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I'm not sure whether you're looking for $PREM (future - index) or fair
value. Premium is NOT the same as fair value - the latter is a theoretical
value based upon expected S&P 500 dividends and borrowing interest rates.
Fair value is not available, to my knowledge, on any of the data feeds we're
using. If you find otherwise, please let me know!
Carroll Slemaker
----- Original Message -----
From: Dejan Corovic <Dejan.Corovic@xxxxxxxxxxxxxx>
To: Omega-List Forum <omega-list@xxxxxxxxxx>
Sent: Thursday, July 08, 1999 11:50 AM
Subject: HyperFeed 2000 and S&P fair value ...
> Hi,
>
> Can anyone using PC Quote's HyperFeed can tell me whether they have the
> symbol what represents the fair
> value for S&P 500 (difference between future and index).
>
> Some other data providers call it $PREM.
>
> Regards
> Dejan
>
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