I really like the Calafia Beach Pundit blog, the writer, Scott Grannis, has much industry experience and generously shares his analysis and ideas. It is a very valuable source.
The most recent post: Bond market to Fed: you’ve got things turned around is a good discussion of bond market reaction to QE2 … ever since QE2 was announced US bonds have been falling (I am talking about price, yields have been rising). I think maybe this is a ‘buy the rumour sell the fact’-type move, or at least contains a large element of it (especially in the days immediately following the announcement – since then the perceptions of an improving economy in the US have certainly had a large impact on price). Be interesting to hear any thoughts on this.