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Strategies & Market Trends : Bonds, Currencies, Commodities and Index Futures

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To: Chip McVickar who started this subject12/21/2000 4:02:25 PM
From: Stephen Goldfarb  Read Replies (1) of 12411
 
The CBOT time and sales spread chart for T-Bonds, eg., December 2000 and March 2001, shows a price differential of around 25-30 (variable). It is not clear what the units are. When looking at the individual contracts for March 2001 and December 2000, the spread differences for a given time frame appear very narrow, perhaps 1 or a few. I don't understand the discrepancy. Can someone explain. What am I looking at with the CBOT time/sales spread chart for t-bonds? Thank you.

Steve
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