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Ed Hanley -
At 09:03 AM 9/5/97 -0700, you wrote:
>I just got stopped out of my short position in the Dec
>Tbond at 113.25, when my stop was at 113.10 this morning at 0732CDT.
You must mean 0742CDT, right? Or do you mean you placed the stop at
0732CDT? At 0732CDT BMI shows US7Z was trading around 112.30 down to 112.27,
and it didn't spike from 112.30 at 0740CDT to 113.25 until 0742CDT and I
don't see a 113.10 tick until 0742CDT. I wasn't watching, but it looks like
response to the 730CDT report. And it looks like you could not have gotten
a worse fill, b/c 113.25 was the high tick for that run and probably for the
day.
Would someone please confirm?
Thanks.
Bob
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