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Hi,
The March E-mini Nasdaq went from 2817 just before the start of pit trading
to 2902 within a couple of ticks. ECNs and others should offer some price
discovery for Nasdaq stocks outside pit hours, therefore effective
arbitrage between future and cash ought to be possible - but clearly that
didn't happen today.
Any ideas why ?
Regards,
Stefan Schulz
Suaviter Limited
prog1@xxxxxxxxxxxxxx
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