ES Journal Archive (2006 - 2008)

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Quote from osorico:

Using RTH only, there is a remaining gap on ES from 9/5/07 @1484.50-1491.00.

Today is rollover day... the "Z" contract has (much)more time premium than the "U" contract. In a few days the "U" contract will have NO premium. Someone else will need to 'splain the rest.

Osorico

Good call, gap fills are fascinating animals.
 
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