MBS and Vol

January 31st, 2008 2:51 pm | by John Jansen |

Volatility was higher today but most of that rise came between 300PM and 500PM yesterday. In today’s trading session itself vol was flat but sustained the gains achieved in the back end of yesterday’s session.

MBS was about 6 basis point wider versus Treasuries.

JJJ

Be Sociable, Share!

Post a Comment