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To: Les H who wrote (7040)4/15/2003 8:02:10 PM
From: Les H  Read Replies (1) | Respond to of 29592
 
Volatility premiums for week ending Thursday Apr 17, 2003 preliminary
.
S&P 100 (OEX) 452.08 +11.11
.
VIX 26.04 - 2.23
30-day volatility 25.48 - 0.19
premium (discount) + 0.56 - 2.04
.
NASDAQ 100 (NDX) 1053.10 +26.95 QQQ 26.21 + 0.70
.
VXN 36.50 - 3.12 QQV 31.96 - 1.58
30-day volatility 32.77 - 0.12 30-day volatility 31.63 - 0.20
premium (discount) + 3.73 - 3.00 premium (discount) + 0.33 - 1.38