The one print everyone is looking for this morning:
- IG9 10Y [2]135/137.5... +9.5bps
Assuming ~$200MM DV01 and.... oh boy.
It would appear the hedge fund community has found a weakness...
[3]
Source: CMA
- advertisements -
[1]The one print everyone is looking for this morning:
Assuming ~$200MM DV01 and.... oh boy.
It would appear the hedge fund community has found a weakness...
[3]
Source: CMA
- advertisements -
Links:
[1] http://www.zerohedge.com/users/tyler-durden
[2] http://www.zerohedge.com/news/jpm-staring-another-3-billion-loss
[3] http://www.zerohedge.com/sites/default/files/images/user3303/imageroot/2012/05/20120511_IG910Ydiff.png