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: Same thing happened in the NQ's/ND's. I'm also stumped.
Could be the end of the month phenomenon, where the exchanges re-calculates
the price limits, based on fair value of the indices.
: > Can anyone explain how this settlement price was arrived at?
: >
: > Time And SalesDateTimePriceSizeExgBATEIndcInfo
: >
: > 11/30/200116:15:001135.7500001gTrade
: > 11/30/200116:15:001136.00000061gBest ask
: > 11/30/200116:15:001135.50000048gTrade
: > 11/30/200116:15:000.00000048gBest bid
: > 11/30/200116:15:001135.25000016gBest bid
: > 11/30/200116:15:001136.0000001gTrade
: > 11/30/200116:15:000.00000061gBest ask
: > 11/30/200116:15:001136.00000060gBest ask
: > 11/30/200116:15:001135.25000017gTrade
: > 11/30/200116:15:000.00000016gBest bid
: > 11/30/200116:15:011135.2500001gTrade
: > 11/30/200116:27:281140.0000001cSettlementTrade
: > 11/30/200116:27:281140.0000001gSettlementTrade
: >
: > Regards,
: > Mike
: >
: >
:
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