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To: SE who wrote (13734)1/27/1999 8:18:00 AM
From: Tom Trader  Respond to of 44573
 
Scott, as you track these gap opens and how/when they get filled, you may want to check out the bonds as well.

The last two days the gaps have been filled in relatively short order and there's been about 10 tics in each instance which works out to over $300 per contract but given the relatively low margins in relation to the spoo, it could be worth a few dollars.