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TYX is the yield of the current thirty year cash bond. If you are trading
cash bonds, yield works just as well as price. Keep in mind that the bond
futures price the cheapest to deliver (a 6%, 20 year maturity) and that
there will be big fluctuations in the basis.
Stewart.
At 10:59 AM 12/9/99 -0800, ROBERT ROESKE wrote:
>Are you sure Fletch? Do the inversion and tell me your answer then. What
>are you using? Isn't TYX related to a cash bond and not the Dec or March?
>Illucidation por favor amigo.
>
>BR
>
>
>----- Original Message -----
>From: fletch <fletchmo@xxxxxxxx>
>To: Omega List <omega-list@xxxxxxxxxx>
>Sent: Thursday, December 09, 1999 10:51 AM
>Subject: Re: $TYX = /USMx?
>
>
>> YES !
>>
>> fletch
>> ----- Original Message -----
>> From: "Ullrich Fischer" <uf@xxxxxxxxxxxxxxxxxxx>
>> To: "Omega List" <omega-list@xxxxxxxxxx>
>> Sent: Thursday, December 09, 1999 12:49 PM
>> Subject: $TYX = /USMx?
>>
>>
>> > Since I got such immediate and useful responses to my previous question
>> > about $PREM, I thought I'd try again.
>> >
>> > Is the $TYX symbol equivalent to the current 30 year treasury bond?
>> >
>> >
>>
>>
>
>
Stewart Taylor
Taylor Fixed Income Outlook
Voice: 501-219-9774
Fax: 501-228-0963
E-Mail: staylor@xxxxxxx
Web Site: http://www.cei.net/~staylor/
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