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To: Les H who wrote (2602)	8/29/2002 10:15:46 PM
From: Les H	Read Replies (2) \| Respond to of 29597

Volatility premiums for Thursday Aug 29, 2002 volatility index vs. 30-day actual volatility S&P 100 (OEX) 462.00 VIX 36.32 + 0.09 30-day volatility 42.93 - 0.83 premium (discount) ( 6.61) + 0.92 recent peak premiums in the volatility index Aug 5, 2002 + 8.17 S&P 100 418.56 VIX 49.31 30-day volatility 41.14 premium (discount) 8.17 Jul 23, 2002 + 20.02 S&P 100 396.75 VIX 50.48 30-day volatility 30.46 premium (discount) 20.02 NASDAQ 100 (NDX) 961.75 VXN 55.05 + 1.53 30-day volatility 56.77 - 0.47 premium (discount) ( 1.72) + 2.00