Note on the 30Y Treasury during the time it didn't trade
Under Consideration
Requested by Joe Letts at Sierra Investment Management ($8,400)
The 30 year didn't trade between from Feb '02 through Mar '06. This particular thinks it would be helpful to have a note somewhere (Maybe on the summary) letting users know that was the case. It should also be applied to spreads, i.e. the 30-10y treasury spread.
If your team didn’t solve it already, the reason this problem exists is because the 30yr treasury didn’t exist between Feb 02-Feb 06. If it’s possible, could your team add a note in the note section explaining this? Would likely be helpful for others and save you some emails.
Joe
Replies have been locked on this page!