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I have an open of 1334.50 for the cash S&P 500 for 8/17.
A friend says it was actually 1341 or so.
I can't duplicate that either by subtracting the premium from front-month
futures or any other method.
He attributed it to "the settlement of opening prices."
Can anyone shed some light on this for me? Or advise me when I get some
more information on it?
Thanks,
FPI
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