Could have been cheaper buying 10 ALSI instaed of 100 ALMI (they are basically the same and brokerage is per contract). They expire the third Thursday of every quarter, but rolled over on the morning of the close out. There is a nice document "Futures Index Trading" under Help and education on the main menu.
Ahemmm - Should I should I not. That ALSI document that you mention contain 6 examples. Compare example 1 with example 3. Identical, but example 3 loss you money! Ahem, somebody is sleeping on the job. Whoop-de-doo