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by lmgftp 4642 days ago
BPS - Basis Point(S) (1/100th of a percentage point per Basis Point)

This is the interest on the bond, and the Fed sells these Treasurys to the public in order to raise money on an interim basis.

Effectively, it reflects the cost of borrowing money by the Federal Government of the United States to borrow money for ONE MONTH. This is a very short time period, as Treasurys are for sale in 1-mo to 30-year periods. So you'd only charge a high interest rate if you think the likelyhood of non-payment is actually an issue (that's risk vs. return).

Typically, 1 month is very not-risky, as it's highly likely that the US Gov is still around and solvent in a month. But with the recent debt ceiling / government shutdown rhetoric the market is beginning to get a little worried, so the premium the government must pay in order to borrow money has increased.

Basically by the Congress/White-House being deadlocked and having such fiery rhetoric it begins to appears as if there is a chance of default, and that chance is slightly higher than normal, so the risk/return on the 1 mo treasury has increased, as reflected in the increased interest rate the government has to pay to its bond holders.

1 comments

Does this mean it would be a good idea to invest in a one month bond if you can wait out the chance the government would be delayed in paying you back?
http://en.wikipedia.org/wiki/Time_value_of_money

Imagine we enter an agreement - you'll lend me $100 for a year, and I'll pay you $10 after a year. The banks will pay you $5 to borrow your $100, so you think this is a good deal.

After a year, I pay you back the $100, but I don't have my $10 for interest. I'll pay you back as soon as I can, I swear, seeing myself to the exit. Five years later, true to my word, I give you the $10. So you get your money eventually - is this a good deal?

Well, no, of course not. It may be better than the bank still, but it's not as good as the deal initially made it appear. You could have taken my $10, given it to a bank for the next five years and - assuming you didn't reinvest interest payments out of a noble desire to make math easier for yours truly - made $0.50 each year, for a total of $2.50. What's more, I could have done that, effectively reducing my debt to you by 25%.

Of course, this isn't on that scale, but that is the risk of delayed payment.

the absolute interest rate is still very miniscule
Yes but what hedge funds would do (are undoubtedly doing) is raise a huge amount of money on margin and use it to arbitrage the spread between these and related instruments with other durations. Of course this can go horribly wrong; read the book "When Genius Failed".
Oh god, LTCM. Beware of investors that have no demonstrable controls against automated/HFT pouring of more of my money into a black hole trying to "win" back their losses.

The Trillion Dollar Bet is also a good, high-level documentary.