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I'm going to throw out a question which I hope some of you can provide
feedback.
Half way through December, the TBond Futures Contract was adjusted from
about 112 to 95 (or 8% to 6% coupon). The continuous or perpetual futures
contracts we all use for technical analysis shows a big gap (112 to 95).
How have you adjusted the series to permit the application of technical
analysis? Is the adjusted continuous contract for the 30 year, 10 year
available? Where?
Dial/Data informed me this week they would not adjust their historical
pricing. Why? They didn't say. Probably because they can't figure out
how. Just a theory. I know that many of you have different vendors.
Maybe it would be possible for someone to send me the data - going as far
back as possible.
Or if there is someone knowledgeable about how to adjust the data manually,
I would appreciate that information as well.
Thank you.
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