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发表于 2010-3-19 11:16 AM
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ESH10 and other index futures have expired at 8:30am this morning. The open future contracts will be settled with cash according to the 'special opening quotation' determined by COMEX, which may be different from the opening price published by stock exchange.
No wonder this morning there is a spike of ESH10 price before 8:30am, bears with open future position have been fooled. |
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