Ask DrBob Message Board - Msg: 14492562

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Strategies & Market Trends : Ask DrBob

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To: Drbob512 who started this subject	10/2/2000 8:26:59 AM
From: Louis V. Lambrecht	Read Replies (1) of 100058

Waddabout the futures: ND00Z, cash close 3570, FV= 3621, premium = 51 SP00Z, cash close 1432, FV= 1449, premium = 17. ND00Z, currently 3660 = 40 pts above FV SP00Z, currently 1460 = 11 pts above FV (148 Dow pts) ND00Z, started to price 3630 in the night until Asian markets opened, then prices 3655-3660. Activity took up at 07:300, some volumes and volatility 3655-3670. Expecting a positive open in the vicinity of +1%.

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