Human Antithesis Blogspot

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Unfortunately the Treasury website does not say how to send in suggestions, and nobody outreached to me, so this blog post is it.) Perpetuities are bonds with no principal payment. If interest rates are 3%, to borrow $100, the government would sell three perpetuities, and then pay investors $3 each year.

(I wrote a whole paper on this a while ago, if you want lots of detail and answers to practical questions.

This contradiction creates a paradoxical image in the reader or listener's mind that generates a new concept or meaning for the whole.

Ever noticed that it's simply impossible to find seriously funny oxymoron?

Oxymoron is a statement which, on the surface, seems to contradict itself - a kind of crisp contradiction.

An oxymoron is a figure of speech that deliberately uses two differing ideas.Even if the current ARM rate is higher than the fixed, if ARM rates go down in the future, the ARM could end up being better.My paper was part of a conference at Treasury, published by Brookings.If rates go up, it costs eventually more to borrow short.If rates go down it costs less, even if the current yield curve is inverted.Go look at the just released CBO Long Term Debt Outlook. Perhaps, but the insurance is cheap -- and with a flat or inverted yield curve it's even cheaper.Borrow long to buy insurance, not just for a good deal. In the paper I proposed that the Treasury issue 1) fixed-rate perpetuities -- a security that pays one dollar forever -- 2) floating-rate perpetuities -- just like Fed reserves, the interest rate adjusts daily and the price is always exactly

An oxymoron is a figure of speech that deliberately uses two differing ideas.

Even if the current ARM rate is higher than the fixed, if ARM rates go down in the future, the ARM could end up being better.

My paper was part of a conference at Treasury, published by Brookings.

If rates go up, it costs eventually more to borrow short.

If rates go down it costs less, even if the current yield curve is inverted.

||

An oxymoron is a figure of speech that deliberately uses two differing ideas.Even if the current ARM rate is higher than the fixed, if ARM rates go down in the future, the ARM could end up being better.My paper was part of a conference at Treasury, published by Brookings.If rates go up, it costs eventually more to borrow short.If rates go down it costs less, even if the current yield curve is inverted.Go look at the just released CBO Long Term Debt Outlook. Perhaps, but the insurance is cheap -- and with a flat or inverted yield curve it's even cheaper.Borrow long to buy insurance, not just for a good deal. In the paper I proposed that the Treasury issue 1) fixed-rate perpetuities -- a security that pays one dollar forever -- 2) floating-rate perpetuities -- just like Fed reserves, the interest rate adjusts daily and the price is always exactly $1.00 3) indexed perpetuities -- it pays one dollar adjusted for the CPI (or one of its improved versions) forever.Much of the reason government debt has such low interest rates is that it is very liquid -- easy to buy and sell, the "safe haven" in bad times and so forth. Perpetuities match the varied investment horizons of ultimate investors, and by being more liquid are more flexible. One can raise a bunch of practical objections, and if you have them go check out the paper. The WSJ only advocates 100 year debt on the notion it would give the Treasury a lower borrowing cost when yield curves are inverted.Government debt is somewhat like money, and like money pays less interest in return for its liquidity. A 100 year bond would make sense if there were a group of investors sitting around who really wanted to have $3 coupons for 100 years, and then $100 exactly in 100 years, not 101 years, and they were not planning to buy or sell in the meantime. This is a good argument, but more difficult and subtle than the WSJ lets on. The 100 year cost of borrowing with short term bonds depends on what short term interest rates do in the future.If you borrow and sell short the first, you cannot deliver the second in return.This segmentation would make the markets for each bond thinner, and the bid ask spread larger.

.00 3) indexed perpetuities -- it pays one dollar adjusted for the CPI (or one of its improved versions) forever.Much of the reason government debt has such low interest rates is that it is very liquid -- easy to buy and sell, the "safe haven" in bad times and so forth. Perpetuities match the varied investment horizons of ultimate investors, and by being more liquid are more flexible. One can raise a bunch of practical objections, and if you have them go check out the paper. The WSJ only advocates 100 year debt on the notion it would give the Treasury a lower borrowing cost when yield curves are inverted.Government debt is somewhat like money, and like money pays less interest in return for its liquidity. A 100 year bond would make sense if there were a group of investors sitting around who really wanted to have coupons for 100 years, and then 0 exactly in 100 years, not 101 years, and they were not planning to buy or sell in the meantime. This is a good argument, but more difficult and subtle than the WSJ lets on. The 100 year cost of borrowing with short term bonds depends on what short term interest rates do in the future.If you borrow and sell short the first, you cannot deliver the second in return.This segmentation would make the markets for each bond thinner, and the bid ask spread larger.

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