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To: Perspective who wrote (245212)6/11/2003 9:07:42 PM
From: UnBelievable  Read Replies (1) | Respond to of 436258
 
The Futures Use A Normalized Portfolio For The Bonds

so there is no explicit coupon tracking.

cbot.com

In general the futures do track the cash market. <gg>

There are a number of different interest rate products, although some of them are not available electronically.

cbot.com

I do remember the securities that you mention but I don't remember exactly what they were called. (I think Solomon Bros., did a lot of the development of bond products. btw did you ever read Liars Poker?)