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Strategies & Market Trends : Stock Attack II - A Complete Analysis

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To: Chris who wrote (10508)6/28/2001 1:46:19 PM
From: Louis V. Lambrecht  Read Replies (1) of 52237
 
chris - shoud have checked this before reacting. I am a bit impulsive.
The premium paid for futures:
this is the difference between futures (including MSFT expected prints) and NDX cash (which is priced without MSFT as it is halted) currently is 36.70 when fair value for the day is +16.03.

MSFT halt is good for 36.7-16.03=20.67 pts above what the NDX cash is printing.

As I said, cubes trading at 46.2 include MSFT upmark, as 46.2 cubes are 1852 NDX equivalents.
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