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Larry:
There are hundreds, maybe thousands of arb and hedge firms with programs set for all different numbers. This
varies with their cost of funds, markets hedged, etc.
There is no central registry for these trades that I am aware of. They fire at different times and prices and are
essentially invisible. Do watch Camp's numbers though. Many times when the curbs aren't on you can definitely see
the programs hit at the prem spreads that he posts.
Good luck
Regards,
Jack
> Subject: Pgm buy/sell data base?
> Date: Tue, 7 Apr 1998 16:28:02 -0700 (PDT)
> From: Larry Wright <lwright@xxxxxxxxxx>
> To: omega-list@xxxxxxxxxx (Omega List)
>
> I'd like to check out some ideas related to program buy/sell instances in
> the S&P. Does anyone know where to get a data base of when (date & exact
> time) buy/sell programs actually 'hit'?
>
> Any ideas much appreciated...
>
> Larry
>
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