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My notes give ITX as 30 yr bond yield.
----- Original Message -----
From: "ROBERT ROESKE" <bobrabcd@xxxxxxxxxxxxx>
To: <wl7bdn@xxxxxxxxxxxxx>; <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, January 21, 2000 16:16
Subject: Re: [RT] GEN: YIELD CURVE
| 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
| >
| >
| >
| >
|
|
|