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To: Les H who wrote (2773)9/10/2002 12:02:02 PM
From: Les H  Read Replies (1) | Respond to of 29599
 
Money supply analyst

jefco.com



To: Les H who wrote (2773)9/10/2002 10:56:49 PM
From: Les H  Read Replies (2) | Respond to of 29599
 
Volatility premiums for Tuesday Sep 10, 2002

volatility index vs. 30-day actual volatility

S&P 100 (OEX) 451.28

VIX 36.96 - 1.44
30-day volatility 34.84 - 3.31
premium (discount) 2.12 + 1.87

NASDAQ 100 (NDX) 932.23

VXN 53.07 - 2.40
30-day volatility 50.08 - 3.11
premium (discount) 2.99 + 0.71

QQQ 23.65

QQV 46.10 - 1.99
30-day volatility 45.33 - 1.77
premium (discount) 0.77 - 0.22