I will upload the case ASAP, thanks.
For this case, you need to write:
1. Are there any risks to the trade besides the potential loss if the swap spread keeps falling?
2. As the case points out, the TED spread, which is the spread between Treasury bills and LIBOR, was much larger than normal exactly the opposite of what was happening to the swap spread. Why would investors avoid credit exposure at the short end of the yield curve but not at the long end of the curve?
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