Matthew: Maybe you should check/verify the integrity of your quote source for the NY softs futures markets. I’ve had several problems with erroneous fills in the past, and very often the settlement prices aren’t the same as quotes that I get from DTN, RJ Obrien, and Lind-Waldock. As I’m trading long term, this usually irons itself out in the end - excepting the occasional fill that we have to correct. FWIW, if the fill happens near the close, it’s often messed up. Not so much early or mid-day.
Example: My quote sources show May Coffee settling at 113.70, whereas C2 is showing it about 100 lower. Again, no biggie, as tomorrow things will adjust themselves and this discrepancy isn’t affecting any orders.
Hans.
