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Friday, August 19, 2005

Daily Treasury Yield Curve Rates

not yet inverted...
August 2005
Date____1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr
08/01/05 3.30 3.48 3.73 3.83 4.04 4.09 4.16 4.22 4.32 4.59
08/02/05 3.35 3.49 3.73 3.84 4.06 4.10 4.17 4.24 4.34 4.62
08/03/05 3.34 3.46 3.72 3.82 4.02 4.07 4.13 4.20 4.30 4.58
08/04/05 3.34 3.47 3.72 3.83 4.04 4.09 4.15 4.22 4.32 4.60
08/05/05 3.35 3.52 3.75 3.87 4.11 4.16 4.24 4.30 4.40 4.66
08/08/05 3.38 3.54 3.82 3.93 4.16 4.22 4.28 4.34 4.42 4.68
08/09/05 3.37 3.52 3.79 3.90 4.13 4.19 4.25 4.31 4.41 4.66
08/10/05 3.38 3.51 3.78 3.90 4.13 4.18 4.24 4.30 4.40 4.65
08/11/05 3.31 3.51 3.78 3.89 4.10 4.14 4.18 4.24 4.32 4.60
08/12/05 3.32 3.52 3.79 3.88 4.05 4.08 4.11 4.16 4.24 4.52
08/15/05 3.28 3.54 3.82 3.91 4.08 4.11 4.15 4.20 4.27 4.53
08/16/05 3.32 3.54 3.80 3.88 4.03 4.06 4.10 4.15 4.23 4.49
08/17/05 3.31 3.52 3.80 3.89 4.07 4.10 4.15 4.20 4.28 4.53
08/18/05 3.30 3.50 3.78 3.86 4.01 4.04 4.08 4.13 4.21 4.48
www.ustreas.gov

Record 6527 registered Funds in Cayman Island

(HedgeWorld.com)—A record number of new hedge funds were created in the Cayman Islands during the first six months of 2005, according to a report by the Cayman Islands Monetary Authority, which registers more than 80% of the world's hedge funds. see story

Second Lyxor Fund in Germany

Lyxor opens a second fund of hedge funds in Germany that is focused on long/short equity.
Hedgeworld.com