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Sorry Chris, must be a senior moment. I used to trade bonds a lot and that I
believe unsed to be the roll-over (day before the last day of the month, on
the close).
John, thanks for the correction, did it change with the advent of the ACE
bond, or am I losing it (I can't find my old print out from their website
that gave the rules)?
don ewers
----- Original Message -----
From: <I4Lothian@xxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 29, 2001 2:25 PM
Subject: Re: [RT] bond rollover
> In a message dated 8/29/2001 2:02:05 PM Central Daylight Time,
> dbewers@xxxxxxxxxxxxx writes:
>
> << December should be top shelf Friday I believe. >>
>
>
> December will be top step in the pit and lead month on a/c/e tomorrow
morning.
>
> Regards,
>
> John J. Lothian
>
> Disclosure: Futures trading involves financial risk, lots of it!
>
>
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