Thanks to Donald Arsenau for actually explaining this. But on the basis of what he said, I would expect \def\E{\mathop{\bf {E}}} to work. However, \def\E{\mathop{\bf E\kern0pt}} works perfectly. If you actually want this (somewhere I read a rather unconvincing explanation why Knuth did), then \setbox0=\hbox{$\E$} ought to get around the bug. Michael