The Agency desk identifies relative value opportunities by analyzing the market on both a macro and micro scale. In addition to the cheapest agency sectors, structures, and securities, it also compares Agencies across sectors, and with both corporates and mortgages.

WEEKLY AGENCY BULLETIN :
A one page discussion of news and trends in the Agency market as well as relative trade ideas. It includes a new issue matrix as well as historicals on swaption volatilities and swap spreads.

Larry Milstein – Managing Director
212-832-6250

Dominick Caputo – Managing Director
212-832-6253