To: SgtPepper who wrote (2 ) 5/29/1999 9:41:00 AM From: SgtPepper Respond to of 36
FORECASTED AND CLOSING PRICES FOR EXPIRATIONS OF WEEK ENDING 04/16 ------------------------------------------------------------------------------------------------------ THU MON TUE WED THU FRI MON TUE WED THU FRI CHANGE FUTURE 04/01 04/05 04/06 04/07 04/08 04/09 04/12 04/13 04/14 04/15 04/16 FROM 04/01 ------------------------------------------------------------------------------------------------------ SPJ a-Strike 1280 1275 1280 1290 1300 1300 1305 1310 1315 1310 30 F=0 (<) 1280 1278 1284 1294 1296 1301 1306 1312 1314 1310 30 CLOSE 1303 1333 1331 1339 1355 1358 1372 1362 1339 1332 29 % GAP 1.8 4.3 3.7 3.5 4.6 4.4 5.1 3.8 1.9 1.7 -0.1 DJJ a-Strike 99 99 99 99 99 99 99 99 100 100 1 F=0 (<) 98.5 98.5 98.6 98.5 98.6 98.9 99.0 99.4 99.9 100.3 1.8 CLOSE 99.0 100.8 100.3 101.5 102.8 102.4 104.2 104.7 104.8 105.2 6.2 % GAP 0.5 2.3 1.7 3.0 4.3 3.5 5.3 5.3 4.9 4.9 4.4 CLK a-Strike 14.5 14.5 14.5 14.5 15 15 15 15 15 15 0.5 F=0 (<) 14.5 14.6 14.6 14.7 14.8 14.8 14.8 14.8 14.9 14.9 0.4 CLOSE 16.6 17.0 16.8 16.0 15.8 16.6 16.4 15.9 16.5 16.9 0.3 % GAP 14.5 16.4 15.1 8.8 6.8 12.2 10.8 7.4 10.7 13.4 -1.1 JOK a-Strike 95 95 95 95 90 90 90 90 90 90 90 -5 F=0 (<) 93.1 93.0 93.0 92.7 92.5 92.3 91.7 91.7 91.8 91.7 91.7 -1.4 CLOSE 82.9 83.2 83.8 82.2 83.2 87.9 87.2 86.2 82.7 80.8 80.6 -2.3 % GAP -11.0 -10.5 -9.9 -11.3 -10.1 -4.8 -4.9 -6.0 -9.9 -11.9 -12.1 -1.1 CTK a-Strike 63 63 63 63 63 63 63 63 63 63 63 0 F=0 (<) 63.3 63.3 63.2 63.1 63.1 62.9 63.0 63.0 63.1 62.8 63.0 -0.3 CLOSE 59.8 59.8 60.8 60.8 61.9 61.2 60.5 60.2 60.0 59.5 57.7 -2.1 % GAP -5.5 -5.5 -3.8 -3.6 -1.9 -2.7 -4.0 -4.4 -4.9 -5.3 -8.4 -2.9 LHJ a-Strike 42 42 42 42 42 42 42 42 42 0 F=0 (<) 41.8 41.8 41.7 41.8 41.8 41.8 41.8 41.8 41.8 0 CLOSE 42.5 42.5 43.6 42.3 41.9 42.2 42.3 42.0 42.0 -0.5 % GAP 1.7 1.7 4.6 1.2 0.2 1.0 1.2 0.5 0.5 -1.2 Avg |% Gap| 5.82 6.80 6.45 5.26 4.63 4.75 5.20 4.58 5.47 6.27 6.83 1.01 ------------------------------------------------------------------------------------------------------ THU MON TUE WED THU FRI MON TUE WED THU FRI CHANGE STOCK INDEX 04/01 04/05 04/06 04/07 04/08 04/09 04/12 04/13 04/14 04/15 04/16 FROM 04/01 ------------------------------------------------------------------------------------------------------ SPX a-Strike 1280 1280 1285 1290 1290 1300 1300 1300 1300 1300 20 F=0 (<) 1282 1282 1286 1289 1293 1297 1297 1298 1301 1302 20 CLOSE 1294 1321 1318 1327 1344 1348 1359 1350 1328 1323 29 % GAP 0.9 3.0 2.5 2.9 3.9 3.9 4.8 4.0 2.1 1.6 0.7 OEX a-Strike 645 645 650 650 655 660 660 665 670 670 665 20 F=0 (<) 644.4 645.2 647.9 650.5 654.3 657.7 660.4 666.4 670.3 669.6 665.8 21.4 CLOSE 649.9 664.9 665.3 672.8 679.5 681.3 685.5 681.5 668.9 669.6 668.7 18.8 % GAP 0.9 3.1 2.7 3.4 3.9 3.6 3.8 2.3 -0.2 0.0 0.4 -0.4 DJX a-Strike 98 98 99 99 99 100 100 100 100 100 100 2 F=0 (<) 98.4 98.4 98.8 98.9 99.3 99.5 99.6 99.8 99.9 100.0 100.1 1.7 CLOSE 98.3 100.1 99.6 100.8 102.0 101.7 103.4 103.9 104.1 104.6 104.9 6.6 % GAP -0.1 1.7 0.8 1.9 2.7 2.2 3.8 4.1 4.2 4.6 4.8 4.9 BKX a-Strike 835 820 820 820 840 840 825 830 835 835 835 0 F=0 (<) 834.0 819.3 817.7 822.6 836.9 837.5 825.7 828.5 831.5 832.3 832.7 -1.3 CLOSE 843.6 859.7 855.1 886.1 905.9 906.5 918.7 917.4 908.9 903.8 907.7 64.1 % GAP 1.2 4.9 4.6 7.7 8.2 8.2 11.3 10.7 9.3 8.6 9.0 7.9 MSH a-Strike 980 980 980 990 990 1,030 1,030 1,030 1,030 1,030 50 F=0 (<) 981 983 983 989 993 1,026 1,026 1,026 1,030 1,031 50 CLOSE 1038 1090 1096 1075 1097 1099 1068 1052 1039 1029 -9 % GAP 5.8 10.9 11.5 8.7 10.5 7.1 4.1 2.5 0.9 -0.2 -6.0 SOX a-Strike 370 370 370 380 380 390 390 390 390 380 10 F=0 (<) 371.9 371.3 374.1 377.2 383.0 390.3 390.7 387.2 387.2 383.1 11.2 CLOSE 387.4 404.1 412.8 406.9 410.3 410.1 387.7 379.8 384.7 401.6 14.2 % GAP 4.2 8.8 10.3 7.9 7.1 5.1 -0.8 -1.9 -0.6 4.8 0.7 DOT a-Strike 540 550 550 580 590 600 600 700 730 700 160 F=0 (<) 541.9 545.6 544.6 581.2 594.4 605.5 603.5 695.7 732.8 708.9 167 CLOSE 657.4 683.1 720.7 699.8 710.8 731.9 790.4 776.2 694.2 678.7 21.3 % GAP 21.3 25.2 32.3 20.4 19.6 20.9 31.0 11.6 -5.3 -4.3 -25.6 NDX a-Strike 2040 2040 2040 2040 2040 2040 2040 2040 2060 2040 2060 20 F=0 (<) 2035 2035 2036 2040 2042 2046 2047 2047 2061 2050 2062 27 CLOSE 2146 2220 2219 2192 2225 2233 2219 2175 2104 2136 2086 -60 % GAP 5.5 9.1 9.0 7.5 9.0 9.1 8.4 6.3 2.1 4.2 1.2 -4.3 RUT a-Strike 400 400 400 400 400 400 400 400 400 405 405 5 F=0 (<) 399.9 400.4 400.3 399.7 400.0 400.0 399.9 400.7 400.2 403.6 406.0 6.1 CLOSE 398.7 402.3 401.1 397.8 399.9 405.9 412.3 417.2 417.4 417.8 421.6 22.9 % GAP -0.3 0.5 0.2 -0.5 -0.0 1.5 3.1 4.1 4.3 3.5 3.8 4.1 OSX a-Strike 50 50 50 50 50 55 55 55 55 55 55 5 F=0 (<) 53.7 53.2 52.8 52.7 52.7 53.6 53.4 53.4 53.4 53.5 54.3 0.6 CLOSE 64.8 64.9 63.8 60.5 62.4 65.5 63.9 64.4 61.9 65.9 72.0 7.2 % GAP 20.7 22.0 20.8 14.8 18.4 22.2 19.7 20.6 15.9 23.2 32.6 11.9 XOI a-Strike 380 380 380 380 380 380 380 380 380 380 380 0 F=0 (<) 381.3 381.1 381.1 381.1 381.1 381.2 381.2 381.2 381.2 381.2 382.4 1.1 CLOSE 445.5 455.4 451.9 453.0 460.5 463.5 467.8 467.1 461.3 480.0 497.2 51.7 % GAP 16.8 19.5 18.6 18.9 20.8 21.6 22.7 22.5 21.0 25.9 30.0 13.2 XAU a-Strike 60 60 60 60 60 60 60 60 60 60 60 0 F=0 (<) 59.6 59.6 59.7 59.7 59.8 59.8 59.7 59.7 59.6 59.7 59.8 0.2 CLOSE 58.8 57.2 58.0 57.9 57.0 59.2 61.3 61.1 58.9 63.4 67.7 8.9 % GAP -1.3 -4.0 -2.8 -3.0 -4.7 -1.0 2.7 2.3 -1.2 6.2 13.2 14.6 Avg |% Gap| 6.58 9.40 9.68 8.13 9.07 8.87 9.67 7.75 5.59 7.26 8.83 2.25 ------------------------------------------------------------------------------------------------------ ALL |% Gap| 6.20 8.10 8.07 6.69 6.85 6.81 7.43 6.17 5.53 6.76 7.83 1.63 ------------------------------------------------------------------------------------------------------ KEY TO OPTION FORCE TABLE: The symbol < marks price forecast for next expiration, The symbol "a" marks most likely strike at expiration