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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
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General thanks to everyone interested in the tracking project for 13 week Treasury bills to 10 year bond spread
submitted 7 months ago by Cancelthis[M] from self.Options
[–]Cancelthis[S,M] [score hidden] 7 months ago stickied comment (0 children)
Just a general rule -- the titles and texts will be truncated due to the software difficulties
However, viewers can input their own theories about interest rate spread cycles and Federal Reserve banks' decisions on bill, note, and bond purchases .
Ideally, a few joiners in relative to agency purchases as well.
[–]Cancelthis[S,M] [score hidden] stickied comment (0 children)