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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
10 / 28 / 2024 : 13 week to 10 year spread drops to 10.5 bp [ basis points ]
submitted 2 months ago * by Cancelthis from self.Options
10 / 28 / 2024 : Treasury 13 week to 10 year spread drops to 19.5 bp [ basis points ]
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - 2 months ago (0 children)
Consistent with persistent high volatility indices for:
Nikkei
Standard and Poors
Also, consistent with changes to 5 year rates on Treasury notes
On 10 / 30 /2024 slight increase to 19.7
still relatively stable at a lower range.
Would have been even more except for increases in 10 year from 0856 to 1400
[–]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)
[–]Cancelthis[S] 1 insightful - 1 fun1 insightful - 0 fun2 insightful - 0 fun2 insightful - 1 fun - (0 children)