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Greetings Jay:
are we talking a
couple/few tics on a one contract
basis,per month?
Best Regards,
ruth
Jay Mackro wrote:
>
> Thanks for the suggestions on how I could get "surrogate" data for
> real time T-Bonds, since I just want to see the shape of the curve
> as an intermarket indicator for the S&P, and don't want to pay CBOT
> exchange fees for the priviledge.
>
> Several people suggested that I sign up with BMI for MidAm T-Bond
> data. Evidently, real time MidAm data is available for only $7.50
> per month, while the CBOT charges exchange fees of $55.00 for what
> I understand is identical data. Seems incredible, but several
> respondents suggested the same thing. So, to ask a dumb question:
> Why can't I get S&P futures data on the same basis? I assume the
> answer is that this would not be so closely correlated, due the the
> much higher volume on the CME.
>
> The other recommendation was to plot the reciprocal of the Bond yeild,
> which BMI evidently sends out under symbol TYX. That wouldn't provide
> scaled Bond prices, but should produce a curve whose shape matches the
> shape of the Bond cash market. I haven't confirmed that this works;
> I tried collecting TYX data today, but it came in as just "0". I also
> noticed the symbol TYS in my BMI directory under CBOE, but I am guessing
> that this is an option. TYS came in as ".000" (an improvement?) this
> afternoon. Hmm...guess I'll need to call BMI tech support.
>
> Thanks to all the respondents. These lists are GREAT!
>
> Jay Mackro
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