tag:blogger.com,1999:blog-30643134.post5968214262335260035..comments2023-12-26T01:10:26.319-05:00Comments on Accrued Interest: Now, matters are worseAccrued Interesthttp://www.blogger.com/profile/05096191765979971184noreply@blogger.comBlogger14125tag:blogger.com,1999:blog-30643134.post-34894547863575302332007-08-01T06:58:00.000-05:002007-08-01T06:58:00.000-05:00To the person who posted "insider information" abo...To the person who posted "insider information" about WaMu, I deleted it. I don't really need the SEC prowling around this blog, and I'm highly suspicious of your motivation.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-27035635034901816092007-07-31T18:37:00.000-05:002007-07-31T18:37:00.000-05:00This comment has been removed by a blog administrator.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-30643134.post-90007736387561929312007-07-24T14:08:00.000-05:002007-07-24T14:08:00.000-05:00Yeah Lehman is aware of it and is working on it.Yeah Lehman is aware of it and is working on it.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-22177053760986749302007-07-24T13:57:00.000-05:002007-07-24T13:57:00.000-05:00'T would appear Bloomberg omitted the minus sign o...'T would appear Bloomberg omitted the minus sign on the earlier negative outliers.<BR/><BR/>I note, though, that aside that nasty outlier in mid-2003, the recent drubbing is pretty extreme. Where'd I put my pitchfork?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-30643134.post-45946996988015095952007-07-24T11:52:00.000-05:002007-07-24T11:52:00.000-05:00Its the code on Bloomberg for the Excess Return in...Its the code on Bloomberg for the Excess Return index.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-35136009655066685242007-07-24T11:48:00.000-05:002007-07-24T11:48:00.000-05:00LUMSER i mean........LUMSER i mean........Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-30643134.post-73048898065146225202007-07-24T11:47:00.000-05:002007-07-24T11:47:00.000-05:00LUMBSTER? what is that???LUMBSTER? what is that???Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-30643134.post-74929957807202952952007-07-24T11:19:00.000-05:002007-07-24T11:19:00.000-05:00FI PM:LUMSER is obviously wrong on Bloomberg for c...FI PM:<BR/><BR/>LUMSER is obviously wrong on Bloomberg for certain dates. I'm going to repost later.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-53361985782244044152007-07-24T11:09:00.000-05:002007-07-24T11:09:00.000-05:00FI PM:I'm using LUMSER on Bloomberg and it has dif...FI PM:<BR/><BR/>I'm using LUMSER on Bloomberg and it has different numbers. I'm writing Bloomberg to inquire.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-8254708030151337222007-07-24T10:53:00.000-05:002007-07-24T10:53:00.000-05:00While you're argument is valid, it is important th...While you're argument is valid, it is important that the information is presented correctly. Quickly using Lehmanlive ...<BR/><BR/>US MBS Monthly Exc Rtns<BR/>June '07 -0.53<BR/>July '03 -1.53<BR/>Nov '01 -0.74<BR/>Aug '98 -0.76<BR/><BR/>So while last month was bad, not the worst since 1990. Now I just have to check the rest of the analysis, specifically the CORP/MBS relationship 6mos out.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-30643134.post-49792060480961572832007-07-24T07:56:00.000-05:002007-07-24T07:56:00.000-05:00MBB. I can't vouch for how well it trades, it only...MBB. I can't vouch for how well it trades, it only traded 9000 shares yest.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-61214268398812077722007-07-24T07:39:00.000-05:002007-07-24T07:39:00.000-05:00I agree, I think in the rumble, there is hopefully...I agree, I think in the rumble, there is hopefully some gems. Problem is that mark to market losses make investment managers very uncomfortable.<BR/><BR/>How does a retail investor get exposure to MBS without a million dollars outlay? Is there an ETF or something? TksAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-30643134.post-23114494251899280912007-07-24T07:11:00.000-05:002007-07-24T07:11:00.000-05:00YTM:You mean the dollar declines versus other curr...YTM:<BR/><BR/>You mean the dollar declines versus other currencies? I'd have to think about why that would be. Other than the fact that US interest rates would tend to fall when credit widens, I don't know off the top of my head why that would be. Perhaps that's the main reason.<BR/><BR/>When someone generically says "credit spreads" they mean the difference in yield between a Treasury bond and some credit risky bond. So if yields on corporate bonds are rising faster than Treasury yields, that's spread widening.Accrued Interesthttps://www.blogger.com/profile/05096191765979971184noreply@blogger.comtag:blogger.com,1999:blog-30643134.post-65912430337690504772007-07-23T20:49:00.000-05:002007-07-23T20:49:00.000-05:00AI,Good set of points. I wanted to ask you about t...AI,<BR/><BR/>Good set of points. I wanted to ask you about the below sentence...<BR/><BR/>"when the credit spreads widen...$USD tends to go down"<BR/><BR/>I am kinda novice....pls could you explain what this "credit spreads" mean and how it affects $USD ?<BR/><BR/>Thanks in Advance<BR/>YTMAnonymousnoreply@blogger.com