From: Jim Goulding
Sent: Wednesday, October 18, 2006 3:59 PM
To: Jim Goulding
Subject: The formula

I knew there was a formula to figure this out, and I found it via Bill in Dev.

Concerning the Eurodollar vs 5y cash:

N * (N-1) / 2

=100 * (100 – 1) / 2

=100 * 99 / 2

= 9,900 / 2

= 4,950

 

What about the 5y vs EDs?

 

Conclusion:

 

 

Thank you,

Jim Goulding

Goldenberg, Hehmeyer, & Co.

Treas-Arb

600 W. Chicago Ave.

Ste. 775

Chicago, IL 60610

Ph. 312-356-6348