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Pastimes : Clown-Free Zone... sorry, no clowns allowed
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To: patron_anejo_por_favor who wrote (250613)7/16/2003 10:48:51 PM
From: Mark Adams  Read Replies (1) of 436258
 
I was wondering if the rise in TNX/TYX had stress tested Freddie's portfolio enough yet.

Someone said treasury futures were lock limit yesterday- don't know if it was true, but perhaps some leftover demand pushed yields a bit higher this am.

The systemic implications- oh my. I hate to see Bobcor's MBIA scenario come to pass as a result of problems with FRE.
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