c*****r 发帖数: 8227 | 1 The yield on Aug. 4 T-bills has jumped to nearly 0.12%, , more than doubling
this morning, in a sign of anxiety about a looming Debtpocalypse.
That’s roughly the same yield as a 6-month bill, according to this table
from TradeWeb. It’s hardly a shockingly high yield, but it could be a sign
the market is starting to price in just a smidgen of anxiety about a short-
term default. (The “Mty” columns in this chart show the maturities of
various bills, in month/day format. The “yield” column is the bid/ask
yield.)
Interestingly, the bill maturing on Aug. 2 yields nearly nothing — the
market apparently doesn’t expect Debtpocalypse that day. |
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