More MBS

September 28th, 2009 11:16 am | by John Jansen |

One dealer reports that the Federal Reserve has been a chunky buyer of the 15 year sector on the mortgage market.

He notes that this is the Desk’s first foray into that sector in several weeks and the sector benefits as it outperforms the 30 year sector by 3 ticks.

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  1. 3 Responses to “More MBS”

  2. By Farah Fawcett on Sep 28, 2009 | Reply

    Huge TBT options move. 10,000 Sept 43 puts.

  3. By Tyler K on Sep 28, 2009 | Reply

    ^ Oct Puts

    And 2K on the 42 X

    A little under 600K total

  4. By ndk on Sep 28, 2009 | Reply

    I wrote some Oct calls against my TLT. Just looking for a respite from the relentless march up, in the form of some dollar strengthening and concomitant rise on the long end of the curve.

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