Re: Need 6% data in Bonds

[CRLeBeau@xxxxxxx]

In a message dated 11/23/99 10:19:21 PM Pacific Standard Time, 
gary@xxxxxxxxxxxx writes:

<< Is the new composition of the bond future likely increase, or decrease
 volatility?  Increase or decrease slippage due to bid/ask spread?
 Since the ten year is trading generally as much volume as the 30 year,
 is it now the preferred trading vehicle? >>


Seems to me that the 6% might prove to be a bit more volatile.  A 1% change 
relative to a 6% coupon is greater than a 1% change relative to the old 8%.  
This might serve to magnify the trends slightly over the long run.  Just a 
guess.  There are others on the list that know more about bonds than I do.  
Would be interested in hearing more on this subject.

I doubt if ten year notes are going to take over.  The longer maturity of the 
30 year bonds makes them a much faster/wider swinging trading vehicle.

Thanks to all who sent messages re data I need.  Looks like I can get it from 
the CBT or Pinnacle.

Chuck