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Strategies & Market Trends : Waiting for the big Kahuna -- Ignore unavailable to you. Want to Upgrade?


To: Barbara Barry who wrote (10391)11/25/1997 11:56:00 AM
From: Joseph G.  Read Replies (1) | Respond to of 94695
 
Barbara, yes, I think I was looking at CME. I consider unusual, e.g., when there is a persistent divergence between cash SPX and future, with futures trading way above "fair" arbitarage value. Also, if it looks like there is a large (practically unlimited) limit price bid.

Joe