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Non-Tech : Derivatives: Darth Vader's Revenge
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To: IngotWeTrust who wrote (162)9/24/1998 11:31:00 AM
From: Henry Volquardsen  Read Replies (2) of 2794
 
I don't remember where they were trading, I don't touch mortgage backs. One of my hedge fund buddies told me they were wider and I remember 10 year US swap spreads trading above 100. The recent high was 90. Since 10 year swap spreads trade on much of the same facts I am assuming they have similar histories.
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