The Fed's Action on Fixed Income in March

The story in March obviously was mostly about fixed income and as you said just previously, it's clear that the Fed are taking this sort of immediate action whenever there's a disturbance in their realm. The real question for this particular correction in March relates to I believe the level of exposure that a CTA or a program has towards the fixedincome sector. If you weren't heavily exposed in fixed income, the corrective moves and the high volatility in fixed income was actually quite restricted to the fixed income sector. It didn't flow through to the other markets. In my particular portfolio, I was very fortunate in that I had little exposure. Now then I picked up on something you said which I think is

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