Negative real yield off 5year treasuries

Daily Treasury Real Yield Curve Rates

DATE	5 YR	7 YR	10 YR	20 YR	30 YR
03/01/11	-0.06	0.57	1.00	1.63	1.94
03/02/11	-0.09	0.54	1.01	1.64	1.94
03/03/11	0.03	0.64	1.09	1.69	2.00
03/04/11	-0.07	0.55	1.00	1.62	1.94
03/07/11	-0.07	0.55	1.00	1.62	1.93
03/08/11	-0.09	0.55	1.01	1.64	1.95
03/09/11	-0.09	0.55	0.98	1.61	1.92
03/10/11	-0.17	0.46	0.91	1.53	1.85
03/11/11	-0.11	0.52	0.96	1.58	1.89
03/14/11	-0.15	0.49	0.93	1.57	1.89
03/15/11	-0.16	0.47	0.93	1.56	1.87
03/16/11	-0.22	0.42	0.85	1.49	1.80
03/17/11	-0.27	0.39	0.82	1.47	1.79
03/18/11	-0.22	0.44	0.85	1.49	1.80
03/21/11	-0.16	0.49	0.90	1.52	1.83
03/22/11	-0.12	0.54	0.95	1.55	1.85
03/23/11	-0.09	0.57	0.98	1.58	1.88

Just noticed it, so entities are now paying to lend to the US. Who're the people going for this?

VIX trade effectiveness: quantitative or qualitative?

So on Thursday morning (near the Wed. close on NYSE), I made a post regarding my numbers (with + statistical expectancy) advising to short VIX futures, yet I did not follow through due to news of nuclear meltdown.


We can see that volatility did indeed drop significantly. This is not the first time, where I have gotten scared out of a good trade due to financial news bulletins. Looking back, performance would have been better if I had ignored the news and just stuck to the numbers entirely.

I am still uncertain if that is the wisest choice of action, but am leaning toward the "avoid all news" option at this point. Yes, it is completely against what most people believe, yet...

"
Whenever you find yourself on the side of the majority, it's time to pause and reflect.
"
-- Mark Twain

Spent fuel storage: biggest risk at Fukushima (and the VIX)

Somehow most of the mainstream news has missed this little bit of info. Kudos to Bloomberg for this,

Pools Storing Spent Fuel May Present Biggest Risk at Fukushima

"

The greatest danger at the damaged Fukushima nuclear plant may come from the pools of water holding spent fuel that sit on top of the plant’s six reactors.

Water pools used to keep spent rods have been heating up at three of the plant’s six reactors, officials said. Left unchecked, that risks fire and possibly a nuclear reaction that spews radiation into the atmosphere, said Robert Kelley, an engineer in Vienna who used to lead the Nuclear Emergency Response at Los Alamos National Laboratory in New Mexico.

"

The VIX (chart off Yahoo Finance)

Despite Vix's jump to 29~ in 2 days (free real time price), and that some algos are suggesting SHORT; in the grand scheme of things, this situation'll probably get a bit worse before improving.