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To: Les H who wrote (5237)1/29/2003 7:26:44 PM
From: Les H  Read Replies (1) | Respond to of 29596
 
Volatility premiums for week ending Friday Jan 31, 2003 preliminary

S&P 100 (OEX) 437.54 + 1.40

VIX 35.22 - 0.55
30-day volatility 23.55 + 0.47
premium (discount) +11.67 - 1.02

NASDAQ 100 (NDX) 1016.55 + 20.37 QQQ 25.25 + 0.43

VXN 43.64 - 1.41 QQV 38.27 + 0.18
30-day volatility 33.12 - 0.71 30-day volatility 31.53 - 0.63
premium (discount) +10.52 - 0.70 premium (discount) + 6.74 + 0.81