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To: Taikun who wrote (32391)11/17/2004 7:42:30 PM
From: LLCF  Read Replies (2) | Respond to of 39344
 
<Any idea of the proportion of DEC futures that will roll over to FEB and the proportion that will settle in physical.>

I haven't been paying attention to these things for a long time... one would have to look at the Dec/Feb [or other] spread [roll] price. If this is wide it could denote pressure, panic or whatever. I'm not a believer that there is some huge naked short player on the COMEX that will have to scramble to cover by longs taking delivery normally, but such things CAN happen, and a wide [and trading] roll would be a tip. Was that mentioned in the web discussion?

DAK