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Robert, I use ED to hedge fixed income positions held on repo. The haircut
is 2%-10% depending and I can tell you that ED out 5 years sucks as a
hedging tool past 1 year it starts to get a little shaky. So I have to use
a combination of ED, Treas. Futures, and options. As far as spec trading is
concerned the guy next to me trades them spec and I rarely see him past 1
year as well. ED past 1 year is better executed as an interest rate swap.
-----Original Message-----
From: Robert Must <rmust@xxxxxxxxxxxxxxx>
To: Peter2150@xxxxxxx <Peter2150@xxxxxxx>
Cc: Omega Mailng List <omega-list@xxxxxxxxxx>
Date: Wednesday, February 18, 1998 3:15 PM
Subject: RE: Y2K Blackmail?
>that is why omega will not have institutional clients (major source
>or income for many software firms) and this may take it down.
>ed is very active speculation , hedging tool and has good liquidity
>5 - 10 years into future.
>
>rob.
>
>The truth is out there...
>
>> -----Original Message-----
>> From: Peter2150@xxxxxxx [mailto:Peter2150@xxxxxxx]
>> Sent: February 18, 1998 3:26 PM
>> To: omega-list@xxxxxxxxxx
>> Subject: Re: Y2K Blackmail?
>>
>>
>> In a message dated 98-02-18 14:55:22 EST, tagteam@xxxxxxx writes:
>>
>> > Yeah, but the problem is that it's needed =now=. Parts of
>> > the program are already failing. Try collecting data for
>> > ED0H, for example.
>>
>> This is probably a good point, but... Companies have to set
priorities
>on
>> where they place their resources. Also they most likely (if they are
>smart)
>> place the resources where it will benefit the most users, and therefore
>> themselves. That you can't collect ED0H is probably true, but howmany
TS
>> users are actually even trying to. I do collect eurodollar data, but I
>am
>> only out to 8U. My guess is only a tiny percentage of users are looking
>that
>> far out, and If I was setting prioritiesTS 5.0 would come first, then
the
>> patch. Just a thought.
>>
>> Pete
>>
>>
>
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