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PureBytes Links
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Note that the S&P fair value given at the site addressed below is
proprietary and oddball. It differs significantly from the value quoted by
Bloomberg and others and from the value calculated in accordance with the
formula given by the CME and other sources. The "ProgramTrading" group will
not say how they determine their value.
Their value for today, for example, is 10.38; my quick calculation yields a
value of about 9.47.
C. Slemaker
----- Original Message -----
From: "Doug" <dcarder@xxxxxxxxx>
To: "Philip Nixon (24-7)" <pnixon@xxxxxxxxxxxxxxxx>; "Omega-List"
<omega-list@xxxxxxxxxx>
Sent: Wednesday, August 02, 2000 7:43 AM
Subject: Re: S&P fair value
> http://www.programtrading.com/buysell.htm
> ----- Original Message -----
> From: Philip Nixon (24-7) <pnixon@xxxxxxxxxxxxxxxx>
> To: Omega-List <omega-list@xxxxxxxxxx>
> Sent: Wednesday, August 02, 2000 3:08 PM
> Subject: S&P fair value
>
>
> > I have not looked at S&P Fair value for a while. I use to have a web
page
> > that gave it to me but I cannot remember what it was! Would someone
have
> a
> > reliable source for FV?
> >
> > regards
> >
> > Philip
> >
> >
> >
> >
>
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