Capital Flow Analysis: Internet Research Resources: Treasury Securities, Commercial Paper

Treasury Securities and Open Market Paper

Research Sources

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 icon-pdf-1
NY Fed: Repurchase Agreements with Negative Interest Rates

Specific Links: Treasury Securities

Monthly Treasury Statement starstar
Monthly Statement of the Public Debt starstar
The Debt to the Penny and Who Holds It star
Federal Reserve Links and Central Bank Resources star
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 icon-pdf-1
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 icon-pdf-1
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 starstar
Federal Reserve: Commercial Paper Outstanding star
Federal Reserve Release H.15: Selected Interest Rates star
Comptroller of the Currency:  Bankers Acceptances
San Francisco Fed: Glossary of Terms
Good Delivery Guidelines for Bankers Acceptances icon-pdf-1
GMAC Commercial Paper
Fitch Ratings: Commercial Paper
Moody's: Commercial Paper Defaults and Rating Transitions 1972-1995 icon-pdf-1
A.M. Best: Commercial Paper Methodology icon-pdf-1
Federal Reserve: About Commercial Paper and Rate Calculations
Developments in the Short-Term Money Market: Settlement Risk icon-pdf-1


'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.

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