General links
|
| Jude Wanniski: Gold Standard Mechanisms |
| Bureau of the Public Debt |
| CNN: Money -- Bonds and rates |
| Savings Bonds |
| Smart Money: Bonds |
| U.S. Savings Bonds Online (Bureau of the Public Debt) |
| Yahoo Bond Center |
| NY Fed: Open Market Operations |
| Open Market Operations in the 1990s |
| Origins of the Use of Treasury Debt in Open Market Operations |
| Stanford : Expectations, Open Market Operations, Changes in Interest Rates |
| San Francisco Fed: What Are the Tools of U.S. Monetary Policy? |
| Forecasting the Treasury's Balance With The Fed. |
| CBOE: Interest Rate Options |
| Foreign Ownership of U.S. Treasury Securities |
| Treasury Direct E-Commerce |
| CBOT: Treasury Bond Futures |
| Option on 30 Year U.S. Treasury Bond Futures |
| Treasury Bond Chart |
| Treasury Bond Yields, Trends, and Forecast |
| Federal Reserve Statistical Release H.15 (Daily) Selected Interest Rates |
| Bond Market Association: Composite Treasury Report |
| Mathworks: Fixed Income Toolbox |
| Understanding the Pricing and Trading of Treasury Bills |
| The Mis-Pricing of U.S. Treasury Bonds: A Case Study |
| Financial Futures Markets Quotes |
| Wikipedia: Futures Contracts |
| Chicago Fed: Economic Determinants of the Nominal Treasury Yield Curve |
| Historical Graphs: Ten Year Treasury Bond Yields |
| CBOT: Treasury / Treasury Spreads |
| IMF: Financial Implications of a Shrinking Supply of U.S. Treasury Securities |
| NY Fed: Liquidity in U.S. Treasury Spot and Futures |
| NY Fed: The Round-The-Clock Market for U.S. Treasury Securities |
| Cash U.S. Treasury Market Fundamentals; Eurodollar / Treasury Spreading. |
| Dept. of Treasury: U.S. Treasury Borrowing |
| Eurex US: Electronic exchange for Treasury Derivatives |
| Eurex US: Integrated Calendar Spreads |
| The Dark Side of Yield Spreads and Europe's Investment Prospects |
| Specials Market for U.S. Treasury Securities; Federal Reserve's Securities Lending |
| Price Discovery in the U.S. Treasury Market: Order flow and Liquidity. |
| Liquidity and Asset Pricing: Evidence from the U.S. Treasury Securities Market |
| Federal Debt Market: Market Structure and Uses for U.S. Treasury Securities. |
| Treasury STRIPS |
| The Mispricing of Callable U.S. Treasury Bonds: A Closer Look |
| Certificates of Accrual on Treasury Securities: CATS |
| Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields. |
| Treasury Investment Growth Receipts: TIGRs |
| Zero Coupon Bond Investments |
| Futures Industry Association |
| U.S. Commercial Paper: The Shrunken Market |
| General Electric: U.S. Commercial Paper Programs |
| Commercial Paper Rates |
| Federal Reserve Release: Commercial Paper Outstanding |
| Bankers Acceptance |
| 3-month Bankers Acceptances Rate |
| Comptroller of the Currency: Bankers Acceptances Handbook |
| Bankers' Acceptance Financing: The Link to Financing Global Market Activity |
| Richmond Fed: Repurchase and Reverse Repurchase Agreements |
BIS: The Changing Shape of Fixed Income Markets  |
| NY Fed: Repurchase Agreements with Negative Interest Rates |
Specific Links: Treasury Securities
|
Monthly Treasury Statement  |
| Monthly Statement of the Public Debt |
| The Debt to the Penny and Who Holds It |
| Federal Reserve Links and Central Bank Resources |
| U.S. Treasury: Office of Cash and Debt Management |
| CBO: Monthly Budget Review |
| National Debt Awareness Center |
| FRB: Federal Open Market Committee |
| New York Fed: Open Market Operations |
| The Impact of the Federal Reserve Open Market Operations |
| Why the Federal Reserve is Irrelevant. Alan Greenspan isn't the Maestro. He's Oz. |
| Shadow Open Market Committee |
| Daily Treasury Yield Curve Rates |
| Inflation-Indexed Treasury Bonds |
| Advanced Bond Concepts: The Term Structure of Interest Rates |
| SmartMoney: The Living Yield Curve |
| Federal Financing Bank |
| Federal Old Age and Survivors Trust Fund |
| SLGS Securities |
| Treasury Inflation-Protected Securities (TIPS) |
| Treasury Securities Market Overview |
| Fedwire and National Settlement Services |
| Fixed Income Clearing Corporation |
| New York Fed: Book-Entry Procedure |
Specific Links: Open Market Paper
|
| Federal Reserve Release (Daily): Commercial Paper |
| Federal Reserve: Commercial Paper Outstanding |
| Federal Reserve Release H.15: Selected Interest Rates |
| Comptroller of the Currency: Bankers Acceptances |
| San Francisco Fed: Glossary of Terms |
| Good Delivery Guidelines for Bankers Acceptances |
| GMAC Commercial Paper |
| Fitch Ratings: Commercial Paper |
| Moody's: Commercial Paper Defaults and Rating Transitions 1972-1995 |
| A.M. Best: Commercial Paper Methodology |
| Federal Reserve: About Commercial Paper and Rate Calculations |
| Developments in the Short-Term Money Market: Settlement Risk |
Books
|
| 'Gilbert Law Summaries' Commercial Paper and Payment Law', Paperback, Douglas J. Whaley
The fundamental law behind commercial paper. |
Books on Commercial Paper |
Books on Negotiable Instruments |
| 'Hamilton's Blessing: The Extraordinary Life and Times of Our National Debt', Hardcover, John Steele Gordon
How the national debt has been a potent instrument of fiscal policy in keeping the world safe for democracy |
| 'Debt Management and Government Securities Markets in the 21st Century', Paperback, Organization for Economic Cooperation and Development
The structure of OECD government securities markets and public debt management operations, and highlights the generic structural policy issues in emerging debt markets. |
Books on Treasury Securities |
After the Trade: Dealer and Clearing Bank Operations in Money Market and Government Securities |
| 'Securities Lending and Repurchase Agreements', Hardcover, Frank J. Fabozzi
Fundamentals of loan transactions in which securities are used as collateral. |
| 'Treasury Securities and Derivatives', Hardcover, Frank J. Fabozzi
Comprehensive text on the cash and derivatives market for Treasuries. |
| 'Yield Curve Analysis', Hardcover, Moorad Choudhry
Provides market professionals with latest analytical techniques. |
| 'Managing Interest Rate Risk: Using Financial Derivatives', Hardcover, John J. Stephens
A practical primer in managing risk with derivatives. |
| 'The Treasury Bond Basis: An In-Depth Analysis for Hedgers, Speculators, and Arbitrageurs', Hardcover, Galen D. Burghardt, Terrence M. Belton
The authoritative treatise |
| 'Inside the U.S. Treasury Market', Hardcover, Peter Wann
A comprehensive overview of the market. |
| 'Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value Investing', Hardcover, M. Anthony Wong
Provides a thorough understanding of how bond options are priced, traded, and used. |
