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Strategies & Market Trends : The Residential Real Estate Crash Index -- Ignore unavailable to you. Want to Upgrade?


To: Smiling Bob who wrote (123949)5/19/2008 12:30:19 PM
From: Les HRead Replies (1) | Respond to of 306849
 
Looks like the effect wore off in April and they upped the size.



To: Smiling Bob who wrote (123949)5/19/2008 12:57:18 PM
From: Les HRead Replies (2) | Respond to of 306849
 
fixed.


Effect of Term Auction Facility on $SPX since January 10, 2008 (two days before the first TAF)

SPX change SPX change SPX change
Auction Date day before day of day after
January 14 -19.3 +15.2 -35.3
January 28 -21.5 +23.4 +8.3
February 11 -5.6 +7.8 +9.7
February 25 +10.6 +18.7 +9.5
March 10 -11.0 -20.0 +47.3
March 24 +31.1 +20.4 +3.1
April 7 +1.1 +2.1 -7.0
April 21 +24.8 -2.2 -12.2
May 5 -6.4 +10.8 -25.7
May 19 +1.8 +11.7
-----------------------------------------------------
totals *5.6 +87.9 -2.3

Closing price of SPX on January 10 = 1420.33
Intraday price on SPX on May 19 = 1437.02

Effect of Options Expiration Week since January 10, 2008

Auction Date SPX change
January 11-18 -75.83
February 8-15 +18.70
March 14-21 +41.37
April 11-18 +57.50
May 9-16 +37.07
---------------------------
total +78.81

Closing price of SPX on January 11 = 1401.02
Closing price of SPX on May 16 = 1425.35