Best TAF So Far
Stop-out at 2.10 and low bid-to-cover.
See below for recap of all TAF so far [except today's]
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Recent Entries - Worst TSLF of all Times
- German Bonds
- Dramatic Drop in Short-Selling of Fannie and Freddie
- Enterprise Credit Default Swaps and Market Discipline
- TSLF
- Short Sellers: June Was Best Month in 7 Years
- U.S. Treasury Default Swaps: New Record
- Fannie and Freddie: Rescue Links
- Freddie: Still Breathing
- CDS: Fannie Tighter, US Wider
- Stocks for the Long Run, Fannie and Freddie Edition
- #Links
- “Short and Distort” Crowd Doesn’t Want You to Read This
- Hot Mike Statement
- International Role of the Euro
- Derivatives: OCC Edition
- Dow Jones in Euros
- Derivatives Trading: Banks Recover
- Ambac
- Oil Spike: Credit Crunch Theory
- ABX: First Writedowns
- #Links
- NY Fed Loan to JPMorgan for Bear
- LIBOR vs NYFR
- New OCC Mortgage Metrics Report
- #Links
- OIS
- Quote of the Day: Vikram Pandit
- Financial Guarantors in the Financial System
- The Chronology and Links of Propagation of the Sub-Prime Shock across Structured Finance Markets
- Reverse of the Law of Large Numbers
- I Am Very Disappointed In This Quarter’s Results
- New Bond Math: -2 + -2 = 4
- ABCP for Auction-Rate Rescue ?
- CDS: Central Counterparty on the Way
- Libor Changes: NONE
- JPM on the WSJ’s Dodgy Libor Analysis
- Libor Analysis: Wall Street Journal Edition
- Mishkin Resigns
- #Links
- Computer Programming Error
- Crunch: Euroland Edition
- SocGen’s Trading Scandal
- CDS Market: Still Growing But…
- Moody’s
- Return of the Maestro
- Seniorage Profits: Fed Edition
- #Links
- Oracle of Omaha Meets the Visionaries of Galilee
- Triple A for Fake Alpha
- Minsky on Central Banking
- Best TAF So Far
- #Links
- #Links
- Follow the Money
- TSLF: Nobody Showed Up
- ICE Crash
- Trichet: Reflections on the Current Financial Market Correction
- #Links
- Confidence Improving
- CDS Premia: View from the BofE
- LIBOR Changes
- Exchange-Traded Credit Default Swaps ?
- Liquidity Provision by the Federal Reserve
- Only in America: Repo Home Tour
- The European Central Bank and The Federal Reserve
- FED: Running Out of T-Bills
- #Links
- #Links
- ABX.HE.PENAA Initial List
- TAF: Below Discount Rate
- What We Know, Don’t Know and Can’t Know About Bank Risk: A View from the Trenches
- Libor and Money Market Funds
- TSLF Collateral Expanded to ABS
- TAF Increased to $150 bn
- #Links
- Markit to Add a Penultimate AAA Sub-Index to ABX.HE Indices
- NYFR: The New LIBOR
- Subprime RMBS: Expected Credit Losses vs Mark to Market Losses
- ABX Anomalies
- Financial Market Liquidity
- Market Timing System using Grammatical Evolution
- Minsky
- #Links
- Credit Classification Using Grammatical Evolution
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jck [at]
aleablog [dot] com
May 20th, 2008 at 11:22 pm
[...] posted a table of the historical auctions and inferred that this was the best TAF so far. While, I usually agree with jck, I’m not sure if I do with him on this one. I would have [...]