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Re: Phisherman post# 48099

Thursday, 01/11/2007 2:19:58 PM

Thursday, January 11, 2007 2:19:58 PM

Post# of 76867
This is really interesting- I have the Schwab guys looking into the scenarios- but if the PPS stays [CIRU] in the same range [ppswise] someone will be getting a huge margin call on the effective swap date. Really an interesting twist here.