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To: Roebear who wrote (47913)2/4/2000 12:27:00 PM
From: Lightning  Read Replies (1) | Respond to of 116762
 
If the hedge fund was long 30 year treasuries and short 2 or 5 year treasuries, then they would be making a ton of money from the recent inversion of short over long rates. More likely any hedge fund losing money made a bet on a steepening yield curve, i.e. they were SHORT the 30 year and LONG the 2 or 5 year.



To: Roebear who wrote (47913)2/4/2000 12:46:00 PM
From: GST  Read Replies (2) | Respond to of 116762
 
The CNBC view of reality says POG is up on producer short covering, period, no explanation.


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