Well, the buy level is .02 smaller, but the sell level shrunk .40 to only -1.72. We could hit either one today. The GDP got revised up? What?
For Friday September 27, 2002
For Execution of Buy/Sell Programs
Our FairValue for the S&P 500 today is $.88. That price will not change during the day. Our computers are set for program buying at $1.38 and set for program selling at $--1.72. If you would like to watch these program trading premium execution levels, the symbol is PREM (sp-prem, @prem, and sometimes $prem on good data feeds; prem.x, $sps, $spinx, and any other weird ticker symbol on horrible ones).
Our FairValue for the NDX 100 today is $3.85.