IG5 - 201.75 (mid), quoted 200.25 x 201.25 wider by 0.83bps from yesterday's close.
HVOL 5Y - 464.75 (mid), quoted 463.75 x 465.75 narrower by 13.58bps from yesterday's close.
XO 5Y - 330(mid), quoted 328 x 332, narrower by 45 basis points from yesterday's close.
Continuing to see significant narrowing occur in the HV sector for CDX's on the AIG news this morning. IG's seeing some resistance, working to establish prices on some underlying names before publishing.
9.17.2008
Subscribe to:
Post Comments (Atom)
Off The Run Treasuries
-
▼
2008
(50)
-
▼
September
(21)
- Insane.
- 9/23/2008 Summary
- 9/22/08 Morning Levels
- (Late) - Friday's Closing Levels
- CDX Morning Levels
- A Dillemma....
- Morning CDX Update
- Swaps update
- Bond Spread Morning Update
- Closing Levels 9-18-08
- Closing Levels - 9.17.08
- Dow -400
- Morning Swap Update
- Morning Yield Curve Update
- CDX Morning Update
- 9/16/08 Summary
- Post FOMC Curve Update
- Intraday Update
- Morning Update
- Fixed Income Market Overview for 9/15/08
- CDX Open
-
▼
September
(21)

0 trade comments:
Post a Comment