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To: craig crawford who wrote (6136)	1/11/1998 9:59:00 PM
From: fut_trade	Read Replies (2) \| Respond to of 27307

I copied this data from the CME. Is this what you're referring to? I have the S & P 500 futures as closing @929.70 on Friday, and the S & P 500 as closing @927.69. As of 8:40 tonight the futures are @931.50. Is it only the difference between the S & P 500 close and the current value of the March futures that's relevant? Peter -------------------------------------------- S & P 500: Prices as of 01/09/98 04:00 PM MTH/ --- SESSION --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT MAR98 961.00 962.50 926.00 929.70 929.50 -3150 127K 961.20 117008 372252 -------------------------------------------- S & P 500: GLOBEX Prices as of 01/11/98 08:40 PM Trade Date: 01/12/98 MTH/ --- SESSION --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT MAR98 930.00 934.10 927.20 931.50 ---- +200 2543 929.50