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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory

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To: mishedlo who wrote (1556)	10/18/2003 1:19:06 PM
From: mishedlo	Read Replies (1) of 110194

OK Haim or anyone else that trades these things Current Euro$ futures are: Nov 2003 98.875 Dec 2003 98.875 Mar 2004 98.575 Jun 2004 98.240 Sep 2004 97.840 Dec 2004 97.385 Mauldin suggested there was a 1.75% implied interest rate hike by DEC 2004 but I see 98.875-97.385 or 1.490 Still - not gonna happen Now - what else besides US short terms rates affeects this. I do not know. Europe ST rates? Japan rates? what else goes into Euro$. There are lost of ways to play this Long sept 2004 short june 2004 playing for the spread to narrow to zero Long dec 2004 short june 2004 same dec calls dec bull spreads long dec 97.75 short dec 98.25 These prices sure look screwy What has FNM done, if this indeed is FNM? Now if FNM is overpaying for this leverage, it might not cause a blowup other than huge profits lost for FNM, is that correct? M

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