US Treasuries Archive

AGY MBS UPDATE: 08/12/08

[Skip to the end] On Tue, Aug 12, 2008 at 5:18 PM, Andrew wrote: AGY MBS UPDATE: 08/12/08 General Themes: Mortgages were weaker to dealer hedge ratios – versus CXLs they were down only -5cents The small CXL daily price change masks what was a pretty bad performance for mortgages Dealer OAS’s ...Read More

Re: Sov CDS: ny open 15Jul08

[Skip to the end] (an email exchange) >    On Tue, Jul 15, 2008 at 11:03 AM, Mike wrote: > >    Should we be looking at selling protection on USTs for 20bps? > makes sense And makes even more sense for the Fed to be selling it: free money (really sort of a tax for ...Read More