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Tom,
I'm not sure who publishes them publicly, but you could ask the CME. But it
is calculated by the following formula:
F=S{1+(I-D)T/360}... where F= break even futures Price; S= spot index
price;
I= interest rate, expressed as current money market yield; D= dividend
rate, expressed as money market yield; T=number of days from today's spot
value date to the value date of the futures contract.
As far as being able to trade as a result of monitoring buy or sell program
action, institutions(the big money) have sophisticated software that trade
their signals pretty instantaneously that we smaller traders observe "Oh,
that must of been a (sell/buy) program.
This is my experience anyway.
Best regards,
Steve
----------
> From: TOM142@xxxxxxx
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: FUT:S&P Premium
> Date: Monday, July 21, 1997 1:51 PM
>
> Hi,
>
> I have a question and hope some of you can give me some imput. First, is
> there another place than on CNBC to get the Fair Value, buy program and
sell
> program numbers. Is there any net site which publishes them? Anyway,
whoever
> publishes these number, where do they get them from? Is this a calculated
> number?
>
> The second part of my question would be if it helps anybody in day
trading
> and if yes how. Can you actually try to predict the buy/sales programs
before
> they kick in?
>
> Any input is highly appreciated.
>
> Thomas
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