HV is not IV. HV is based on past data. IV is what the overall market is pricing now. Like many have said, plug in your numbers into a...
it was a hoot last yr. I'll be on time this time :) -cbk
bonds traded otc.. you won't get out at a 'good price'
U could write your own in Matlab. That's what I did, hooked up to a BBG adapter. -lc
sorry i missed this, been a busy week for me. I'll be back in the CBOT on Monday, perhaps another time. -lc
Don't think it has anything to do with OnTR vs. OffTR tsys anomaly. That has existed for months when banks started bailing out. The trade as...
It's not Citadel.
For particulars on the issue, see attachment. -lc
Sir, I'd normally tend to agree with you, but remember one facet of the market: buyers and sellers converging at an equillibrium price.....
In keeping with the whole theme, take a look at a pool issued in 2004 by Goldman Sachs (GSAA 2004-9). I was paying attention to the M4 tranche,...
This reminds me at a gathering of traders here in NYC after the workday around this time last summer when Cramer had his meltdown on CNBC about...
*CITIGROUP CFO EXPECTS SUBSTANTIAL ADDITIONAL CDO MARKDOWNS I forgot to look at citibank LOL woops! But it doesn't look so bad, but I...
This is one of CSFB's ABS tranches that... Heh heh...
That's just one of thousands of pools.. So, you can't read into the two pools I've posted here with too much panic. But, you now see the daunting...
For those who want to read into the data (see my previous post regarding how to interpret this screen) ... Here's the table. Now, isn't...
If you want to watch a unfolding trainwreck..... CSFB - 2005 - CF1 - Whole ARM Collateral Has 9 'classes' 3 of them are paid (including the...
Here's the Delinquencies in the pipeline (i..e. they haven't reached that foreclosure or REO level yet...)
This is the same view as all that data, but in chart form...
The snapshot is a 'Collateral Performance' view of a particular ABS deal (in this case IMSA 2006-SD1) as sourced by Bloomberg CMO. This...
By Matthew Leising June 13 (Bloomberg) -- MF Global Ltd., the futures broker that lost $141 million earlier this year on unauthorized wheat...
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