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-----Original Message-----
From: chrischeatham@xxxxxxxxx
Date: Mon, 10 Sep 2001 16:02:41 -0000
To: realtraders@xxxxxxxxxxxxxxx
Subject: [RT] Re: Spread Dec SP/ Sept SP
> It's interest rate/dividend arbitrage related.
>
> CC
>
>
> --- In realtraders@xxxx, "Don Ewers" <dbewers@xxxx> wrote:
> > The spread is about 5.5H as opposed to much larger spreads in the
> past 12H+
> > or more.
> >
> > Does anyone on the list have any feel for this and is this just
> simply the
> > difference between a bull market and a bear?
> >
> > I mentally used to have trouble when we rolled, but this seems like
> nothing
> > compared to the past.
> >
> > Thoughts anyone?
>
> short term interest rates have collapsed.
>
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>
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>
>
>
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