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Ah. Thank you, Tom!
----- Original Message -----
From: "Tom Brun" <tebrun@xxxxxxxx>
To: "Mike Higgs" <moongateca@xxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Friday, November 30, 2001 5:44 PM
Subject: Re: Fw: Today's eMini Close
> Mike,
>
> On the last day of the quarter the CME will use the fair value price to
> determine the settlement price. Can't explain why CME thinks Nov.30 is
> the end of the quarter. I'm still trying to figure it out.
>
> Better mark the last day of each month as the CME web site says they
> will be doing this every month. CME claims this is due to customer
> demand. Hard to believe!
>
> This might be an opportunity for some of us. Sure is an easy way to get
> ripped off.
>
> You can find more information on the cme web site cme.com. Try a
> search for settle and you should find it. It didn't want me to paste
> the links otherwise I would have provided them.
>
> Regards,
>
> Tom
>
> Mike Higgs wrote:
>
> > Can anyone explain how this settlement price was arrived at?
> >
> > Time And SalesDateTimePriceSizeExgBATEIndcInfo
> >
> > 11/30/200116:15:001135.7500001gTrade
> > 11/30/200116:15:001136.00000061gBest ask
> > 11/30/200116:15:001135.50000048gTrade
> > 11/30/200116:15:000.00000048gBest bid
> > 11/30/200116:15:001135.25000016gBest bid
> > 11/30/200116:15:001136.0000001gTrade
> > 11/30/200116:15:000.00000061gBest ask
> > 11/30/200116:15:001136.00000060gBest ask
> > 11/30/200116:15:001135.25000017gTrade
> > 11/30/200116:15:000.00000016gBest bid
> > 11/30/200116:15:011135.2500001gTrade
> > 11/30/200116:27:281140.0000001cSettlementTrade
> > 11/30/200116:27:281140.0000001gSettlementTrade
> >
> > Regards,
> > Mike
>
>
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