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At 08:23 AM 10/26/98 -0600, you wrote:
>Just curious what the community thought about arbing SPDRs on AMEX to
>the S&P or the S&P futures? I know it's theoretically possible, and
>the animals (SPDRs and S&P) rarely have the exact same price. But is
>it a tradable arb? Would commissions eat up the arb? Seems like SPDRs
>lag S&P, and they do have a life of their own, with a little
>different crowd trading them. Just not sure if it's tradable.
>Shawn Devlin
Shawn - be aware that the spyder(spy) data from BMI has been messed up
off and on for a number of weeks. I've seen it as much as 15 minutes
delayed on some busy days. Be sure what you are looking at is
not a data feed problem.
rich
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Rich Estrem, Tucson,Az.
estrem@xxxxxxxxxxxxx
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