal but sudden reverse in the repo flow levels.
As usual, likely temporary
Temporary likely at least 2 of 3.
might actually be displaying the odds in options and the mechanics in Federal Reserve banks
[ Edit : odds could, really, be up at 1/6 up to 10 , 12. A wide range. Odds should have a persisting feature - but the persistence decays fast, reverse, then decays again. ]
a drop - for how long ?
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - (0 children)
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - (0 children)
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - (0 children)