Re: Agency Futures

Lynn,

Thanks a lot. I appreciate the information I am receiving from you.

Vince Kaminski

"Lynn Sieben" <Lynn_Sieben@carrfut.com< on 03/21/2000 12:30:59 PM
To: "Lynn Sieben" <Lynn_Sieben@carrfut.com<
cc: (bcc: Vince J Kaminski/HOU/ECT)
Subject: Agency Futures

I wanted to pass along our latest research note to you. The topic is the
new agency futures contracts. Open the .pdf file to read it. The .xls
file contains the daily report that we will be releasing on our web page
that will enable the user to analyze the basis for richness-cheapness of
the contracts or to create the DV01s to figure hedge ratios.
(See attached file: AgencyFutures.pdf)(See attached file: AgencyPrint.xls)

- AgencyFutures.pdf
- AgencyPrint.xls