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CBOT $5 Dow went down as far as 8474, more than 500 points below the $10
contract, probably due to thin book. I've seen this happen on Eurex
before, and a/c/e uses the same matching engine. Liffe Connect doesn't
seem to have this problem.
CBOT says they'll bust Sep $5 Dow trades below 9018. Whether this was a
cause or an effect of what happened remains to be seen. Sure was heart
attack-inducing for someone ! <eg>
Regards,
Stefan
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