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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: Digger Sacket who wrote (42180)12/13/2000 4:09:10 PM
From: Louis V. Lambrecht  Respond to of 44573
 
Digger - general idea OK, dates out of sync.

Last session for Mar european index futures = Mar 15, 2001.
From Friday Mar 09, 2001 fair value will be calculated on Jun futures "M"

June last session the 14th, Fri before = 8th, switch to next "U"
Sept last session the 20th, Fri before = 14th, switch to next "Z"

Print this one: cboe.com



To: Digger Sacket who wrote (42180)12/13/2000 6:19:29 PM
From: Patrick Slevin  Read Replies (1) | Respond to of 44573
 
Your presumption for Index Futures looks fine to me.