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Home > Why Is The Fed Actively Managing A $25 Billion Maiden Lane MBS Portfolio When Its $2.4 Trillion SOMA Holdings Have A $1 Billion DV01? (And Are Unhedged)

Why Is The Fed Actively Managing A $25 Billion Maiden Lane MBS Portfolio When Its $2.4 Trillion SOMA Holdings Have A $1 Billion DV01? (And Are Unhedged)

By Tyler Durden
Created 04/01/2010 - 12:53
Tyler Durden's picture [1]
Submitted by Tyler Durden [1] on 04/01/2010 12:53 -0500



 
 

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