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TSLF: Success

Dealers will get fat on that one.
Cover was 1.15 [the lower the better]
Stop out: 0.33 [as above]
0.33 is the difference between 2 repo rates, good treasury collateral and junk fed to the Fed.
Overnight the spread is over 1.00
Fed link
E…
Original Source


  27 Marzo, 2008| Economy | @ 19:50

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TSLF: Success

Dealers will get fat on that one.
Cover was 1.15 [the lower the better]
Stop out: 0.33 [as above]
0.33 is the difference between 2 repo rates, good treasury collateral and junk fed to the Fed.
Overnight the spread is over 1.00
Fed link
E…
Fuente Original


  27 Marzo, 2008| Economy | @ 11:50

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No hay comentarios todavía.

RSS feed for comments on this post. TrackBack URI


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