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To: Mary A Young who wrote (10695)8/17/2000 10:31:59 AM
From: Mary A Young  Read Replies (1) | Respond to of 11513
 
filled 1493.80 (I think)



To: Mary A Young who wrote (10695)8/17/2000 10:38:38 AM
From: Gersh Avery  Respond to of 11513
 
OK ..

The SI time stamp for your order was 10:29 so your order was effective 10:30.

the high for the 10:30 e-mini bar was 1495.25 and the low was 1493.5. The bar average was 1494.375. Since this was not on the exact quarter point mark you would round in your favor. Since this was a sell that would put your fill at 1494.5.

Again .. the prices that we use are based on the e-mini.