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 [...]

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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 [...]

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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 [...]

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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 [...]

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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)

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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)

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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%

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Posted on November 18th, 2011 by Bob Brinker

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

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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

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Posted on November 1st, 2011 by Bob Brinker