The absolute difference in bond yields (corp. v. treasuries) has been this high before, but interest rates were higher overall during those times. Can any economic historian confirm whether the relative difference is at historical highs?

-- Puddintame (achillesg@hotmail.com), August 10, 1999

Answers

Flood of Corporate Borrowing Causing Commotion in Markets

-- (M@rket.watching), August 10, 1999.

Don't suppose anyone has a list of the derivative positions of the top banks that is reasonably current??

Chuck

-- Chuck, a night driver (rienzoo@en.com), August 10, 1999.

Chuck,

It's not exactly recent, but I did find this from November 1998:

http://www.geocities.com/~CyclePro/Charts/SP500-Articles/DerivExpo.htm

-- Linkmeister (link@librarian.edu), August 11, 1999.

This report is on the first quarter of 1999:

http://www.occ.treas.gov/ftp/deriv/dq199.pdf

-- Linkmeister (link@librarian.edu), August 11, 1999.