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Can't begin to imagine what you were watching, but if you exclude the first
30 minutes --which is almost always wacky-- a true reading of the NQ01M -
NDX Premium ranged from 14.94 at 10:17am ET to 5.26 at 2:00pm --
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At 03:14 PM 05/03/2001 -0700, you wrote:
>The index was at a 260-280 pt premium to the futures for most of the
>day.
> I can't remember it ever being that pessimistic. Even at rollover, at
>the bottom and thru
>the Fed rally, the spread has fluctuated at 220-240.
> Anyone that follows this stuff have a take? My guess is that
>portfolio managers
>are really sweatin' bullets right now for some reason.
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