(Bloomberg) -- Volatility on options on interest-
rate swaps fell from a 17-month high for a second day as the
perceived risk of owning corporate bonds declined.
The risk of holding corporate debt dropped by the most in
at least three years after home lender GMAC LLC said subprime
mortgage losses narrowed and Citadel Investment Group LLC said
yesterday that it bought the assets of a failed hedge fund.
Read more at Bloomberg Currencies News
rate swaps fell from a 17-month high for a second day as the
perceived risk of owning corporate bonds declined.
The risk of holding corporate debt dropped by the most in
at least three years after home lender GMAC LLC said subprime
mortgage losses narrowed and Citadel Investment Group LLC said
yesterday that it bought the assets of a failed hedge fund.
Read more at Bloomberg Currencies News
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