30 Year Treasury

Treasuries fell on February 2nd 2011, pushing the 10-year note yield to the highest in nine months, after the US unemployment rate unexpectedly dropped to the lowest level since April 2009, fueling speculation the labor market would improve. US 30-year bond yields also reached a nine-month high as Labor Department data showed the jobless rate fell to 9 percent. Another report showed gains in service industries. The Federal Reserve bought $7.27 billion of Treasuries, less than average, as part of a stimulus program. Consequently, this video shows that order flow toxicity levels reached the 0.9 CDF(VPIN) threshold at 12.42pm, and then remained at elevated values until February 7th 2011 at 8.30am. During that period, T-Notes lost over 1.2% in value. Presented by Marcos Lopez de Prado during the QUANT CONGRESS USA, July 12-14th 2011, New York. For additional information, visit: * www.quantcongressusa.com * ssrn.com * ssrn.com * ssrn.com

From Jerry Bruckheimer and Jon Turteltaub comes NATIONAL TREASURE. It’s the thrilling, edge-of-your-seat adventure starring Academy Award® winner Nicolas Cage (Best Actor) as Benjamin Franklin Gates. Ever since he was a boy, Gates has been obsessed with finding the legendary Knights Templar Treasure, the greatest fortune known to man. As Gates tries to find and decipher ancient riddles that will lead him to it, he’s dogged by a ruthless enemy (Sean Bean) who wants the riches for himself. Now in a race against time, Gates must steal one of America’s most sacred and guarded documents — the Declaration of Independence — or let it, and a key clue to the mystery, fall into dangerous hands. Heart-pounding chases, close calls, and the FBI turn Gates’s quest into a high-stakes crime caper and the most exciting treasure hunt you’ve ever experienced.

They are debt financing instruments of the United States Federal government. Treasury Inflation-Protected Securities (or TIPS) are the inflation-indexed bonds issued by the US Treasury. The principal is adjusted to the Consumer Price Index, the commonly used measure of inflation. The coupon rate is constant, but generates a different amount of interest when multiplied by the inflation-adjusted principal, thus protecting the holder against inflation. TIPS are currently offered in 5-year, 10-year and 30-year maturities. en.wikipedia.org