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发表于 2010-10-4 01:19 PM
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不算啦,这个Nasdaq COT最初就是来自Sentimentrader,算是sentimentrader的credit。
对了,正 ...
Cobra 发表于 2010-10-4 15:08 
come on, Fed only purchased treasuries.
Don't know why POMO 'failed' on that particular day. but if everyone is expecting long term treasury (price) to go up, why can't they hold the paper for a little bit longer to get more gain. I don't have data at hand. but if QE2 is another cool $1T, there might not be enough treasuries to be bought from the market :-) as you know, many institutions (e.g. life insurances) are really buy-and-hold to maturity. |
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