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A couple of years back, DBC changed the way they broadcast these indices for
Signal from the CBOE format to interest rate format (actually, they got a
little confused and changed TYX but did not change the others); screwed up
everything for a few days -- change the multiplier in the symbol universe to
fix. DBC claimed that it was due to overwhelming customer requests.
Chris
-----Original Message-----
From: J. Rodney Grisham <grisham@xxxxxxxxxxx>
To: tagteam@xxxxxxxxxxxxx <tagteam@xxxxxxxxxxxxx>
Cc: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Wednesday, June 30, 1999 3:36 PM
Subject: Re: TYX ($TYX)
>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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