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Yep, from http://www.cme.com/market/quote/.Small/sp.html
STRIKE OPEN HIGH LOW LAST SETT
JUN99 ---- 1155.30B 1140.30A 1141.30A 1139.50
So, the HLC prices the data vendor is providing are just bids and
offers... no trades. It does show an open interest of 192 so there must
have been some trades sometime but not Friday.
Tony wrote:
> Yep, you're right, Hans. There was NOT a single trade in Jun 99 S&P...and
> the CME says we're right too!!! <g>
--
Dennis
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