as of 10:45a eastern: Indicator – value (chg) ————————————————– TED Spread — 53 (+2) LIBOR-OIS — 53 (-19) USD 2yr Swap Spread — 39 (-14) US Inv Grd Baa/10yr UST Spread — 313 (+1) EUROZONE: ———————– German 10yr note — 2.29% (-2) France 10yr note — 3.40% (-18) Italy 10yr note — 7.06% (-14) Spanish […]

Comments Off on Credit market indicators – Nov 30th | Filed under: General
Posted on November 30th, 2011 by Bob Brinker

as of 11:20a eastern: Indicator – value (chg) ————————————————– TED Spread — 51 (+1) LIBOR-OIS — 72 (-2) USD 2yr Swap Spread — 53 (-1) US Inv Grd Baa/10yr UST Spread — 312 (-4) EUROZONE: ———————– German 10yr note — 2.31% (+4) France 10yr note — 3.58% (-12) Italy 10yr note — 7.20% (-10) Spanish […]

Comments Off on Credit market indicators – Nov. 28 | Filed under: General
Posted on November 28th, 2011 by Bob Brinker

as of 10:40a eastern: Indicator – value (chg) ————————————————– TED Spread — 50 (+1) LIBOR-OIS — 74 (0) USD 2yr Swap Spread — 54 (0) US Inv Grd Baa/10yr UST Spread — 316 (-2) EUROZONE: ———————– German 10yr note — 2.27% (+7) France 10yr note — 3.70% (-2) Italy 10yr note — 7.30% (+19) Spanish […]

Comments Off on Credit market indicators – Nov 25… | Filed under: Federal Reserve
Posted on November 25th, 2011 by Bob Brinker

as of 11:35a eastern: Indicator – value (chg) ————————————————– TED Spread — 49 (0) LIBOR-OIS — 74 (+2) USD 2yr Swap Spread — 54 (+2) US Inv Grd Baa/10yr UST Spread — 318 (+2) EUROZONE: ———————– Italy 10yr note — 6.96% (+14) Spanish 10yr note — 6.65% (+5) German 10yr note — 2.14% (+21) Ireland […]

Comments Off on Credit market indicators – Nov 23… | Filed under: General
Posted on November 23rd, 2011 by Bob Brinker

as of 11:45a eastern: Indicator – value (chg) ————————————————– TED Spread — 49 (0) LIBOR-OIS — 72 (-1) USD 2yr Swap Spread — 52 (0) US Inv Grd Baa/10yr UST Spread — 316 (-3) Italy 10yr note — 6.82% (+16) Spanish 10yr note — 6.60% (+5)

Comments Off on Nov 22 – credit market indicators … | Filed under: General
Posted on November 22nd, 2011 by Bob Brinker

as of 11:30a eastern time (chg): TED Spread — 49 (0) LIBOR-OIS — 73 (+2) USD 2yr Swap Spread — 52 (+1) US Inv Grd Baa/10yr UST Spread — 319 (+8) Italy 10yr note — 6.66% (-1) Spanish 10yr note — 6.55% (-21)

Comments Off on credit indicators update… | Filed under: General
Posted on November 21st, 2011 by Bob Brinker

Some of the key credit market stress indicators we are watching – values taken 10:45a eastern time on Friday … TED Spread — 49 LIBOR-OIS — 71 USD 2yr Swap Spread — 51 US Inv Grd Baa/10yr UST Spread — 311 Italy 10yr note — 6.67% Spanish 10yr note — 6.76%

Comments Off on quick look at some credit stress indicators | Filed under: General
Posted on November 18th, 2011 by Bob Brinker

FRB: Press Release–Federal Reserve issues FOMC statement–November 2, 2011.

Comments Off on FOMC statement–November 2, 2011 | Filed under: Federal Reserve, General
Posted on November 2nd, 2011 by Bob Brinker

The November 2011 edition of the Brinker Fixed Income Advisor is now available for subscriber download at BrinkerAdvisor.com

Comments Off on November 2011 edition now online | Filed under: General, Investment Letter
Posted on November 1st, 2011 by Bob Brinker