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[RT] Intra-spread of the month



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<DIV><FONT color=#000000 size=2>Hi all</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>Buy June Live Cattle and Sell Oct. Live Cattle&nbsp; 
</FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>It is a seasonal spread and it is time for traders to keep eye 
on these contracts..&nbsp; The Oct. contract is now higher than June 
contract..&nbsp; By now, the spread has narrowed. By late Feb. or early March, 
the spread should begin to widen..&nbsp; </FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>This has happened 18 times in the period from 1969-1988.. 
</FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2>comments suggestions??&nbsp; </FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV>&nbsp;</DIV>
<DIV><FONT size=2>regards</FONT></DIV>
<DIV><FONT size=2>Gary Bodnar</FONT></DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV>
<DIV><FONT size=2></FONT>&nbsp;</DIV></BODY></HTML>
</x-html>From ???@??? Fri Jan 21 14:22:12 2000
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From: "ROBERT ROESKE" <bobrabcd@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
References: <005b01bf6456$7884d700$2001c1d1@xxxxxxxxxxxxxxxxx>
Subject: [RT] Re: GEN: YIELD CURVE
Date: Fri, 21 Jan 2000 14:16:54 -0800
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Status:   

What is the ITX? Where is data available for it?

IRX = Tbill
FVX = 5 year T note
TNX = 10 year T note
FVX = 30 year bond

Bob

----- Original Message -----
From: Michael Ferguson <wl7bdn@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, January 21, 2000 1:28 PM
Subject: [RT] GEN: YIELD CURVE


> RTs:
>
> I have a note from several years ago that states "when IRX > ITX there is
> always a recession, and there has never been a false signal. I have no
idea
> of the truth of this statement, but it was just discussed as credible on
> CNBC. I agnostic on this subject, but curious how index and option traders
> might consider this.
>
> Regards,
>
> Michael
>
>
>
>