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

To: YanivBA who wrote (69164)8/31/2006 9:26:15 AM
From: Ramsey Su  Read Replies (3) | Respond to of 110194
 
I have used every opportunity to ask people who should know, as to who are the seller of these LCDS derivatives. The answer is always - big hedge funds. So far, no one has been able to name a single actual "big hedge fund".

Yes, I would be worried about counter party risk.



To: YanivBA who wrote (69164)8/31/2006 9:45:36 AM
From: russwinter  Read Replies (1) | Respond to of 110194
 
I am quite amazed how this fits with climbing bond spreads.>

Good chart, I'm not sure what posters here are using for credit spreads, but I'm gleaning the one year constant maturity Treasury (5.06%) and the seasoned BAA (6.53%) from the Fed's site. The spreads at 1.47% are near the lows of the year, nirvana reigns.

federalreserve.gov


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