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Strategies & Market Trends : The Player's Club

SPY 689.17

+0.2%

Dec 11 4:00 PM EST

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To: Bull RidaH who wrote (2271)	12/9/1999 7:22:00 PM
From: GROUND ZERO™	of 11513

David, Just curious about how we'll be switching over to the March contract which has now become the front month.... there is relatively little activity in the December contract (22 ticks for December and 177 ticks for March) tonight and the front month has become March there as well... you may have some idea on how to do the roll over, but as a suggestion a simple conversion using the closing price for each on any given close based on fair value for that month's contract might work... or something like that..... just wondering..... or do we need to roll our trades over individually.... that might work also..... well, now that I took a moment to think about it, it really shoud be our responsibility.... okay, here goes a night trade.....<g> My Best... GZ

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