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To: Chip McVickar who wrote (24885)	6/8/1999 2:25:00 PM
From: Patrick Slevin	Respond to of 44573

It happens. Particularly this week when the Front Month rolls. By Friday you should be using the PREM for the Sept Contract. Premium stripping occurs a lot at certain points in the cycle and this week it is perhaps more evident than most but if you keep your eye on it you see it happen most dramatically now and then. It just is more striking this week because the Contract approaches parity with the cash due to rapid Time Decay. After all, at this point, every day that goes by strips almost 20% on a Linear Basis....and this stuff is anything but linear.