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Does anyone on this list subscribe to the Bloomberg service? If so, I
would greatly appreciate it if you could pull up their page on S&P fair
value and provide me with a couple of the parameters which determine the
fair value.
I realize that there are some Web sites which publish a "fair value",
but these are usually proprietary calculations which differ from the
standard calculation.
What I want is not the fair value itself (I do this calculation myself
continuously during the day), but rather the following parameters (for
the June contract):
Risk-free rate (an interest rate close to 5%)
Dividends (a figure probably near 4.00)
Whether you place the response on the Omega list or not, would you
please e-mail a response directly to me and include the date and time
when the data were obtained?
Thank you very, very much!
Carroll Slemaker
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