GS bet on bloody liquidity issue

kenwind · 发表于 2011-6-16 03:36 PM

GS bot some $25B in 3m FRA/OIS wideners.
Wow, $25B today.

hlht · 发表于 2011-6-16 03:47 PM

xiaochong · 发表于 2011-6-16 03:49 PM

kenwind 发表于 2011-6-16 16:36
GS bot some $25B in 3m FRA/OIS wideners.
Wow, $25B today.

link?

kenwind · 发表于 2011-6-16 03:57 PM

xiaochong 发表于 2011-6-16 16:49
link?

Mkt color from insititutional brokers.

temujin · 发表于 2011-6-16 04:17 PM

how reliable is that info?

90ufo · 发表于 2011-6-16 04:30 PM

wow, 不会明天GREECE就发作吧. 怕怕. 可能work over the weekend to provide a solution.

kenwind · 发表于 2011-6-16 06:01 PM

temujin 发表于 2011-6-16 17:17
how reliable is that info?

Very reliable.

kenwind · 发表于 2011-6-16 06:02 PM

90ufo 发表于 2011-6-16 17:30
wow, 不会明天GREECE就发作吧. 怕怕. 可能work over the weekend to provide a solution.

应该不会是明天那么快。
上次flash crash之前一周，GS short了巨量future。

Diver · 发表于 2011-6-20 09:55 AM

kenwind 发表于 2011-6-16 16:36
GS bot some $25B in 3m FRA/OIS wideners.
Wow, $25B today.

这个GRA/OIS wideners是什么意思呢？意味着什么？

多谢！

kenwind · 发表于 2011-6-20 10:27 AM

The spread btw floating rate agreement and the over night index swap.
It measures the health of global credit health. The higher it is, the worse the credit market is.

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