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Strategies & Market Trends : Tech Stock Options

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To: Esteban who wrote (30513)	12/6/1997 11:30:00 PM
From: MonsieurGonzo	of 58727

Esteban; RE:" SP7Z Futures 'fair value', and buy/sell programmes" Some interesting info here, Esteban... biz.yahoo.com ...December S&P 500s had reached 965.10 on GLOBEX and pierced resistance near the pivot point at 978.50 early. The nearby contract then penetrated resistance near 983.50. December S&Ps have further resistance near Thursday's high at 985.80 before a possible test of the contract high at 992.25, set on October 7, analysts said. Fair value for December S&P 500s is at about 1.80 points over cash with arbitrage buy programs likely triggered at about 2.70 points or over and arbitrage sell programs at about 1.00 points over or less. Fair value for December Dow futures is at about 12 points over cash, traders said. ...it would be interesting to somehow track the fair value of the SPX index relative to the SP7Z futures, and observe when buy programmes and sell programmes are triggered by perceived arbitrage opportunities. I also wonder how prevalent these programmes are with indices other than the S&P-500 -? -Steve

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