Institutional Fixed-Income Portfolio Management

Last Update 7/18/98

INTERNET SEARCH

Glenn's Internet Search Portal
Begin Your Searches in the Internet Here

NEWS

Rueters Securities News
PR News Service
Standard & Poors
CNBC MSNBC's CNBC Business News
Yahoo's Comprehensive Business Wire
Sky Internet News Service (British)
Drudge Report - Internet News Portal
Business Headlines
Corporate/Business News listed by Company
CNN Financial Network

BOND MARKET

Bond Market Reports from CNN
Current US Treasury On-the-Run
Bloomberg's US Treasuries w/ Yield Curve
Knight-Ridder Financial News / Bridge Newswrap - Asia Financial News A.M.
Historical Yields on Treasury Securities Since 1990
GovPx Treasury Composite Report

ONLINE INVENTORIES

Fuji Securities' Agency Inventory
Daiwa Securities America - Daiwa Interactive Trading on Treasurys and Agencies, inc. inventories
Bondtrac's US Government Agency Bond Inventory
Bondtrac's Corporate Bond Inventory
Fuji Securities Repo Desk
Spear Leads Kellog Online Trading, requires password (enter Guest / Guest to Enter)

FIXED INCOME BROKER/DEALERS & BANKS

Prudential Securities
Bank of America
Merrill Lynch
Norwest Bank
Merrill Lynch
NationsBank
A.G. Edwards
CoreStates Bank
Paine Webber
Sumitomo Bank - California
Ernst & Company
Republic National Bank (Loads More Cookies Than Betty Crocker)
First Chicago
Smith Barney
JP Morgan
Nikko Securities
Mellon Bank
County Club Bank - Investment Division
Wells Fargo Bank
Goldman Sachs
Citicorp/Citibank
Piper Jaffray
Chemical/Chase Manhatten Bank
Gruntal Securities
First Union National Bank
First Empire Securities- under construction
Fleet Bank
CS First Boston
US Bank
Donaldson Lufkin & Jenrette
State Street

FXED-INCOME RESEARCH REPORTS

Norwest invesment Articles Library
Merrill Lynch Financial Research Center
Prudential Securities' Market Commentaries
Pudential Securities - U.S. Treasury Securities
21st Century Municpals' "Bonds Online"
Bankers Trust, "Prospects for Credit Markets
The Bond Market Asssociation Newsletter
Michael Ryan's Reasearch, PaineWebber

FIXED INCOME RESEARCHERS (EMAIL)

Bruce Fox, Smith Barney, Fixed Income Research, Interest Rate Swaps
James Barrineau, Smith Barney, Fixed Income Research, Emerging Markets
Alice Koo, Smith Barney, Fixed Income Research, Asset Backed Securities
George Friedlander, Smith Barney, Fixed Income Research, Municipals
David Hendler, Smith Barney, Fixed Income Research, Corporates
Michael Schumacher, Smith Barney, Fixed Income Research, Mortgage Backed Securities
William Mast, Smith Barney, Fixed Income Research, Governments
Perry Beaumont, Smith Barney, Fixed Income Research, Cross-Market Strategies

BROKER DEALERS (SALESPEOPLE)

Paul Arevian, PaineWebber, Denver - (303.820.5015)
John Baer, Gilford Securities, Newport - (800.540.7000)
Bob Balkunas, Fahenstock Capital - (800.336.3366)
Larry Burns, Smith Barney, Houston - (800.324.2726)
Fred Claps, Fuji Securities, New York - (212.528.3146)
John Egan, Lehman Brothers, New York
Erin Feeley, Lehman Brothers, New York -(212.526.4320)
Tony Gatto, Goldman Sachs, New York -(800.398.5828)
John Hirt, Morgan Keegan, Memphis - (800.564.3581)
Matt Lynch, Seattle Northwest Securities, Seattle - (206.628.5476)
Pat McCooey, Credit Suisse First Boston -(212.325.2118)
Ron New, Hanifen Imhoff, Denver - (303.291.5454) (800.525.9899)
Stacy Jensen, Spear Leeds Kellog, Denver (800.645.9153)
Angie Leach Pizzichini, Merrill Lynch, Denver - (303.377.1011)
Caroline Southwell, Morgan Stanley Dean Witter -
Matt McGuire, Raymond James - (800.693.4211)
Mark McKinnon, Zions Bank Capital Markets Group - (800.724.8950)
Sandra Morisie, Tucker Anthony
Mark Nunn, Prudential Securities, Denver - (303.592.5877)
Melissa O'Gorman, Bankamerica (BA) Securities - (212.836.5556)
Nicholas Petrarca, Interstate Johnson, Atlanta - (800.238.5494)
Tim Schenden, Hopper Soliday (sub 1st Maryland Bancorp / Allied Irish Bank) - (888.423.4565)
Kent Smith, National Bank of Commerce
Joel Stark, First Tennessee, Memphis - (800.456.5460)
Jon Vaughan, Tri-Star Financial, Houston - (800.864.9200)
John Woodbyrne, HSBC Securities, San Francisco - (800.492.0002)
Gary Worley, Bear Sterns, Boston - (800.333.2327)
Randy Wright, Vining Sparks, Austin - (800.314.3421)
Barbara Williams, Kirkpatrick Pettis, Denver - (303.764.5733)

newPORTFOLIO MANAGERS & INVESTMENT ADVISORS

Langhoff Brooks, Denver (Institutional Fixed Income)
Crestone Capital, Denver (Small Cap Equities)
Meridian Investment Management, Denver (Individuals & Small Pension Funds)
Denver Investment Advisors, Denver (Institutional Equity & Fixed Income)
Scott Prickett, Langhoff Brooks, Denver
George Nielsen, American Money Management (MBIA), Denver
Conrad Freeman, Crestone Capital Management, Denver

ONLINE PORTFOLIO ANALYTICS

Vining Sparks' Beta Site - Vining's advanced internet portfolio analytics and pricing service

new BOND & FINANCIAL CALCULATORS

Bond Yield Calculator - Requires 32 bit browser & operating system (Win95, WinNT, Unix, etc.)
HSH Associates' Mortgage Refinancing Calculator - Excellent JavaScript Mortgage Refinancing Analysis
HSH Associates' Mortgage Payment Calculator
HSH Associates' Mortgage Prepayment Calculator
HSH Associates' Mortgage Required Income Qualification Calculator
HSH Associates' Maximum House Value Calulator
HSH Associates' Credit Grade Estimation Calculator - Estimates Your Credit Score, Allows You to Plan Stategies to Improve Score

new MORTGAGE MARKET INFORMATION

36 Month Graph of 30 Year Fixed Rate Mortgage Rates
36 Month Graph of ARM Rates
Current Colorado Mortgage Lender Rates
Excellent Commentary on the Short Term Prospects for Mortgage Rates - Should we lock today?
Today's National Average Mortage Rates

new AGENCY ISSUER INFORMATION

SLMA Master Index of Oustanding Issues by CUSIP
SLMA Call List by CUSIP
SLMA Fixed Rate Coupon List by CUSIP
SLMA Variable Rate Index by CUSIP

new SUBSCRIPTION FINANCIAL INFORMATION SERVICES

PC Trader Bond Market Report
Moneyline Subscription Financial Information Service - Free Sample Pages Available
Thompson Financial Services' ILX Financial Workstation
Thomson Securities Information Services (TSIS) - TSIS is a new alliance between Muller Data Corporation, the Asset Backed Securities Group (ABSG), and MuniView. Based in New York, Muller Data/TSIS specializes in timely and accurate securities market information delivered electronically to financial institutions, mutual funds, UITs, and to authorized vendors for redistribution through their product offerings. Services cover both the national and international markets and include end-of-day and historical pricing, corporate actions, descriptive data and dividend/interest announcements.
Technical Data - Since 1981, Technical Data has delivered fixed-income, foreign exchange, and capital markets information to the global investment community via Dow Jones Telerate. More than 10,000 traders, salespeople, and fund managers worldwide rely on Technical Data's unique mix of technical acumen, fundamental insight, and quantitative measures to help them make profitable investment decisions. Technical Data analysis spans all global government debt, currency spots and crosses, derivatives, Eurobonds, corporate bonds, and mortgage-backed securities to accurately evaluate market sentiment and develop key trading levels. As the 21st century approaches, Technical Data is dedicated to enhancing its time-saving analysis services for the evolving marketplace.
Financial Navigator International - PC based high-end accounting and financial software

FOREX MARKETS

forex
Oanda - Olsen & Associates' Superior Currency Coverter
Forex Market - Bankers Trust

OPTIONS & FUTURES MARKETS

Chicago Mercantile Exchange's Interest Rate Options and Futures Market

newPORTFOLIO STATEGIES

Prudential Securities' "Laddering a Bond Portfolio"
KPMG's Article on Investment Policies
Thomson's Investment Software - Thomson Investment Software offers a range of high-quality, flexible software and services that enhances investment management and operations. Our flagship product, PORTIA, is the industry's leading portfolio management system, automating the trading, analysis, and operations of more than 300 money managers worldwide. For banks and other depository institutions, PARAGON is the only PC/LAN-based accounting and analytics system integrating the needs of portfolio management and operations. TradeView, our powerful order management system helps buy-side institutions automate and organize equity, non-dollar and fixed-income trading desks. The Performance Services Group provides performance measurement, comparative statistics, and risk analysis software and services. And our Analytical Software Group offers decision support and investment analysis products, such as the Thomson TBA Trader.

newPORTFOLIO/BOND PRICING & REPORTING SERVICES

Institutional Portfolio Pricing/Analytics/Performance/Reporting Service via SymPro at Langhoff Brooks
Quote.com Inc.'s Fixed Income Pricing Service
Street's Fixed Income Pricing Service
Fuji Securities Treasury Pricing (On and Off the Run)

newFIXED-INCOME / BOND INDICES

JP Morgan Government Bond Index

COMMODITIES MARKET

Commodities Markets

U.S. TREASURY AUCTIONS / TREASURY DIRECT

FEDERAL RESERVE BANKS

The Federal Reserve Bank of New York
The Federal Reserve Bank of Chicago
The Federal Reserve Bank of Saint Louis
The Federal Reverse Bank of Kansas City
The Federal Reserve Bank of Minneapolis

BANK & DEALER DATABASES

MYBank -US Directory - Search Engine for Banks Across the US
Financial Resource List from Dakota State Finance Department

BANK CERTIFICATES OF DEPOSIT

Bank CD Rates
Webshop's CD Information Service - Both New Issue and Secondary CD Markets
Fuji Bank Yankee CDs

CREDIT RATING AGENCIES

Standard & Poor's Rating Service
Fitch Investor Services

FINANCIAL INFORMATION/ANALYTICS PROVIDERS

Market Broadcasting Corporation's software and quote delivery system
PSA's "Trading & Investment Programs & Systems" - TIP is a comprehensive database of standardized fixed income calculations and software
"Bontrac" Search Engine for holders Various Bonds - Partially Free, the rest is subscription
CUSIP Home Page
Bloomberg PERSONAL Financial Information Service
Chicago Board of Trade's Monthly Financial Calendar of Events
Federal Reserve's Statistical Release
Mauro Magnani's FINANCE AREA - Comprehensive Financial Home Page w/ 1,500+ hyperlinks
Fixed Income Investment Research
Capital Management Sciences' BondVu - Nominal subscription service with market quotes
National Bureau of Economic Research
The Wall Street Journal
The Wall Street Journal Interactive Edition
Wall Street Journal - Search Engine
New York Times Financial Section
Business Week Magazine
Fortune Magazine
Barra's Fixed-Income Research Paper Bibliography (advanced Academic)
Duke University's General Accounting Procedures, Amotization of Premium & Discount on Fixed-Income Securities

FINANCIAL DICTIONARIES, GLOSSARIES, ENCYCLODAEDIA & GUIDES

Solutions for Finance in Windows - The best source of bond mathematics and terminology online
Financial Encyclodaedia
Glossary of Financial Terms - General
NumaWeb - Derivatives Dictionary
Index of Derivative Terminology
Advanced Research Corp's Securities Information
Prudential Securities' Glossary of Financial Terms
Glossary of Financial Terms - Government Bonds
Glossary of Bond Terminology
Vanguard's Educational Information - Bonds
Bondlink - General Information about Bonds
Lissack's Excellent Bond Terminology Glossary
Fabozzi Library
Chicago Board Options Exchange, Education Page - Options 101
U.S. Gov't - Commodity Futures Trading Commission - Glossary - 108K file, very extensive

ASSOCIATIONS & REGULATORY BODIES

Government Finance Officers Association
National Association of Counties
Treasury Management Association (TMA)
Association for Investment Management & Research (AIMR) - The CFA Folks
The American Bankers Association
Credit Union Association Home Page
U.S. Federal Deposit Insurance Corporation - FDIC
Securities & Exchange Commission (SEC) Edgar Database
The National Association of Securites Dealers
FinanceNet WWW Home Page
US Department of the Treasury
U.S. Department of Commerce
Commodities Futures Trading Commission
Securities & Exchange Commission's, "Securities Laws, Rules, Regulations and Information" - Full text links to every major law and reg, aslo inc. Colorado Blue Sky Laws
Mark Astarita's Securities Law Engine Super Search Engine for everything connected to securites law
U.S. Bureau of the Public Debt
U.S. Government Accounting Office- GAO
Pension Benefit Guaranty Corporation- PBGC
Office of Thrift Supervision- OTS
Office of the Comptroller of the Currency- OCC
FinCEN - Financial Crimes Enforcement Network, US Dept. of the Treasury
Financial Management Service - The Financial Management Service (FMS) is the United States Government's financial manager, central disburser, and collections agent, as well as its accountant and reporter of financial information. FMS promotes sound financial management through its cash management and credit administration programs. These programs ensure that Federal agencies make the most efficient use of their resources and reduce the amount of debt owed to the Government
Internal Revenue Service- IRS

EXCHANGES, MARKETS & BOARDS OF TRADE

Chicago Board of Trade
Chicago Mercantile Exchange
New York Merchantile Exchange
Deutsche Borse - European Fixed-Income Traded in IBIS, Informational Only - Not Approved for U.S. Residents

ECONOMIC/ECONOMETRIC RESEARCH

The Federal Reverse Bank of St. Louis's FRED (Federal Reserve Economic Database) Database - The Repository of US Economic Data
The Chicago Federal Reserve Bank's Gopher Database of Economic and Market Information
Federal Reserve Board's "Beige Book">
Awesome link to University of Colorado, Denver Economics Department Regression Engine - Hyperlinks to US Commerce Department update numerous economic indices which can then be designated as variables in regression analysis

MONEY MARKET MUTUAL FUNDS & FUND INFORMATION PROVIDERS

AIM AIM Money Market Funds
T Rowe Price US Treasury Money Market Fund - Profile
T Rowe Price Prime Reserve Money Market Fund - Profile
Fidelity Money Market Funds
Kemper Money Market Funds
Dreyfus Money Market Funds
United Services Funds

starLinks to Mutual Funds & Mutual Fund Information Providers

  • Vanguard Mutual Fund Group
  • Mutual Fund Magazine Online

    • starLinks to Municipal Bond Finance

  • Lissack's Munipal Bond Scandal Web Site - A superb critique of the darker side of the municipal bond market

    • starJefferson County, Colorado Treasurer's Office

    This section contains information relating to my job as Finance Officer and the management of the county's $250,000,000 fixed-income portfolio. The portfolio is subject to Colorado Revised Statutes 24-75-601 as well as the County's Investment Policy.

  • to email Bob Bammerlin, Jefferson County Treasurer
  • to email Glenn Scott, Finance Officer
  • to email Mark Hubbard, Cash Manager

    • starThe Portfolio and Fixed-Income Trading

    The current Fixed-Income Inventory of US Government Securities is available through this link.

    An Inventory of US Government Securities currently positioned in the portfolio is also available on the Bloomberg Financial Information System - type: Jefferson County (client)(go) and then enter the portfolio's line number. Email messages may also be sent to me on Bloomberg at Glenn Scott.

    The County is very active in commercial paper and in the secondary market for short-term US government agencies (bullets and callables.) We hold blocks ranging from $15,000 to $25,000,000.

    COUNTY TREASURERS & GOVERNEMNTAL INVESTING ASSOCIATIONS

    cgfoa Colorado Government Finance Officer's Association
    Summit County

    Link to Glenn Scott's Home Page

    This file has been hit times since 17 July 1996

    © 1996-1998 by Glenn Scott, All Rights Reserved