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Robert Pisani wrote:
> 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
Dear Bob:
My Ensign software shows Dec bond making 113-25 prior to 7:35 (when the
15-minute bar closed). That would seem to make Ed Hanley's complaint
valid. What a lousy fill!
Jim Oliver
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