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To: Les H who wrote (4064)	12/20/2002 4:28:26 PM
From: Les H	Read Replies (1) \| Respond to of 29596

Volatility premiums for week ending Friday Dec 20, 2002 S&P 100 (OEX) 455.52 +3.71 VIX 31.47 - 0.65 30-day volatility 22.95 + 0.26 premium (discount) + 7.52 - 0.91 recent peaks in the volatility index VIX Jul 23, 2002 + 20.02 S&P 100 396.75 VIX 50.48 intraday high 56.74 30-day volatility 30.46 premium (discount) 20.02 Sep 24, 2001 + 15.40 S&P 100 410.88 VIX 45.38 intraday high 57.31 30-day volatility 29.98 premium (discount) 15.40 NASDAQ 100 (NDX) 1014.09 + 8.24 QQQ 25.38 + 0.34 VXN 48.51 - 2.41 QQV 40.29 - 2.30 30-day volatility 40.60 - 1.29 30-day volatility 37.27 - 1.33 premium (discount) + 7.91 - 1.12 premium (discount) + 3.02 - 0.97 recent peaks in the volatility index VXN and QQV Jun 26, 2002 + 31.03 + 22.47 NASDAQ 100 1027.22 QQQ 25.45 VXN 64.14 QQV 56.39 30-day volatility 33.11 30-day volatility 33.92 premium (discount) 31.03 premium (discount) 22.47 Jul 23, 2002 + 18.78 + 8.12 NASDAQ 100 896.82 QQQ 22.40 VXN 66.39 QQV 66.39 30-day volatility 47.61 30-day volatility 58.27 premium (discount) 18.78 premium (discount) 8.12 Sep 24, 2002 + 14.58 + 13.10 NASDAQ 100 843.61 QQQ 21.03 VXN 59.40 QQV 52.14 30-day volatility 44.82 30-day volatility 39.04 premium (discount) 14.58 premium (discount) 13.10