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To: tekgk who wrote (5559)1/10/1998 3:03:00 PM
From: Gary H  Read Replies (1) | Respond to of 116815
 
No, I'm affraid I don't. I wish I knew of one. I get it out of the newspaper - under Chicago Mercantile Exchange, look up the 90 day T Bills with the most volume(at present it's March) which closed at 95.365. From that subtract the the 90 day eurodollar of the month (also the highest volume)which is 94.515 to get a point spreat of 85.

50 is good. 75-85 moving to risk. 100-125 pull in the nets and lower the sails.