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To: jjs_ynot who wrote (38649)10/25/1999 12:17:00 PM
From: Patrick Slevin  Respond to of 44573
 
I really do not recall. It was a real time computer sending data to clerks who sent the data in.

For all I know, the time frame altered with every tick.

But the Bund does not move that much, that often. Not as I recall anyway. So it's quite possible the sigma would not move very much I guess for long periods of time.



To: jjs_ynot who wrote (38649)10/25/1999 1:33:00 PM
From: jjs_ynot  Respond to of 44573
 
CONTEST TRADE

Sell 12 at Market 1297.75

EDIT

Now flat from long position

EDIT AGAIN

Sell 7 at 1297.25

Short 7