Raghu writes:

On Wed, Oct 21, 2009 at 11:38 AM, Louis Proyect <[email protected]> wrote:
What kind of bonds are they buying? Are they investing the money in
American
business? “No, they are mostly buying Treasuries.” So the money is just
being shuffled from one Federal bank account to another, with each Wall
Street bank skimming off $1 billion per month for itself? “Pretty much.”

I am still puzzled bu this: if these guys are all simply buying
Treasuries, wouldn't that simply push the yields down and eliminate
the profit opportunity?

In any case, if indeed it is Treasuries they are buying, we are
talking about 5 year maturities at least to get 2%:
http://www.ustreas.gov/offices/domestic-finance/debt-management/interest-rate/yield.shtml

So this is really a bet on interest rates staying really low i.e. < 2%
for at least the next five years? Sounds like a *very* risky bet.

Somehow, this all doesn't quite make sense. How else could they making
money then? Could it be that they are simply cooking the books again?
====================================
I'd like to see the evidence they are mostly buying 2% Treasuries, because
that certainly doesn't "quite make sense", as you say. My understanding is
that the cheap Fed funding has primarily gone into US corporates, where the
spreads have come down but are still relatively attractive, and into the US
carry trade - overseas buying where the yields are also higher and,
additionally, there is an expectation that those currencies will continue to
appreciate against the dollar. The Fed's support of Wall Street has chiefly
fueled the sharp rise of the Aussie dollar, Brazilian real, and other
currencies which aren't pegged to the dollar, the boom in emerging market
debt, and the rising dollar price of gold and other commodities. The BIS and
central banks are worried that the unwinding of the dollar carry trade, when
it does come, will have much more serious consquences for the global
financial system and world economy than did the yen trade in 2007-08 which
was serious enough.

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