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Jim: According to my clearing broker a price spike in ESH3 has resulted in
the CME busting all fills above 860.00 and keeping all fills at 860.00 and
below.
Regards, Jack.
----- Original Message -----
From: "Jim Osborn" <jimo@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, February 04, 2003 6:14 PM
Subject: ESH3 real high value?
> I don't believe the brief, dramatic runup that I saw on the
> emini SP about 16:06, which topped out at about 948 for a
> few ticks. The trouble is, it isn't just a couple of obvious
> bad ticks, but a sort of gradual (well, not very gradual) increase
> and then a decrease.
>
> Before I delete all ticks over, say 860, I thought I'd ask if
> anyone has a good high value for the mini.
>
> TIA,
>
> Jim
>
>
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