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To: IQBAL LATIF who wrote (27048)	6/15/1999 6:56:00 AM
From: sergio	Respond to of 50167

IQBAL, Questions for you if I may, can you further describe how the transition from June to September contracts translate these SNP targets levels? Do you have some kind of rule of thumb for futures 3, 2 and 1 month away for their FV? Off course assuming bonds are somewhat within the range of 6% and SNP at 1200-1300 level. I use 12-15 for 3 mos away, 8-12 for 2 and 5-8. Would there be equivalent VIX.X for the SNP both for cash and futures since both have options? TIA Sergio