Casaubon; I'll have to look the url up, BUT here is my last
update and it was done not long ago,
It matches the weighting , but keep in mind the the
BHH sells for about 1-1/4 to 1-1/2 premium over the stocks
in it that being the expense, however being your only
hit with one spread and commission to buy the basket
tahts not bad.
Symbol Last Trade Change Volume Avg Vol Shrs Value
^NDX 5:15PM 2925.16 -151.54 -4.93% N/A N/A .0001 $0.29
BHH 4:00PM 28 1/2 -3 3/4 -11.63% 298,900 N/A .0001 $0.00
ICGE 4:01PM 7 23/32 -1 5/32 -13.03% 6,531,800 5,230,227 15 $115.78
ARBA 4:00PM 77 7/8 -14 1/8 -15.35% 16,432,100 7,911,090 14 $1,090.25
CMRC 4:00PM 53 5/16 -2 3/8 -4.26% 6,521,000 9,869,000 12 $639.75
SCNT 4:00PM 11 15/16 -3/16 -1.55% 1,629,100 1,944,545 5 $59.69
PXCM 3:59PM 7 3/4 -1 1/4 -13.89% 753,100 915,545 4 $31.00
FMKT 4:01PM 38 1/16 -4 7/16 -10.44% 842,100 1,352,454 3 $114.19
VERT 4:00PM 18 -2 3/16 -10.84% 1,864,400 3,134,772 6 $108.00
SQST 3:59PM 2 1/16 -13/32 -16.46% 343,300 395,727 3 $6.19
VNTR 3:59PM 2 5/8 -9/16 -17.65% 1,196,100 1,470,500 2 $5.25
AGIL 3:59PM 63 7/8 -9 1/8 -12.50% 678,400 916,181 2 $127.75
PEGS 4:00PM 11 3/16 -1 1/4 -10.05% 119,400 153,909 2 $22.38
PPRO 3:59PM 18 23/64 -3 5/16 -15.28% 3,797,600 3,026,727 2 $36.72
CKFR 3:59PM 54 9/16 +5/8 +1.16% 492,000 836,909 4 $218.25
PEGS 4:00PM 11 3/16 -1 1/4 -10.05% 119,400 153,909 2 $22.38
QRSI 4:00PM 8 13/32 -1 11/32 -13.78% 143,800 335,681 1 $8.41
IMGX 3:57PM 2 23/32 -1/4 -8.42% 182,800 174,772 1 $2.72
RETK 4:00PM 35 1/2 -2 1/4 -5.96% 274,700 561,500 3 $106.50
19 symbols
Totals(USD): $2,715.48 ( take off the .29 I have for
.0001 share of NDX ) just to watch it.
Note that value above is based on the weightings
So fair value of the BHH would be 1/10th or
about 27 3/16, But you'll never get it with out
at least a 1pt premium, I would bid 28-3/8
to 28-1/2 .."the premo widens as it moves UP
if it gets momentum, and shrinks when it's falling"
Right now ARBA is the key stock in it & because of
the weighting and price of ARBA & her percentage move
can skew the BHH as much as the other top 6.
In short right now she is trading off ARBA and CMRC with
the others taking out some of the volatility.
Jim
PS
It has options too.
Jim |
