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Mar 2001 Nas was limit UP during globex and just opened where it should have been.
Rich
----- Original Message -----
From: "Stefan Schulz" <prog1@xxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxx>
Sent: Friday, December 08, 2000 9:41 AM
Subject: [RT] E-mini Nasdaq just now
| Hi,
|
| The March E-mini Nasdaq went from 2817 just before the start of pit trading
| to 2902 within a couple of ticks. ECNs and others should offer some price
| discovery for Nasdaq stocks outside pit hours, therefore effective
| arbitrage between future and cash ought to be possible - but clearly that
| didn't happen today.
|
| Any ideas why ?
|
| Regards,
| Stefan Schulz
| Suaviter Limited
| prog1@xxxxxxxxxxxxxx
|
|
|
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