Well, so much for Jan-09 TIPS at those levels...

By
Mike
on August 14, 2008 8:56 AM | | Comments (0) | TrackBacks (0)
Headline CPI printed high, CPURNSA over 219.9, and the Jan-09 breakeven is up 45bps so far. The price implies a terminal CPI (using the same method as before) of 218.65. That is, if you can find someone to offer them...

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This page contains a single entry by Mike published on August 14, 2008 8:56 AM.

Jan-09 TIPS imply 218.16 index for Jan 15, 2009 was the previous entry in this blog.

Inflation-Indexed Assets in a Deflationary Environment is the next entry in this blog.

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