swap spread puzzle notes.pdf

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01/01/200965432110-293M Libor 3m Tbill FedFund3mL-Trgt 3mL-3mTBil03/01/200817/01/200831/01/200814/02/200828/02/200813/03/200827/03/200810/04/200824/04/200808/05/200822/05/200805/06/200819/06/200803/07/200817/07/200831/07/200814/08/200828/08/200811/09/200825/09/200809/10/200818/12/200804/12/200820/11/200806/11/200823/10/20080-1

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01/01/200918/12/200804/12/200820/11/200806/11/200823/10/200810-306543210-13M Libor 3m Tbill FedFund3mL-Trgt 3mL-3mTBil03/01/200817/01/200831/01/200814/02/200828/02/200813/03/200827/03/200810/04/200824/04/200808/05/200822/05/200805/06/200819/06/200803/07/200817/07/200831/07/200814/08/200828/08/200811/09/200825/09/200809/10/2008

Page 1 and 2: The 30s Swap Spread Puzzle10-22
Page 3: 10-24
Page 7: 10-28
Page 11 and 12: 10-32

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