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george8

02/01/03 8:59 AM

#70803 RE: Dances-W-waves #70763

If market is anywhere near efficient, the premium for a stradle on RMBS now should be fairly high.

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george8

02/01/03 9:02 AM

#70805 RE: Dances-W-waves #70763

That's right. I wonder if you could find out the premium of it. I suspect that if market is anywhere near efficient, the premium for a stradle on RMBS now should be fairly high.