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Fair Value is generally termed as the spread between the S&P Cash and the
S&P Future which depending on what datafeed you have but some are PREM and
ours is $SPS. But that is generally what it is called or has been termed.
Michael Dienes
Market Data/Quality Assurance Liaison
PC Quote, Inc.
mailto:mdienes@xxxxxxxxxxx
800-772-2945 ext.2107
-----Original Message-----
From: tvpresearch [mailto:escimo@xxxxxxxxxxxxxx]
Sent: Monday, May 24, 1999 3:28 PM
To: omega-list@xxxxxxxxxx
Subject: Fair Value
Hi,
can anyone explain me how to calculate the "fair value"?
I often heard this on CNBC
Thank you in advance
Yann
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