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tagteam@xxxxxxxxxxxxx wrote:
> Someone posted a message inquiring as to why he received a warning from TS4
> that TYX had changed from 1/100 to 1/1000. As I recall, he stated that his
> datafeed was BMI. The blurb below was taken from the CBOE web site. It's
> pretty clear =except= why TYX has now become a single digit and 1/1000ths
> while FVX and TNX are being transmitted as two-digits and 1/100ths. Very
> strange................
>
> "Interest Rate Options
> Underlying:
> .....FVX, TNX and TYX are based on 10 times the yield-to-maturity on the
> most recently auctioned 5-year Treasury note, 10-year Treasury note and
> 30-year Treasury bond, respectively....."
That somebody was me. I had verified the same information at CBOE
as you. Are we the only two people who collect TYX on BMI for TS?
Hard to believe. Anyway, it seems like it is time to try to shake
BMI's cage and see what gives there. I could not find any information
on the BMI www site about TYX. I did find a page for "changes" at
BMI, but there was nothing about a change, intentional or otherwise,
to the TYX data stream. Nevertheless, ticks were in the 60 range,
and now they are about 6, daily data included. At least ticks and
daily data are consistent at the new level (for 2 days now).
Rod
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