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Strategies & Market Trends : The Epic American Credit and Bond Bubble Laboratory -- Ignore unavailable to you. Want to Upgrade?

To: mishedlo who wrote (5361)	1/17/2004 2:19:02 PM
From: Louis V. Lambrecht	Read Replies (2) \| Respond to of 110194

Mish - thanks. Any info on the rates is wellcomed. I have been trying for more than 3 years to understand that market. Keeps growing non-transparent in my mind, although this is the second place to make money (first place beeing the swaps <ng>). Couldn't make the connexion with LIBOR, which is London based, non-Euro linked. Going somewhere. Just one question, what the f#$# happened to the 90-day T-Bill futures? Can't get 'em prices at any futes data vendor. Spread between FF and ED. F#$%% it! ED 98.8775 yielding 1.02% vs, 90-day T yielding 0.87% =15BP, close to your 16 BP. If I am right, playing the ED futes is the same as playing the FF vs. 90-day spread. Wish I had a better understanding of this market <ng>.