Document Mentions (3 shared documents)

EFTA02454071

2 mentions1 same-page

Page ?Same page

fixed income, mandatory converts Jeffrey, =/u> Rich mentioned you're=interested in potentially buying

NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&PS00 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th

EFTA02455318

2 mentions1 same-page

Page ?Same page

fixed income, mandatory converts Jeffrey, =/u> Rich mentioned you're=interested in potentially buying

NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th

EFTA02454560_email_004

2 mentions1 same-page

Page ?Same page

fixed income, mandatory converts Jeffrey, =/u> Rich mentioned you're=interested in potentially buying

NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th