Ch 10 Simple OTC Options

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    Worksheet Title

    10.1 Market data

    10.2 Cap Pricing Model

    10.3 Worksheet to calculate 180-day rolling unweighted an

    10. Par cap s!ile curve - against 3!o "#$ %i&or

    10.' (uilding a !oneyness s!ile sur)ace

    10.* +his worksheet &ootstraps a piece-wise constant )orwa

    10., +his worksheet constructs a s!ooth )orward volatility10.8 +his worksheet constructs a )orward volatility curve )r

    10. orward volatility sur)ace produced &y &ootstrapping

    10.10 / s!oothed )orward volatility sur)ace

    10.11 Cap loor Pricing - with "#$ data

    10.12 Pricing a curve cap

    10.13 Pricing a !id-curve cap

    10.1 Collar Pricing

    10.1' #tructuring a Participation10.1* $igital Cap loor Pricing

    10.1, Worksheet to replicate a standard call &y a strip o) digi

    10.18 Cap loor Pricing )or e!&edded structures - note tha

    10.1 Capped %oan - 1

    10.20 Capped %oan - 2

    10.21a Worksheet to price a capped swap

    10.21 & Worksheet to price a )loored swap

    10.22 Worksheet to price a reverse )loating swap with a colla

    10.23 #waption Pricing - with "#$ data

    10.2 #waption Pricing on a 1-yr underlying swap - with "#

    10.2' +his worksheet contains an /+M swaption volatility su

    10.2* Worksheet to trans)or! orward nterest 4ate volatilit

    10.2, Pricing etendi&le and retracti&le swaps

    10.28 Pricing a si!ple 5uropean calla&le swap

    10.2 Worksheet to calculate "#$-6en 7 )orward contracts

    10.30 Worksheet to calculate so!e vanilla 7 options

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    10.31 Worksheet to de!onstrate option replication - &ased on

    10.32 $etailed analysis etracted )ro! Worksheet 10.31 - wit

    10.33 to 10.3' #ee spreadsheet #/(4 !odel

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    Name of Cell Cell referenceper)ect9corr :;orward to swaption vol;

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    option to 4eceive oreign Put $o!estic

    h no rando!ness

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    =/=1*

    =/=3

    0=/=2

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    10.1: Market data

    30-$ec-

    "#$ $;s day orward +i!e -C rates ?radientcount rates

    30-$ec- 0 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    1 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    1.' 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    2 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

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    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

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    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

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    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'0230-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02 5rr'02

    0 30-$ec- 0.000000 0.000 @@@ 0.000 5rr'02

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    A3 : 0

    3 yr swa @@@ Bu Market data for FX exampl

    "#$

    %ength #pot #pot orward orward /ct3*0 $so) swap A swap A swap

    Bu Bu Bu Bu @@@ 0

    1 0.0000 @@@ 0.0000 @@@ @@@ 0.0000 @@@

    1.' 0.0000 @@@ 0.0000 @@@ @@@ 0.0000 @@@

    2 0.0000 @@@ 0.0000 @@@ @@@ 0.0000 @@@

    3 0.0000 @@@ 0.0000 @@@ @@@ 0.0000 @@@

    0.0000 @@@ 0.0000 @@@ @@@ 0.0000 @@@

    ' 0.0000 @@@ 0.0000 @@@

    * 0.0000 @@@ 0.0000 @@@

    , 0.0000 @@@ 0.0000 @@@8 0.0000 @@@ 0.0000 @@@

    0.0000 @@@ 0.0000 @@@

    10 0.0000 @@@ 0.0000 @@@

    12 0.0000 @@@ 0.0000 @@@

    1' 0.0000 @@@ 0.0000 @@@

    20 0.0000 @@@ 0.0000 @@@

    2' 0.0000 @@@ 0.0000 @@@

    30 0.0000 @@@ 0.0000 @@@

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    s #pot rat 0

    6en

    /ct3*0 $s D-C rates gradient /ct3*0 -C rates@@@

    @@@ 0.0000 0 5rr'02 5rr'02 @@@ 0.0000 5rr'02

    @@@ 0.0000 0.000000 5rr'02 5rr'02 @@@ 0.0000 5rr'02

    @@@ 0.0000 0.000000 5rr'02 5rr'02 @@@ 0.0000 5rr'02

    @$E0< @@@ 0.0000 0.000000 5rr'02 5rr'02 @@@ 0.0000 5rr'02

    @$E0< @@@ 0.0000 0.000000 5rr'02 5rr'02 @@@ 0.0000 5rr'02

    @$E0< @@@ 0.0000 0.000000 5rr'02 5rr'02 @@@ 0.0000 5rr'02

    @@@ 0.0000 0.000000 5rr'02

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    $s

    5rr'02

    5rr'02

    5rr'02

    5rr'02 5rr'02

    5rr'02 5rr'02

    5rr'02 5rr'02

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    10.2: Cap Pricin Model

    !ettlement date: "0#$ec#%% F

    &nn F $iscount )actors day i!plied ti!e to

    Fixin !tart date 'nd date !trike ()* +ol ()* Caplet Caplet F near )ar count )orward eercise d1 GHd1I d2

    (,p* (-* F

    -100m J1K J2K

    0.2' "0#$ec#%% "0#$ec#%% @$E0< 1.8L @$E0< @$E0

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    10.": Worksheet to calc5late 180#da9 rollin 5n3eihted and 3eihted ol

    ;riinal Market data

    "#$ daily cash swap data

    C$5 2m cash

    si!ple c-c la!da : 0.

    returns returns scale : 1'.***

    count : 1,

    volatility :N 1.21L 1.288L su! : 1.0000

    0 01-Oan-88 ,.,'2L

    1 0-Oan-88 ,.3L 2.'L 2.2L 0.000L 0.000L

    2 0'-Oan-88 ,.3L 0.00*L 0.00*L 0.000L 0.000L

    3 0*-Oan-88 ,.3L 0.000L 0.000L 0.000L 0.000L

    0,-Oan-88 8.00*L 0.,L 0.,0L 0.000L 0.000L

    ' 08-Oan-88 8.00*L 0.000L 0.000L 0.000L 0.000L

    * 11-Oan-88 8.00*L 0.000L 0.000L 0.000L 0.000L

    , 12-Oan-88 8.00*L 0.000L 0.000L 0.000L 0.000L

    8 13-Oan-88 8.00*L 0.000L 0.000L 0.000L 0.000L 1-Oan-88 8.00*L 0.000L 0.000L 0.000L 0.000L

    10 1'-Oan-88 ,.8,L @@@ -1.*00L 0.000L 0.000L

    11 18-Oan-88 ,.81*L @@@ -0.810L 0.000L 0.000L

    12 1-Oan-88 ,.81*L 0.00,L 0.00,L 0.000L 0.000L

    13 20-Oan-88 ,.8,L 0.80*L 0.803L 0.000L 0.000L

    1 21-Oan-88 ,.81*L @@@ -0.803L 0.000L 0.000L

    1' 22-Oan-88 ,.,'2L @@@ -0.823L 0.000L 0.000L

    1* 2'-Oan-88 ,.*8L @@@ -0.81*L 0.000L 0.000L

    1, 2*-Oan-88 ,.'*2L @@@ -1.**,L 0.000L 0.000L18 2,-Oan-88 ,.*2'L 0.83L 0.830L 0.000L 0.000L

    1 28-Oan-88 ,.8L @@@ -1.*81L 0.000L 0.000L

    20 2-Oan-88 ,.3,1L @@@ -1.,0L 0.000L 0.000L

    21 01-e&-88 ,.3,1L 0.000L 0.000L 0.000L 0.000L

    22 02-e&-88 ,.3,1L 0.000L 0.000L 0.000L 0.000L

    23 03-e&-88 ,.308L @@@ -0.8'L 0.000L 0.000L

    2 0-e&-88 ,.3,1L 0.8*3L 0.8'L 0.000L 0.000L

    2' 0'-e&-88 ,.2L @@@ -1.,3L 0.000L 0.000L

    2* 08-e&-88 ,.2L 0.000L 0.000L 0.000L 0.000L

    2, 0-e&-88 ,.0'L @@@ -2.**0L 0.000L 0.000L

    ri Weights H%iI H%

    i riI

    0.000L

    0.'00L

    1.000L

    1.'00L

    2.000L

    2.'00L

    3.000L

    3.'00L

    .000L

    180#da9

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    28 10-e&-88 ,.180L 1.,L 1.,,L 0.001L 0.000L

    2 11-e&-88 ,.181L 0.00,L 0.00,L 0.001L 0.000L

    30 12-e&-88 ,.180L @@@ -0.00,L 0.001L 0.000L

    31 1'-e&-88 ,.3,1L 2.*''L 2.*20L 0.001L 0.000L

    32 1*-e&-88 ,.3'L 0.8*L 0.8*'L 0.001L 0.000L33 1,-e&-88 ,.3'L 0.000L 0.000L 0.001L 0.000L

    3 18-e&-88 ,.3,1L @@@ -0.8*'L 0.001L 0.000L

    3' 1-e&-88 ,.3,1L 0.000L 0.000L 0.001L 0.000L

    3* 22-e&-88 ,.2L @@@ -1.,3L 0.001L 0.000L

    3, 23-e&-88 ,.308L 0.88L 0.880L 0.001L 0.000L

    38 2-e&-88 ,.308L 0.000L 0.000L 0.001L 0.000L

    3 2'-e&-88 ,.308L 0.000L 0.000L 0.001L 0.000L

    0 2*-e&-88 ,.30,L @@@ -0.00,L 0.001L 0.000L

    1 28-e&-88 ,.308L 0.00,L 0.00,L 0.001L 0.000L

    2 01-Mar-88 ,.22L @@@ -1.1'L 0.001L 0.000L3 02-Mar-88 ,.22L 0.000L 0.000L 0.001L 0.000L

    03-Mar-88 ,.1*1L @@@ -0.8,L 0.001L 0.000L

    ' 0-Mar-88 ,.288L 1.,,0L 1.,'L 0.002L 0.000L

    * 0,-Mar-88 ,.3'1L 0.8*3L 0.8'L 0.002L 0.000L

    , 08-Mar-88 ,.3'1L 0.000L 0.000L 0.002L 0.000L

    8 0-Mar-88 ,.3'1L 0.000L 0.000L 0.002L 0.000L

    10-Mar-88 ,.1'L 0.8*L 0.8*'L 0.002L 0.000L

    '0 11-Mar-88 ,.1'L 0.000L 0.000L 0.002L 0.000L

    '1 1-Mar-88 ,.3'1L @@@ -0.8*'L 0.002L 0.000L'2 1'-Mar-88 ,.1'L 0.8*L 0.8*'L 0.002L 0.000L

    '3 1*-Mar-88 ,.1'L 0.000L 0.000L 0.002L 0.000L

    ' 1,-Mar-88 ,.1'L 0.000L 0.000L 0.003L 0.000L

    '' 18-Mar-88 ,.1'L 0.000L 0.000L 0.003L 0.000L

    '* 21-Mar-88 ,.*0L 2.'',L 2.'2'L 0.003L 0.000L

    ', 22-Mar-88 ,.'1L @@@ -0.830L 0.003L 0.000L

    '8 23-Mar-88 ,.'1L 0.000L 0.000L 0.003L 0.000L

    ' 2-Mar-88 ,.*0L 0.83L 0.830L 0.00L 0.000L

    *0 2'-Mar-88 ,.'1L @@@ -0.830L 0.00L 0.000L

    *1 28-Mar-88 ,.'1L 0.000L 0.000L 0.00L 0.000L

    *2 2-Mar-88 ,.*0L 0.83L 0.830L 0.00L 0.000L

    *3 30-Mar-88 ,.'1L @@@ -0.83,L 0.00'L 0.000L

    * 31-Mar-88 ,.*0L 0.80L 0.83,L 0.00'L 0.000L

    *' 01-/pr-88 ,.*0L 0.000L 0.000L 0.00'L 0.000L

    ** 0-/pr-88 ,.*0L 0.000L 0.000L 0.00*L 0.000L

    *, 0'-/pr-88 ,.,31L 1.**,L 1.*'3L 0.00*L 0.000L

    *8 0*-/pr-88 ,.,31L 0.000L 0.000L 0.00*L 0.000L

    * 0,-/pr-88 ,.,31L 0.000L 0.000L 0.00,L 0.000L

    ,0 08-/pr-88 ,.,L 0.820L 0.81*L 0.00,L 0.000L,1 11-/pr-88 ,.**8L @@@ -1.*33L 0.008L 0.000L

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    ,2 12-/pr-88 ,.**8L 0.000L 0.000L 0.008L 0.000L

    ,3 13-/pr-88 ,.**8L 0.000L 0.000L 0.00L 0.000L

    , 1-/pr-88 ,.,31L 0.820L 0.81*L 0.00L 0.000L

    ,' 1'-/pr-88 ,.8'8L 1.*3L 1.*2*L 0.010L 0.000L

    ,* 18-/pr-88 ,.8'8L 0.000L 0.000L 0.010L 0.000L,, 1-/pr-88 ,.22L 0.813L 0.810L 0.011L 0.000L

    ,8 20-/pr-88 ,.8L 0.,L 0.,0L 0.012L 0.000L

    , 21-/pr-88 ,.8L 0.000L 0.000L 0.012L 0.000L

    80 22-/pr-88 ,.22L @@@ -0.,0L 0.013L 0.000L

    81 2'-/pr-88 ,.22L 0.000L 0.000L 0.01L 0.000L

    82 2*-/pr-88 ,.8'8L @@@ -0.810L 0.01'L 0.000L

    83 2,-/pr-88 ,.8'8L 0.000L 0.000L 0.01*L 0.000L

    8 28-/pr-88 ,.3'1L @@@ -*.**L 0.01,L -0.001L

    8' 2-/pr-88 8.08L .83L .0*0L 0.018L 0.002L

    8* 02-May-88 8.08L 0.000L 0.000L 0.01L 0.000L8, 03-May-88 8.08L 0.00*L 0.00*L 0.020L 0.000L

    88 0-May-88 8.08L 0.000L 0.000L 0.022L 0.000L

    8 0'-May-88 8.111L 0.,81L 0.,,8L 0.023L 0.000L

    0 0*-May-88 8.111L 0.000L 0.000L 0.02L 0.000L

    1 0-May-88 8.238L 1.'*2L 1.''0L 0.02*L 0.000L

    2 10-May-88 8.238L 0.000L 0.000L 0.028L 0.000L

    3 11-May-88 8.238L 0.000L 0.000L 0.02L 0.000L

    12-May-88 8.238L 0.000L 0.000L 0.031L 0.000L

    ' 13-May-88 8.111L @@@ -1.''0L 0.033L -0.001L* 1*-May-88 8.111L 0.000L 0.000L 0.03'L 0.000L

    , 1,-May-88 8.1,'L 0.,8,L 0.,8L 0.038L 0.000L

    8 18-May-88 8.1L 3.8,0L 3.,,L 0.00L 0.002L

    1-May-88 8.238L @@@ -3.031L 0.02L -0.001L

    100 20-May-88 8.301L 0.,*L 0.,**L 0.0'L 0.000L

    101 23-May-88 8.302L 0.00*L 0.00*L 0.08L 0.000L

    102 2-May-88 8.3*'L 0.,',L 0.,'L 0.0'1L 0.000L

    103 2'-May-88 8.302L @@@ -0.,'L 0.0'L 0.000L

    10 2*-May-88 8.302L 0.000L 0.000L 0.0'8L 0.000L

    10' 2,-May-88 8.1L 2.28L 2.2'8L 0.0*2L 0.001L

    10* 30-May-88 8.1L 0.000L 0.000L 0.0**L 0.000L

    10, 31-May-88 8.1L 0.000L 0.000L 0.0,0L 0.000L

    108 01-Oun-88 8.28L @@@ -0.,3L 0.0,L -0.001L

    10 02-Oun-88 8.3*'L @@@ -0.,*1L 0.0,L -0.001L

    110 03-Oun-88 8.28L 0.,*L 0.,*1L 0.08L 0.001L

    111 0*-Oun-88 8.302L @@@ -1.'1'L 0.08L -0.001L

    112 0,-Oun-88 8.302L 0.000L 0.000L 0.0'L 0.000L

    113 08-Oun-88 8.3*'L 0.,',L 0.,'L 0.101L 0.001L

    11 0-Oun-88 8.302L @@@ -0.,'L 0.108L -0.001L11' 10-Oun-88 8.302L 0.000L 0.000L 0.11L 0.000L

  • 7/25/2019 Ch 10 Simple OTC Options

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    11* 13-Oun-88 8.302L 0.000L 0.000L 0.122L 0.000L

    11, 1-Oun-88 8.111L @@@ -2.323L 0.12L -0.003L

    118 1'-Oun-88 8.1,'L 0.,8,L 0.,8L 0.138L 0.001L

    11 1*-Oun-88 8.302L 1.''0L 1.'38L 0.1*L 0.002L

    120 1,-Oun-88 8.238L @@@ -0.,,2L 0.1'*L -0.001L121 20-Oun-88 8.1L 3.0,,L 3.031L 0.1**L 0.00'L

    122 21-Oun-88 8.28L @@@ -0.,3L 0.1,*L -0.001L

    123 22-Oun-88 8.302L @@@ -1.'1'L 0.188L -0.003L

    12 23-Oun-88 8.238L @@@ -0.,,2L 0.200L -0.002L

    12' 2-Oun-88 8.301L 0.,*L 0.,**L 0.212L 0.002L

    12* 2,-Oun-88 8.302L 0.00*L 0.00*L 0.22*L 0.000L

    12, 28-Oun-88 8.28L 1.'2,L 1.'1'L 0.20L 0.00L

    128 2-Oun-88 8.28L 0.000L 0.000L 0.2'*L 0.000L

    12 30-Oun-88 8.28L 0.000L 0.000L 0.2,2L 0.000L

    130 01-Oul-88 8.302L @@@ -1.'1'L 0.28L -0.00L131 0-Oul-88 8.3*'L 0.,',L 0.,'L 0.308L 0.002L

    132 0'-Oul-88 8.28L 0.,*L 0.,*1L 0.32,L 0.003L

    133 0*-Oul-88 8.1L 0.,*L 0.,3L 0.38L 0.003L

    13 0,-Oul-88 8.'''L 0.,'2L 0.,L 0.3,1L 0.003L

    13' 08-Oul-88 8.*18L 0.,3'L 0.,32L 0.3L 0.003L

    13* 11-Oul-88 8.*82L 0.,1L 0.,38L 0.1L 0.003L

    13, 12-Oul-88 8.*82L 0.000L 0.000L 0.*L 0.000L

    138 13-Oul-88 8.'''L @@@ -1.,1L 0.,'L -0.00,L

    13 1-Oul-88 8.,'L 2.21*L 2.12L 0.'0'L 0.011L10 1'-Oul-88 8.,'L 0.000L 0.000L 0.'3,L 0.000L

    11 18-Oul-88 8.,'L 0.000L 0.000L 0.',2L 0.000L

    12 1-Oul-88 8.80L 0.,30L 0.,28L 0.*08L 0.00L

    13 20-Oul-88 8.80L 0.000L 0.000L 0.*,L 0.000L

    1 21-Oul-88 8.80L 0.000L 0.000L 0.*88L 0.000L

    1' 22-Oul-88 8.8,2L 0.,1L 0.,11L 0.,32L 0.00'L

    1* 2'-Oul-88 8.80L @@@ -0.,11L 0.,,L -0.00*L

    1, 2*-Oul-88 8.8,2L 0.,1L 0.,11L 0.828L 0.00*L

    18 2,-Oul-88 8.8,2L 0.000L 0.000L 0.881L 0.000L

    1 28-Oul-88 8.3'L 0.,20L 0.,1,L 0.38L 0.00,L

    1'0 2-Oul-88 8.3'L @@@ -0.00*L 0.,L 0.000L

    1'1 01-/ug-88 8.3'L 0.00*L 0.00*L 1.0*1L 0.000L

    1'2 02-/ug-88 8.3'L 0.000L 0.000L 1.12L 0.000L

    1'3 03-/ug-88 8.8,2L @@@ -0.,1,L 1.201L -0.00L

    1' 0-/ug-88 8.8,2L 0.000L 0.000L 1.2,,L 0.000L

    1'' 0'-/ug-88 8.3'L 0.,20L 0.,1,L 1.3'L 0.010L

    1'* 08-/ug-88 8.8L 0.,0L 0.,01L 1.*L 0.010L

    1', 0-/ug-88 .0*2L 0.,10L 0.,0,L 1.'38L 0.011L

    1'8 10-/ug-88 .0*2L 0.000L 0.000L 1.*3*L 0.000L1' 11-/ug-88 .2'2L 2.02L 2.0,1L 1.,1L 0.03*L

  • 7/25/2019 Ch 10 Simple OTC Options

    24/180

    1*0 12-/ug-88 .31'L 0.*8'L 0.*83L 1.8'2L 0.013L

    1*1 1'-/ug-88 .31*L 0.00'L 0.00'L 1.,0L 0.000L

    1*2 1*-/ug-88 .3,8L 0.*,'L 0.*,3L 2.0*L 0.01L

    1*3 1,-/ug-88 .31*L @@@ -0.*,3L 2.22L -0.01'L

    1* 18-/ug-88 .31*L 0.000L 0.000L 2.3,2L 0.000L1*' 1-/ug-88 .31*L 0.000L 0.000L 2.'23L 0.000L

    1** 22-/ug-88 .31*L 0.000L 0.000L 2.*8L 0.000L

    1*, 23-/ug-88 .31*L 0.000L 0.000L 2.8'*L 0.000L

    1*8 2-/ug-88 .18L @@@ -1.3,0L 3.038L -0.01L

    1* 2'-/ug-88 .3,8L 2.0*3L 2.02L 3.232L 0.0*,L

    1,0 2*-/ug-88 .2L 0.*,*L 0.*,3L 3.38L 0.023L

    1,1 2-/ug-88 .2L 0.000L 0.000L 3.*',L 0.000L

    1,2 30-/ug-88 .2'2L @@@ -2.03L 3.81L -0.0,8L

    1,3 31-/ug-88 .2'2L 0.000L 0.000L .13L 0.000L

    1, 01-#ep-88 .31*L 0.*0L 0.*88L .03L 0.030L1,' 02-#ep-88 .0*2L @@@ -2.,'L .*8'L -0.12,L

    1,* 0'-#ep-88 .0*2L 0.000L 0.000L .8L 0.000L

    1,, 0*-#ep-88 8.3'L @@@ -1.08L '.302L -0.0,L

    1,8 0,-#ep-88 8.8L 0.,0L 0.,01L '.*0L 0.00L

    1, 08-#ep-88 8.8L 0.000L 0.000L 1.31L *.000L 0.000L

    180 0-#ep-88 8.3'L @@@ -0.,01L 1.330L

    181 12-#ep-88 8.8,2L @@@ -0.,1,L 1.331L -0.0'2L

    182 13-#ep-88 8.8,2L 0.000L 0.000L 1.331L

    183 1-#ep-88 8.80L @@@ -0.,11L 1.332L18 1'-#ep-88 8.80L 0.000L 0.000L 1.332L

    18' 1*-#ep-88 8.8,2L 0.,1L 0.,11L 1.332L

    18* 1-#ep-88 8.8,2L 0.000L 0.000L 1.332L

    18, 20-#ep-88 8.3'L 0.,20L 0.,1,L 1.333L

    188 21-#ep-88 8.8,2L @@@ -0.,1,L 1.33'L

    18 22-#ep-88 8.80L @@@ -0.,11L 1.330L

    10 23-#ep-88 8.3'L 1.3L 1.2L 1.332L

    11 2*-#ep-88 8.8,2L @@@ -0.,1,L 1.33L

    12 2,-#ep-88 8.8L 1.2L 1.18L 1.33*L

    13 28-#ep-88 .0*2L 0.,10L 0.,0,L 1.33*L

    1 2-#ep-88 .0*2L 0.000L 0.000L 1.33L

    1' 30-#ep-88 8.8L @@@ -0.,0,L 1.333L

    1* 03-ct-88 8.3'L @@@ -0.,01L 1.328L

    1, 0-ct-88 8.8,2L @@@ -0.,1,L 1.32L

    18 0'-ct-88 8.3'L 0.,20L 0.,1,L 1.323L

    1 0*-ct-88 8.3'L 0.000L 0.000L 1.31*L

    200 0,-ct-88 8.3'L 0.000L 0.000L 1.31*L

    201 10-ct-88 8.80L @@@ -1.2L 1.321L

    202 11-ct-88 8.80L 0.000L 0.000L 1.31L203 12-ct-88 8.80L 0.000L 0.000L 1.318L

  • 7/25/2019 Ch 10 Simple OTC Options

    25/180

    20 13-ct-88 8.8,2L 0.,1L 0.,11L 1.311L

    20' 1-ct-88 8.8,2L 0.000L 0.000L 1.311L

    20* 1,-ct-88 8.8,2L 0.000L 0.000L 1.2'L

    20, 18-ct-88 8.80L @@@ -0.,11L 1.20L

    208 1-ct-88 8.80L 0.000L 0.000L 1.20L20 20-ct-88 8.8,2L 0.,1L 0.,11L 1.21L

    210 21-ct-88 8.8,2L 0.000L 0.000L 1.2,,L

    211 2-ct-88 8.3'L 0.,20L 0.,1,L 1.2,,L

    212 2'-ct-88 8.3'L 0.000L 0.000L 1.2,,L

    213 2*-ct-88 8.8,2L @@@ -0.,1,L 1.2,*L

    21 2,-ct-88 8.80L @@@ -0.,11L 1.2,,L

    21' 28-ct-88 8.80L 0.000L 0.000L 1.2,0L

    21* 31-ct-88 8.80L 0.000L 0.000L 1.2*L

    21, 01-Gov-88 8.,'L @@@ -0.,28L 1.2,0L

    218 02-Gov-88 8.,'L 0.000L 0.000L 1.2,0L21 03-Gov-88 8.80L 0.,30L 0.,28L 1.2,1L

    220 0-Gov-88 8.8,2L 0.,1L 0.,11L 1.2,2L

    221 0,-Gov-88 8.3'L 0.,20L 0.,1,L 1.2*L

    222 08-Gov-88 8.8L 0.,0L 0.,01L 1.2,0L

    223 0-Gov-88 .0*2L 0.,10L 0.,0,L 1.2*8L

    22 10-Gov-88 .12'L 0.*L 0.*1L 1.2*3L

    22' 11-Gov-88 .18L 0.,00L 0.*8L 1.2*3L

    22* 1-Gov-88 .12'L @@@ -0.*8L 1.2*L

    22, 1'-Gov-88 .12'L 0.000L 0.000L 1.2*L228 1*-Gov-88 .31*L 2.08L 2.0*,L 1.2,1L

    22 1,-Gov-88 .31*L 0.000L 0.000L 1.2,1L

    230 18-Gov-88 .31*L 0.000L 0.000L 1.2*L

    231 21-Gov-88 .31*L 0.000L 0.000L 1.2*8L

    232 22-Gov-88 .2L 1.3*0L 1.3'1L 1.2,1L

    233 23-Gov-88 .2L 0.000L 0.000L 1.2,1L

    23 2-Gov-88 .2L 0.000L 0.000L 1.2,1L

    23' 2'-Gov-88 .*32L 2.008L 1.88L 1.2**L

    23* 28-Gov-88 .*32L 0.000L 0.000L 1.2*L

    23, 2-Gov-88 .*32L 0.000L 0.000L 1.2*L

    238 30-Gov-88 .'0'L @@@ -1.32'L 1.2*8L

    23 01-$ec-88 .3,8L @@@ -1.32L 1.2,0L

    20 02-$ec-88 .'*L 2.032L 2.012L 1.2,8L

    21 0'-$ec-88 .*32L 0.*',L 0.*''L 1.2,8L

    22 0*-$ec-88 .'*L @@@ -0.*''L 1.2,,L

    23 0,-$ec-88 .2L @@@ -1.333L 1.281L

    2 08-$ec-88 .'0'L 0.***L 0.**L 1.281L

    2' 0-$ec-88 .'*L 0.*,2L 0.*,0L 1.282L

    2* 12-$ec-88 .*32L 0.*',L 0.*''L 1.2,,L2, 13-$ec-88 .*32L 0.000L 0.000L 1.2,,L

  • 7/25/2019 Ch 10 Simple OTC Options

    26/180

    28 1-$ec-88 .,'L 1.31*L 1.30,L 1.280L

    2 1'-$ec-88 .,'L 0.000L 0.000L 1.2,L

    2'0 1*-$ec-88 .823L 0.*''L 0.*'2L 1.2,3L

    2'1 1-$ec-88 .,'L @@@ -0.*'2L 1.2,'L

    2'2 20-$ec-88 .*32L @@@ -1.30,L 1.2,L2'3 21-$ec-88 .*32L 0.000L 0.000L 1.2,8L

    2' 22-$ec-88 .'*L @@@ -0.*''L 1.2,L

    2'' 23-$ec-88 .'*L 0.000L 0.000L 1.2,L

    2'* 2*-$ec-88 .'*L 0.000L 0.000L 1.2,3L

    2', 2,-$ec-88 .'*L 0.000L 0.000L 1.2,2L

    2'8 28-$ec-88 .*32L 0.*',L 0.*''L 1.2,3L

    2' 2-$ec-88 .**L 0.**3L 0.**1L 1.2,2L

    2*0 30-$ec-88 .**L 0.000L 0.000L 1.2,2L

    2*1 02-Oan-8 .**L 0.000L 0.000L 1.2,0L

    2*2 03-Oan-8 .,'L 0.*8L 0.**L 1.2,0L2*3 0-Oan-8 .88'L 1.2L 1.20L 1.1,3L

    2* 0'-Oan-8 .L 0.**L 0.*L 0.2L

    2*' 0*-Oan-8 .L 0.000L 0.000L 0.2L

    2** 0-Oan-8 .88'L @@@ -0.*L 0.L

    2*, 10-Oan-8 .88'L 0.000L 0.000L 0.L

    2*8 11-Oan-8 .88'L 0.000L 0.000L 0.3L

    2* 12-Oan-8 .88'L 0.000L 0.000L 0.3L

    2,0 13-Oan-8 .88'L 0.000L 0.000L 0.3,L

    2,1 1*-Oan-8 .823L @@@ -0.*38L 0.38L2,2 1,-Oan-8 .88'L 0.*0L 0.*38L 0.3L

    2,3 18-Oan-8 .88'L 0.000L 0.000L 0.3L

    2, 1-Oan-8 .,'L @@@ -1.20L 0.3,L

    2,' 20-Oan-8 .823L 0.*''L 0.*'2L 0.38L

    2,* 23-Oan-8 .823L 0.000L 0.000L 0.3*L

    2,, 2-Oan-8 .823L 0.000L 0.000L 0.83L

    2,8 2'-Oan-8 .,'L @@@ -0.*'2L 0.8*L

    2, 2*-Oan-8 .88'L 1.2L 1.20L 0.8*,L

    280 2,-Oan-8 .88'L 0.000L 0.000L 0.8*,L

    281 30-Oan-8 .823L @@@ -0.*38L 0.8*8L

    282 31-Oan-8 .823L 0.000L 0.000L 0.8*'L

    283 01-e&-8 .822L @@@ -0.00'L 0.8*'L

    28 02-e&-8 .823L 0.00'L 0.00'L 0.8'0L

    28' 03-e&-8 .88'L 0.*0L 0.*38L 0.8'1L

    28* 0*-e&-8 .L 0.**L 0.*L 0.8'2L

    28, 0,-e&-8 10.012L 0.*32L 0.*30L 0.8'0L

    288 08-e&-8 .L @@@ -0.*30L 0.8'0L

    28 0-e&-8 .2L @@@ -'.230L 0.33L

    20 10-e&-8 10.13L ,.3,,L ,.11,L 1.0,L21 13-e&-8 10.2**L 1.2'0L 1.22L 1.0,,L

  • 7/25/2019 Ch 10 Simple OTC Options

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    22 1-e&-8 10.2**L 0.000L 0.000L 1.0,*L

    23 1'-e&-8 10.32L 1.23'L 1.22,L 1.0,8L

    2 1*-e&-8 10.2**L @@@ -1.22,L 1.082L

    2' 1,-e&-8 10.330L 0.*22L 0.*20L 1.083L

    2* 20-e&-8 10.330L 0.000L 0.000L 1.0*,L2, 21-e&-8 10.330L 0.000L 0.000L 1.0**L

    28 22-e&-8 10.'1L 1.83'L 1.81L 1.0*L

    2 23-e&-8 10.'1L 0.000L 0.000L 1.0*,L

    300 2-e&-8 .88'L @@@ -*.213L 1.10L

    301 2,-e&-8 10.*3L @@@ 10.3L 1.3*L

    302 28-e&-8 10.83*L @@@ -1.1'8L 1.3L

    303 01-Mar-8 10.,,3L @@@ -0.'1L 1.33L

    30 02-Mar-8 10.83*L 0.'3L 0.'1L 1.33L

    30' 03-Mar-8 10.,,3L @@@ -0.'1L 1.3L

    30* 0*-Mar-8 10.,10L @@@ -0.'8'L 1.31L30, 0,-Mar-8 10.'83L @@@ -1.10L 1.3L

    308 08-Mar-8 10.**L 0.'L 0.'2L 1.3'L

    30 0-Mar-8 10.,10L 0.*00L 0.'8L 1.30L

    310 10-Mar-8 10.83*L 1.183L 1.1,*L 1.31L

    311 13-Mar-8 10.8L 0.'80L 0.',8L 1.31L

    312 1-Mar-8 10.8L 0.000L 0.000L 1.30L

    313 1'-Mar-8 10.8L 0.000L 0.000L 1.38L

    31 1*-Mar-8 10.8L 0.000L 0.000L 1.38L

    31' 1,-Mar-8 11.21,L 2.12L 2.8,0L 1.03L31* 20-Mar-8 11.33L 1.130L 1.12L 1.0'L

    31, 21-Mar-8 11.0*L 0.''L 0.''3L 1.00L

    318 22-Mar-8 11.280L @@@ -1.11,L 1.3'L

    31 23-Mar-8 11.21,L @@@ -0.''L 1.3*L

    320 2-Mar-8 11.21,L 0.000L 0.000L 1.3*L

    321 2,-Mar-8 11.21,L 0.000L 0.000L 1.3'L

    322 28-Mar-8 11.280L 0.'*0L 0.''L 1.3*L

    323 2-Mar-8 11.21,L @@@ -0.''L 1.3,L

    32 30-Mar-8 11.1'3L @@@ -0.',1L 1.3,L

    32' 31-Mar-8 11.1'3L 0.000L 0.000L 1.3*L

    32* 03-/pr-8 11.02*L @@@ -1.13L 1.38L

    32, 0-/pr-8 10.*3L @@@ -0.',2L 1.3L

    328 0'-/pr-8 10.83*L @@@ -1.1*3L 1.02L

    32 0*-/pr-8 10.8L 0.'80L 0.',8L 1.02L

    330 0,-/pr-8 10.8L 0.000L 0.000L 1.02L

    331 10-/pr-8 10.8L 0.000L 0.000L 1.02L

    332 11-/pr-8 10.8L 0.000L 0.000L 1.01L

    333 12-/pr-8 10.,,3L @@@ -1.1,0L 1.0L

    33 13-/pr-8 10.8L 1.1,*L 1.1,0L 1.0'L33' 1-/pr-8 10.,10L @@@ -1.,''L 1.12L

  • 7/25/2019 Ch 10 Simple OTC Options

    28/180

    33* 1,-/pr-8 10.,10L 0.000L 0.000L 1.11L

    33, 18-/pr-8 10.'*L @@@ -2.3'L 1.23L

    338 1-/pr-8 10.'*L 0.000L 0.000L 1.1'L

    33 20-/pr-8 10.'1L 0.*01L 0.'L 1.1'L

    30 21-/pr-8 10.'83L 0.*0,L 0.*0'L 1.1'L31 2-/pr-8 10.'1L @@@ -0.*0'L 1.1*L

    32 2'-/pr-8 10.'*L @@@ -0.'L 1.1'L

    33 2*-/pr-8 10.'*L @@@ -0.00'L 1.1'L

    3 2,-/pr-8 10.202L @@@ -2.'L 1.28L

    3' 28-/pr-8 10.13L @@@ -0.*23L 1.2L

    3* 01-May-8 10.13L 0.000L 0.000L 1.2L

    3, 02-May-8 10.32L 2.'00L 2.*L 1.3*L

    38 03-May-8 10.2**L @@@ -1.22,L 1.32L

    3 0-May-8 10.2**L 0.000L 0.000L 1.31L

    3'0 0'-May-8 10.0,*L @@@ -1.8*L 1.38L3'1 08-May-8 10.13L 0.*2L 0.*22L 1.30L

    3'2 0-May-8 10.13L 0.000L 0.000L 1.30L

    3'3 10-May-8 10.203L 0.*30L 0.*28L 1.30L

    3' 11-May-8 10.203L 0.000L 0.000L 1.1'L

    3'' 12-May-8 .,'L @@@ -.'0L 1.'3L

    3'* 1'-May-8 .**L @@@ -0.**L 1.'0L

    3', 1*-May-8 .,'L 0.*8L 0.**L 1.'0L

    3'8 1,-May-8 .**L @@@ -0.**L 1.'1L

    3' 18-May-8 .,'L 0.*8L 0.**L 1.'0L3*0 1-May-8 .,'L 0.000L 0.000L 1.L

    3*1 22-May-8 .'*L @@@ -1.*,L 1.',L

    3*2 23-May-8 .'*L 0.000L 0.000L 1.'*L

    3*3 2-May-8 .'*L 0.000L 0.000L 1.'*L

    3* 2'-May-8 .'*L 0.000L 0.000L 1.''L

    3*' 2*-May-8 .,'L 1.8,L 1.*,L 1.*2L

    3** 2-May-8 .,'L 0.000L 0.000L 1.*1L

    3*, 30-May-8 .'*L @@@ -1.*,L 1.*8L

    3*8 31-May-8 .'*L 0.000L 0.000L 1.*,L

    3* 01-Oun-8 .'*L 0.000L 0.000L 1.*3L

    3,0 02-Oun-8 .3,8L @@@ -2.00,L 1.,0L

    3,1 0'-Oun-8 .2'2L @@@ -1.3*1L 1.,0L

    3,2 0*-Oun-8 .2'2L 0.000L 0.000L 1.*L

    3,3 0,-Oun-8 .2'2L 0.000L 0.000L 1.*L

    3, 08-Oun-8 .0*2L @@@ -2.0,*L 1.,*L

    3,' 0-Oun-8 .0*2L 0.000L 0.000L 1.,'L

    3,* 12-Oun-8 8.8L @@@ -0.,02L 1.,'L

    3,, 13-Oun-8 .12'L 1.08L 1.3L 1.,8L

    3,8 1-Oun-8 .188L 0.*L 0.*2L 1.,L3, 1'-Oun-8 .188L 0.000L 0.000L 1.,L

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    380 1*-Oun-8 .3,8L 2.0*L 2.08L 1.82L

    381 1-Oun-8 .3,8L 0.000L 0.000L 1.82L

    382 20-Oun-8 .2L 0.*,*L 0.*,3L 1.83L

    383 21-Oun-8 .2L 0.000L 0.000L 1.82L

    38 22-Oun-8 .2L 0.000L 0.000L 1.82L38' 23-Oun-8 .3,8L @@@ -0.*,3L 1.83L

    38* 2*-Oun-8 .188L @@@ -2.08L 1.0L

    38, 2,-Oun-8 .12'L @@@ -0.*2L 1.1L

    388 28-Oun-8 .12'L 0.000L 0.000L 1.0L

    38 2-Oun-8 .12'L 0.000L 0.000L 1.0L

    30 30-Oun-8 .12'L 0.000L 0.000L 1.8L

    31 03-Oul-8 8.8L @@@ -1.3L 1.3L

    32 0-Oul-8 8.3'L @@@ -0.,0,L 1.3L

    33 0'-Oul-8 8.3'L 0.000L 0.000L 1.2L

    3 0*-Oul-8 8.8,2L @@@ -0.,12L 1.3L3' 0,-Oul-8 8.808L @@@ -0.,1,L 1.L

    3* 10-Oul-8 8.,'L @@@ -0.,22L 1.L

    3, 11-Oul-8 8.,'L 0.000L 0.000L 1.L

    38 12-Oul-8 8.'''L @@@ -2.18L 1.'02L

    3 13-Oul-8 8.*18L 0.,1L 0.,38L 1.'02L

    00 1-Oul-8 8.1L @@@ -1.82L 1.'0'L

    01 1,-Oul-8 8.*81L 2.23L 2.21L 1.'1L

    02 18-Oul-8 8.,'L 0.,30L 0.,2,L 1.'1L

    03 1-Oul-8 8.,'L 0.000L 0.000L 1.'13L0 20-Oul-8 8.'''L @@@ -2.18L 1.'20L

    0' 21-Oul-8 8.*18L 0.,1L 0.,38L 1.'21L

    0* 2-Oul-8 8.*18L 0.000L 0.000L 1.'21L

    0, 2'-Oul-8 8.*81L 0.,3'L 0.,33L 1.'13L

    08 2*-Oul-8 8.*18L @@@ -0.,33L 1.'1L

    0 2,-Oul-8 8.1L @@@ -1.82L 1.'18L

    10 28-Oul-8 8.1L 0.000L 0.000L 1.'18L

    11 31-Oul-8 8.301L @@@ -2.2*L 1.'23L

    12 01-/ug-8 8.1,L @@@ -1.'38L 1.'2,L

    13 02-/ug-8 8.1,L 0.000L 0.000L 1.'2,L

    1 03-/ug-8 8.301L 1.''0L 1.'38L 1.'2L

    1' 0-/ug-8 8.'''L 3.0'3L 3.008L 1.'2L

    1* 0,-/ug-8 8.*18L 0.,1L 0.,38L 1.'3L

    1, 08-/ug-8 8.*18L 0.000L 0.000L 1.'0L

    18 0-/ug-8 8.*18L 0.000L 0.000L 1.'3,L

    1 10-/ug-8 8.*18L 0.000L 0.000L 1.'2L

    20 11-/ug-8 8.'''L @@@ -0.,38L 1.'2L

    21 1-/ug-8 8.,'L 2.222L 2.18L 1.'38L

    22 1'-/ug-8 8.3'L 2.1,L 2.1'1L 1.'L23 1*-/ug-8 8.808L @@@ -1.2L 1.'*L

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    2 1,-/ug-8 8.8,2L 0.,1L 0.,1,L 1.'*L

    2' 18-/ug-8 8.8,2L 0.000L 0.000L 1.''L

    2* 21-/ug-8 8.8,2L 0.000L 0.000L 1.''L

    2, 22-/ug-8 8.3'L 0.,1L 0.,12L 1.'3L

    28 23-/ug-8 .0*2L 1.18L 1.08L 1.',L2 2-/ug-8 8.3'L @@@ -1.08L 1.''0L

    30 2'-/ug-8 8.3'L 0.000L 0.000L 1.'L

    31 28-/ug-8 8.3'L 0.000L 0.000L 1.'*L

    32 2-/ug-8 8.8L 0.,0L 0.,0,L 1.',L

    33 30-/ug-8 8.8L 0.000L 0.000L 1.'*L

    3 31-/ug-8 8.8L 0.000L 0.000L 1.'*L

    3' 01-#ep-8 8.8L 0.000L 0.000L 1.'*L

    3* 0-#ep-8 8.3'L @@@ -0.,0,L 1.',L

    3, 0'-#ep-8 8.8L 0.,0L 0.,0,L 1.',L

    38 0*-#ep-8 8.8L 0.000L 0.000L 1.'*L3 0,-#ep-8 8.8L 0.000L 0.000L 1.'*L

    0 08-#ep-8 8.8L 0.000L 0.000L 1.'*L

    1 11-#ep-8 8.8L 0.000L 0.000L 1.''L

    2 12-#ep-8 8.3'L @@@ -0.,0,L 1.'3L

    3 13-#ep-8 8.3'L 0.000L 0.000L 1.'2L

    1-#ep-8 8.8,2L @@@ -0.,12L 1.'3L

    ' 1'-#ep-8 8.8,2L 0.000L 0.000L 1.'2L

    * 18-#ep-8 8.8,2L 0.000L 0.000L 1.'2L

    , 1-#ep-8 8.8,2L 0.000L 0.000L 1.'2L8 20-#ep-8 8.8,2L 0.000L 0.000L 1.'2L

    21-#ep-8 8.3'L 0.,1L 0.,12L 1.'3L

    '0 22-#ep-8 8.3'L 0.000L 0.000L 1.'3L

    '1 2'-#ep-8 8.8L 0.,0L 0.,0,L 1.'3L

    '2 2*-#ep-8 .0*2L 0.,0L 0.,02L 1.'L

    '3 2,-#ep-8 .0*2L 0.000L 0.000L 1.'1L

    ' 28-#ep-8 .0*2L 0.000L 0.000L 1.'0L

    '' 2-#ep-8 .12'L 0.*L 0.*,L 1.'1L

    '* 02-ct-8 .188L 0.*L 0.*2L 1.'2L

    ', 03-ct-8 .12'L @@@ -0.*2L 1.'2L

    '8 0-ct-8 .0*2L @@@ -0.*,L 1.'0L

    ' 0'-ct-8 .0*2L 0.000L 0.000L 1.'0L

    *0 0*-ct-8 8.808L @@@ -2.83,L 1.''3L

    *1 0-ct-8 8.*81L @@@ -1.L 1.''*L

    *2 10-ct-8 8.*81L 0.000L 0.000L 1.''*L

    *3 11-ct-8 8.*81L 0.000L 0.000L 1.''*L

    * 12-ct-8 8.*18L @@@ -0.,33L 1.''*L

    *' 13-ct-8 8.*18L 0.000L 0.000L 1.'''L

    ** 1*-ct-8 8.28L @@@ -2.231L 1.'*3L*, 1,-ct-8 8.1L 0.,'2L 0.,L 1.'*3L

  • 7/25/2019 Ch 10 Simple OTC Options

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    *8 18-ct-8 8.1L 0.000L 0.000L 1.'1,L

    * 1-ct-8 8.'''L 0.,*L 0.,3L 1.12L

    ,0 20-ct-8 8.'''L 0.000L 0.000L 1.0L

    ,1 23-ct-8 8.'''L 0.000L 0.000L 1.0L

    ,2 2-ct-8 8.*18L 0.,1L 0.,38L 1.0,L,3 2'-ct-8 8.28L @@@ -2.231L 1.13L

    , 2*-ct-8 8.28L 0.000L 0.000L 1.12L

    ,' 2,-ct-8 8.28L 0.000L 0.000L 1.12L

    ,* 30-ct-8 8.28L 0.000L 0.000L 1.12L

    ,, 31-ct-8 8.1L 0.,'2L 0.,L 1.0*L

    ,8 01-Gov-8 8.1L 0.000L 0.000L 1.0*L

    , 02-Gov-8 8.1L 0.000L 0.000L 1.33L

    80 03-Gov-8 8.1L 0.000L 0.000L 1.08L

    81 0*-Gov-8 8.'''L 0.,*L 0.,3L 1.0,L

    82 0,-Gov-8 8.'''L 0.000L 0.000L 1.0,L83 08-Gov-8 8.3*'L @@@ -2.2,L 1.0',L

    8 0-Gov-8 8.3*'L 0.000L 0.000L 1.0',L

    8' 10-Gov-8 8.28L 0.,'8L 0.,''L 1.0'8L

    8* 13-Gov-8 8.28L 0.000L 0.000L 1.0''L

    8, 1-Gov-8 8.3*'L @@@ -0.,''L 1.0''L

    88 1'-Gov-8 8.301L @@@ -0.,*0L 1.0''L

    8 1*-Gov-8 8.238L @@@ -0.,**L 1.0'1L

    0 1,-Gov-8 8.301L 0.,*L 0.,**L 1.0'2L

    1 20-Gov-8 8.301L 0.000L 0.000L 1.0'2L2 21-Gov-8 8.3*'L 0.,*3L 0.,*0L 1.0'L

    3 22-Gov-8 8.301L @@@ -0.,*0L 1.0''L

    23-Gov-8 8.1,L @@@ -1.'38L 1.03L

    ' 2-Gov-8 8.111L @@@ -0.,,8L 1.031L

    * 2,-Gov-8 8.111L 0.000L 0.000L 1.02L

    , 28-Gov-8 8.238L 1.'*2L 1.''0L 1.03'L

    8 2-Gov-8 8.301L 0.,*L 0.,**L 1.03,L

    30-Gov-8 8.301L 0.000L 0.000L 1.03,L

    '00 01-$ec-8 8.238L @@@ -0.,**L 1.038L

    '01 0-$ec-8 8.1,L @@@ -0.,,2L 1.038L

    '02 0'-$ec-8 8.1,L 0.000L 0.000L 1.03,L

    '03 0*-$ec-8 8.1,L 0.000L 0.000L 1.03,L

    '0 0,-$ec-8 8.238L 0.,,'L 0.,,2L 1.03L

    '0' 08-$ec-8 8.238L 0.000L 0.000L 1.03,L

    '0* 11-$ec-8 8.238L 0.000L 0.000L 1.03*L

    '0, 12-$ec-8 8.238L 0.000L 0.000L 1.03L

    '08 13-$ec-8 8.3*'L 1.'38L 1.'2,L 1.00L

    '0 1-$ec-8 8.301L @@@ -0.,*0L 1.01L

    '10 1'-$ec-8 8.301L 0.000L 0.000L 1.01L'11 18-$ec-8 8.301L 0.000L 0.000L 1.01L

  • 7/25/2019 Ch 10 Simple OTC Options

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    '12 1-$ec-8 8.301L 0.000L 0.000L 1.038L

    '13 20-$ec-8 8.301L 0.000L 0.000L 1.03L

    '1 21-$ec-8 8.1,L @@@ -1.'38L 1.032L

    '1' 22-$ec-8 8.1,L 0.000L 0.000L 1.032L

    '1* 2'-$ec-8 8.1,L 0.000L 0.000L 1.018L'1, 2*-$ec-8 8.1,L 0.000L 0.000L 1.018L

    '18 2,-$ec-8 8.301L 1.''0L 1.'38L 1.02'L

    '1 28-$ec-8 8.301L 0.000L 0.000L 1.023L

    '20 2-$ec-8 8.301L 0.000L 0.000L 1.023L

    '21 01-Oan-0 8.301L 0.000L 0.000L 1.022L

    '22 02-Oan-0 8.301L 0.000L 0.000L 1.022L

    '23 03-Oan-0 8.301L 0.000L 0.000L 1.00,L

    '2 0-Oan-0 8.28L 1.'2,L 1.'1'L 1.01L

    '2' 0'-Oan-0 8.3*'L @@@ -0.,''L 1.01'L

    '2* 08-Oan-0 8.28L 0.,'8L 0.,''L 0.8L'2, 0-Oan-0 8.28L 0.000L 0.000L 0.'L

    '28 10-Oan-0 8.3*'L @@@ -0.,''L 0.*L

    '2 11-Oan-0 8.3*'L 0.000L 0.000L 0.8,L

    '30 12-Oan-0 8.3*'L 0.000L 0.000L 0.8*L

    '31 1'-Oan-0 8.3*'L 0.000L 0.000L 0.8*L

    '32 1*-Oan-0 8.1L 1.'1'L 1.'0L 0.2L

    '33 1,-Oan-0 8.'''L 0.,*L 0.,3L 0.L

    '3 18-Oan-0 8.*81L 1.81L 1.,1L 0.8L

    '3' 1-Oan-0 8.*81L 0.000L 0.000L 0.,L'3* 22-Oan-0 8.*18L @@@ -0.,33L 0.,L

    '3, 23-Oan-0 8.*18L 0.000L 0.000L 0.*L

    '38 2-Oan-0 8.,'L 1.,1L 1.*0L 0.'1L

    '3 2'-Oan-0 8.*81L @@@ -0.,2,L 0.'2L

    '0 2*-Oan-0 8.*81L 0.000L 0.000L 0.2L

    '1 2-Oan-0 8.*81L 0.000L 0.000L 0.2L

    '2 30-Oan-0 8.*81L 0.000L 0.000L 0.2L

    '3 31-Oan-0 8.,'L 0.,30L 0.,2,L 0.L

    ' 01-e&-0 8.*81L @@@ -0.,2,L 0.33L

    '' 02-e&-0 8.*81L 0.000L 0.000L 0.33L

    '* 0'-e&-0 8.,'L 0.,30L 0.,2,L 0.23L

    ', 0*-e&-0 8.,'L 0.000L 0.000L 0.23L

    '8 0,-e&-0 8.808L 0.,2'L 0.,22L 0.2'L

    ' 08-e&-0 8.80L 0.3*0L 0.3*0L 0.1L

    ''0 0-e&-0 8.,'L @@@ -1.082L 0.12L

    ''1 12-e&-0 8.*18L @@@ -1.*0L 0.18L

    ''2 13-e&-0 8.*81L 0.,3'L 0.,33L 0.20L

    ''3 1-e&-0 8.*18L @@@ -0.,33L 0.0L

    '' 1'-e&-0 8.*18L 0.000L 0.000L 0.0L''' 1*-e&-0 8.*81L 0.,3'L 0.,33L 0.0L

  • 7/25/2019 Ch 10 Simple OTC Options

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    ''* 1-e&-0 8.*81L 0.000L 0.000L 0.03L

    '', 20-e&-0 8.,'L 0.,30L 0.,2,L 0.03L

    ''8 21-e&-0 8.,'L 0.000L 0.000L 0.03L

    '' 22-e&-0 8.808L 0.,2'L 0.,22L 0.81L

    '*0 23-e&-0 8.,'L @@@ -0.,22L 0.83L'*1 2*-e&-0 8.,'L 0.000L 0.000L 0.81L

    '*2 2,-e&-0 8.,'L 0.000L 0.000L 0.81L

    '*3 28-e&-0 8.,'L 0.000L 0.000L 0.81L

    '* 01-Mar-0 8.,'L 0.000L 0.000L 0.80L

    '*' 02-Mar-0 8.808L 0.,2'L 0.,22L 0.8,L

    '** 0'-Mar-0 8.808L 0.000L 0.000L 0.8,,L

    '*, 0*-Mar-0 8.8,2L 0.,1L 0.,1,L 0.8,L

    '*8 0,-Mar-0 8.8,2L 0.000L 0.000L 0.8,L

    '* 08-Mar-0 8.8,2L 0.000L 0.000L 0.8,L

    ',0 0-Mar-0 8.8,2L 0.000L 0.000L 0.8,3L',1 12-Mar-0 .0*2L 2.13L 2.120L 0.88*L

    ',2 13-Mar-0 .0*2L 0.000L 0.000L 0.88*L

    ',3 1-Mar-0 .188L 1.3L 1.38L 0.80L

    ', 1'-Mar-0 .12'L @@@ -0.*2L 0.80L

    ',' 1*-Mar-0 .0*2L @@@ -0.*,L 0.80L

    ',* 1-Mar-0 .0*2L 0.000L 0.000L 0.80L

    ',, 20-Mar-0 .0*2L 0.000L 0.000L 0.8,'L

    ',8 21-Mar-0 .0*2L 0.000L 0.000L 0.8,3L

    ', 22-Mar-0 8.8L @@@ -0.,02L 0.8*8L'80 23-Mar-0 8.8L 0.000L 0.000L 0.8'2L

    '81 2*-Mar-0 8.8L 0.000L 0.000L 0.8'0L

    '82 2,-Mar-0 8.8L 0.000L 0.000L 0.8'0L

    '83 28-Mar-0 8.8L 0.000L 0.000L 0.83L

    '8 2-Mar-0 8.8L 0.000L 0.000L 0.832L

    '8' 30-Mar-0 8.8L 0.000L 0.000L 0.832L

    '8* 02-/pr-0 .0*2L 0.,0L 0.,02L 0.832L

    '8, 03-/pr-0 .0*2L 0.000L 0.000L 0.830L

    '88 0-/pr-0 .0*2L 0.000L 0.000L 0.822L

    '8 0'-/pr-0 .0*2L 0.000L 0.000L 0.822L

    '0 0*-/pr-0 8.3'L @@@ -1.08L 0.812L

    '1 0-/pr-0 8.3'L 0.000L 0.000L 0.803L

    '2 10-/pr-0 8.3'L 0.000L 0.000L 0.803L

    '3 11-/pr-0 8.3'L 0.000L 0.000L 0.,'L

    ' 12-/pr-0 8.3'L 0.000L 0.000L 0.,*2L

    '' 13-/pr-0 8.3'L 0.000L 0.000L 0.,*0L

    '* 1*-/pr-0 8.3'L 0.000L 0.000L 0.,*0L

    ', 1,-/pr-0 8.3'L 0.000L 0.000L 0.,*0L

    '8 18-/pr-0 8.8L 0.,0L 0.,0,L 0.,*2L' 1-/pr-0 .12'L 1.08L 1.3L 0.,*,L

  • 7/25/2019 Ch 10 Simple OTC Options

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    *00 20-/pr-0 .12'L 0.000L 0.000L 0.,L

    *01 23-/pr-0 .188L 0.*L 0.*2L 0.,33L

    *02 2-/pr-0 .188L 0.000L 0.000L 0.,2'L

    *03 2'-/pr-0 .31'L 1.3,L 1.3,0L 0.,30L

    *0 2*-/pr-0 .3,8L 0.*80L 0.*,8L 0.,32L*0' 2,-/pr-0 .3,8L 0.000L 0.000L 0.,32L

    *0* 30-/pr-0 .31'L @@@ -0.*,8L 0.,32L

    *0, 01-May-0 .31'L 0.000L 0.000L 0.,2'L

    *08 02-May-0 .2L 1.3*1L 1.3'1L 0.,2L

    *0 03-May-0 .2L 0.000L 0.000L 0.,2L

    *10 0-May-0 .1',L @@@ -3.0**L 0.,'L

    *11 0,-May-0 .1',L 0.000L 0.000L 0.,',L

    *12 08-May-0 .12'L @@@ -0.3,L 0.,',L

    *13 0-May-0 .0*2L @@@ -0.*,L 0.,'L

    *1 10-May-0 .0*2L 0.000L 0.000L 0.,'L*1' 11-May-0 8.808L @@@ -2.83,L 0.,8*L

    *1* 1-May-0 8.808L 0.000L 0.000L 0.,8L

    *1, 1'-May-0 8.808L 0.000L 0.000L 0.,8L

    *18 1*-May-0 8.8,2L 0.,1L 0.,1,L 0.,8*L

    *1 1,-May-0 8.8,2L 0.000L 0.000L 0.,8*L

    *20 18-May-0 8.8,2L 0.000L 0.000L 0.,8*L

    *21 21-May-0 8.8,2L 0.000L 0.000L 0.,8L

    *22 22-May-0 8.808L @@@ -0.,1,L 0.,8*L

    *23 23-May-0 8.808L 0.000L 0.000L 0.,8L*2 2-May-0 8.,'L @@@ -0.,22L 0.,8*L

    *2' 2'-May-0 8.808L 0.,2'L 0.,22L 0.,88L

    *2* 28-May-0 8.808L 0.000L 0.000L 0.,88L

    *2, 2-May-0 8.808L 0.000L 0.000L 0.,88L

    *28 30-May-0 8.808L 0.000L 0.000L 0.,8*L

    *2 31-May-0 8.808L 0.000L 0.000L 0.,8*L

    *30 01-Oun-0 8.*81L @@@ -1.L 0.,2L

    *31 0-Oun-0 8.'''L @@@ -1.,1L 0.,,L

    *32 0'-Oun-0 8.'''L 0.000L 0.000L 0.,,L

    *33 0*-Oun-0 8.*81L 1.81L 1.,1L 0.80'L

    *3 0,-Oun-0 8.*18L @@@ -0.,33L 0.80'L

    *3' 08-Oun-0 8.*18L 0.000L 0.000L 0.803L

    *3* 11-Oun-0 8.*18L 0.000L 0.000L 0.802L

    *3, 12-Oun-0 8.*18L 0.000L 0.000L 0.800L

    *38 13-Oun-0 8.*18L 0.000L 0.000L 0.800L

    *3 1-Oun-0 8.'''L @@@ -0.,38L 0.,,L

    *0 1'-Oun-0 8.1L @@@ -0.,3L 0.,*L

    *1 18-Oun-0 8.*18L 1.3L 1.82L 0.,,,L

    *2 1-Oun-0 8.*81L 0.,3'L 0.,33L 0.,,L*3 20-Oun-0 8.*81L 0.000L 0.000L 0.,,,L

  • 7/25/2019 Ch 10 Simple OTC Options

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    * 21-Oun-0 8.*81L 0.000L 0.000L 0.,,,L

    *' 22-Oun-0 8.*18L @@@ -0.,33L 0.,*1L

    ** 2'-Oun-0 8.*18L 0.000L 0.000L 0.,'L

    *, 2*-Oun-0 8.*81L 0.,3'L 0.,33L 0.,*1L

    *8 2,-Oun-0 8.*81L 0.000L 0.000L 0.,'L* 28-Oun-0 8.*18L @@@ -0.,33L 0.,*1L

    *'0 2-Oun-0 8.1L @@@ -1.82L 0.,*L

    *'1 02-Oul-0 8.1L 0.000L 0.000L 0.,*,L

    *'2 03-Oul-0 8.1L 0.000L 0.000L 0.,L

    *'3 0-Oul-0 8.1L 0.000L 0.000L 0.,L

    *' 0'-Oul-0 8.1L 0.000L 0.000L 0.,L

    *'' 0*-Oul-0 8.1L 0.000L 0.000L 0.,L

    *'* 0-Oul-0 8.*18L 1.3L 1.82L 0.,''L

    *', 10-Oul-0 8.*18L 0.000L 0.000L 0.,''L

    *'8 11-Oul-0 8.*18L 0.000L 0.000L 0.,''L*' 12-Oul-0 8.'''L @@@ -0.,38L 0.,',L

    **0 13-Oul-0 8.28L @@@ -1.3L 0.,*3L

    **1 1*-Oul-0 8.3*'L @@@ -0.,''L 0.,*'L

    **2 1,-Oul-0 8.3*'L 0.000L 0.000L 0.,,L

    **3 18-Oul-0 8.3*'L 0.000L 0.000L 0.,,L

    ** 1-Oul-0 8.3*'L 0.000L 0.000L 0.,'L

    **' 20-Oul-0 8.3*'L 0.000L 0.000L 0.,'L

    *** 23-Oul-0 8.301L @@@ -0.,*0L 0.,'L

    **, 2-Oul-0 8.301L 0.000L 0.000L 0.,3L**8 2'-Oul-0 8.301L 0.000L 0.000L 0.,0L

    ** 2*-Oul-0 8.301L 0.000L 0.000L 0.,38L

    *,0 2,-Oul-0 8.238L @@@ -0.,**L 0.,0L

    *,1 30-Oul-0 8.111L @@@ -1.''0L 0.,,L

    *,2 31-Oul-0 8.08L @@@ -0.,8L 0.,,L

    *,3 01-/ug-0 8.08L 0.000L 0.000L 0.,38L

    *, 02-/ug-0 8.111L 0.,8,L 0.,8L 0.,38L

    *,' 03-/ug-0 8.111L 0.000L 0.000L 0.,38L

    *,* 0*-/ug-0 8.1,L 0.,81L 0.,,8L 0.,31L

    *,, 0,-/ug-0 8.111L @@@ -0.,,8L 0.,31L

    *,8 08-/ug-0 8.238L 1.'*2L 1.''0L 0.,1L

    *, 0-/ug-0 8.238L 0.000L 0.000L 0.,3L

    *80 10-/ug-0 8.111L @@@ -1.''0L 0.,'L

    *81 13-/ug-0 8.1,L 0.,81L 0.,,8L 0.,8L

    *82 1-/ug-0 8.1,L 0.000L 0.000L 0.,8L

    *83 1'-/ug-0 8.111L @@@ -0.,,8L 0.,8L

    *8 1*-/ug-0 8.1,L 0.,81L 0.,,8L 0.,'0L

    *8' 1,-/ug-0 8.301L 1.''0L 1.'38L 0.,'L

    *8* 20-/ug-0 8.301L 0.000L 0.000L 0.,'L*8, 21-/ug-0 8.3*'L 0.,*3L 0.,*0L 0.,'2L

  • 7/25/2019 Ch 10 Simple OTC Options

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    *88 22-/ug-0 8.1L 1.'1'L 1.'0L 0.,'8L

    *8 23-/ug-0 8.*18L 1.3L 1.82L 0.,**L

    *0 2-/ug-0 8.*81L 0.,3'L 0.,33L 0.,*8L

    *1 2,-/ug-0 8.*81L 0.000L 0.000L 0.,*8L

    *2 28-/ug-0 8.3*'L @@@ -3.,18L 0.81*L*3 2-/ug-0 8.28L 0.,'8L 0.,''L 0.810L

    * 30-/ug-0 8.3*'L @@@ -0.,''L 0.812L

    *' 31-/ug-0 8.301L @@@ -0.,*0L 0.81L

    ** 03-#ep-0 8.301L 0.000L 0.000L 0.81L

    *, 0-#ep-0 8.301L 0.000L 0.000L 0.80*L

    *8 0'-#ep-0 8.238L @@@ -0.,**L 0.808L

    * 0*-#ep-0 8.238L 0.000L 0.000L 0.808L

    ,00 0,-#ep-0 8.301L 0.,*L 0.,**L 0.810L

    ,01 10-#ep-0 8.238L @@@ -0.,**L 0.812L

    ,02 11-#ep-0 8.301L 0.,*L 0.,**L 0.81L,03 12-#ep-0 8.301L 0.000L 0.000L 0.80*L

    ,0 13-#ep-0 8.301L 0.000L 0.000L 0.80L

    ,0' 1-#ep-0 8.301L 0.000L 0.000L 0.802L

    ,0* 1,-#ep-0 8.301L 0.000L 0.000L 0.802L

    ,0, 18-#ep-0 8.301L 0.000L 0.000L 0.800L

    ,08 1-#ep-0 8.3*'L 0.,*3L 0.,*0L 0.802L

    ,0 20-#ep-0 8.3*'L 0.000L 0.000L 0.802L

    ,10 21-#ep-0 8.1L 1.'1'L 1.'0L 0.810L

    ,11 2-#ep-0 8.'''L 0.,*L 0.,3L 0.80L,12 2'-#ep-0 8.*18L 0.,1L 0.,38L 0.80L

    ,13 2*-#ep-0 8.*18L 0.000L 0.000L 0.,*L

    ,1 2,-#ep-0 8.'''L @@@ -0.,38L 0.,8L

    ,1' 28-#ep-0 8.1L @@@ -0.,3L 0.,8L

    ,1* 01-ct-0 8.301L @@@ -2.2*L 0.81'L

    ,1, 02-ct-0 8.238L @@@ -0.,**L 0.80L

    ,18 03-ct-0 8.238L 0.000L 0.000L 0.808L

    ,1 0-ct-0 8.238L 0.000L 0.000L 0.808L

    ,20 0'-ct-0 8.301L 0.,*L 0.,**L 0.810L

    ,21 08-ct-0 8.238L @@@ -0.,**L 0.812L

    ,22 0-ct-0 8.238L 0.000L 0.000L 0.810L

    ,23 10-ct-0 8.28L 2.308L 2.281L 0.82,L

    ,2 11-ct-0 8.3*'L @@@ -0.,''L 0.828L

    ,2' 12-ct-0 8.301L @@@ -0.,*0L 0.828L

    ,2* 1'-ct-0 8.301L 0.000L 0.000L 0.828L

    ,2, 1*-ct-0 8.301L 0.000L 0.000L 0.82*L

    ,28 1,-ct-0 8.301L 0.000L 0.000L 0.82*L

    ,2 18-ct-0 8.301L 0.000L 0.000L 0.822L

    ,30 1-ct-0 8.301L 0.000L 0.000L 0.81'L,31 22-ct-0 8.238L @@@ -0.,**L 0.81'L

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    ,32 23-ct-0 8.238L 0.000L 0.000L 0.813L

    ,33 2-ct-0 8.238L 0.000L 0.000L 0.813L

    ,3 2'-ct-0 8.1,L @@@ -0.,,2L 0.813L

    ,3' 2*-ct-0 8.111L @@@ -0.,,8L 0.81'L

    ,3* 2-ct-0 8.111L 0.000L 0.000L 0.813L,3, 30-ct-0 8.111L 0.000L 0.000L 0.813L

    ,38 31-ct-0 8.1,L 0.,81L 0.,,8L 0.81L

    ,3 01-Gov-0 8.1,L 0.000L 0.000L 0.812L

    ,0 02-Gov-0 8.111L @@@ -0.,,8L 0.81L

    ,1 0'-Gov-0 8.111L 0.000L 0.000L 0.81L

    ,2 0*-Gov-0 8.111L 0.000L 0.000L 0.81L

    ,3 0,-Gov-0 8.111L 0.000L 0.000L 0.81L

    , 08-Gov-0 8.111L 0.000L 0.000L 0.812L

    ,' 0-Gov-0 8.1,L 0.,81L 0.,,8L 0.81L

    ,* 12-Gov-0 8.111L @@@ -0.,,8L 0.81L,, 13-Gov-0 8.08L @@@ -0.,8L 0.81*L

    ,8 1-Gov-0 8.08L 0.000L 0.000L 0.81*L

    , 1'-Gov-0 8.08L 0.000L 0.000L 0.81*L

    ,'0 1*-Gov-0 8.08L 0.000L 0.000L 0.,L

    ,'1 1-Gov-0 ,.8L @@@ -0.,1L 0.801L

    ,'2 20-Gov-0 8.08L 0.,L 0.,1L 0.,*L

    ,'3 21-Gov-0 ,.8L @@@ -0.,1L 0.,*L

    ,' 22-Gov-0 ,.8L 0.000L 0.000L 0.,'L

    ,'' 23-Gov-0 ,.8L 0.000L 0.000L 0.,'L,'* 2*-Gov-0 ,.8L 0.000L 0.000L 0.,'L

    ,', 2,-Gov-0 8.08L 0.,L 0.,1L 0.,8L

    ,'8 28-Gov-0 8.111L 0.,8,L 0.,8L 0.,L

    ,' 2-Gov-0 8.238L 1.'*2L 1.''0L 0.808L

    ,*0 30-Gov-0 8.1,L @@@ -0.,,2L 0.80L

    ,*1 03-$ec-0 ,.8L @@@ -2.3'3L 0.82,L

    ,*2 0-$ec-0 ,.8L 0.000L 0.000L 0.82,L

    ,*3 0'-$ec-0 ,.21L @@@ -0.,,L 0.82L

    ,* 0*-$ec-0 ,.8'8L @@@ -0.803L 0.831L

    ,*' 0,-$ec-0 ,.8'8L 0.000L 0.000L 0.82L

    ,** 10-$ec-0 ,.8'8L 0.000L 0.000L 0.82L

    ,*, 11-$ec-0 ,.*0L @@@ -3.2,L 0.8*1L

    ,*8 12-$ec-0 ,.*0L 0.000L 0.000L 0.8*1L

    ,* 13-$ec-0 ,.*0L 0.000L 0.000L 0.8'*L

    ,,0 1-$ec-0 ,.**8L 0.833L 0.830L 0.8'L

    ,,1 1,-$ec-0 ,.,31L 0.82*L 0.823L 0.8*1L

    ,,2 18-$ec-0 ,.,31L 0.000L 0.000L 0.8*1L

    ,,3 1-$ec-0 ,.'1L @@@ -2.0L 0.8,L

    ,, 20-$ec-0 ,.**8L 1.*81L 1.**,L 0.88L,,' 21-$ec-0 ,.**8L 0.000L 0.000L 0.88L

  • 7/25/2019 Ch 10 Simple OTC Options

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    ,,* 2-$ec-0 ,.**8L 0.000L 0.000L 0.88L

    ,,, 2'-$ec-0 ,.**8L 0.000L 0.000L 0.88,L

    ,,8 2*-$ec-0 ,.**8L 0.000L 0.000L 0.880L

    ,, 2,-$ec-0 ,.,31L 0.82*L 0.823L 0.883L

    ,80 28-$ec-0 ,.*0L @@@ -1.*'3L 0.88L,81 31-$ec-0 ,.*0L 0.000L 0.000L 0.88L

    ,82 01-Oan-1 ,.*0L 0.000L 0.000L 0.882L

    ,83 02-Oan-1 ,.'1L @@@ -0.83,L 0.881L

    ,8 03-Oan-1 ,.1L @@@ -1.*'L 0.88L

    ,8' 0-Oan-1 ,.,,L 0.8''L 0.8'1L 0.81L

    ,8* 0,-Oan-1 ,.*0L 1.*'L 1.*81L 0.01L

    ,8, 08-Oan-1 ,.**8L 0.833L 0.830L 0.8,L

    ,88 0-Oan-1 ,.1L @@@ -3.3*2L 0.28L

    ,8 10-Oan-1 ,.,,L 0.8''L 0.8'1L 0.0'L

    ,0 11-Oan-1 ,.,,L 0.000L 0.000L 0.0'L,1 1-Oan-1 ,.**8L 2.'2L 2.'11L 0.2,L

    ,2 1'-Oan-1 ,.**8L 0.000L 0.000L 0.2*L

    ,3 1*-Oan-1 ,.**8L 0.000L 0.000L 0.2*L

    , 1,-Oan-1 ,.,,L @@@ -2.'11L 0.21L

    ,' 18-Oan-1 ,.'1L 0.8,L 0.8L 0.23L

    ,* 21-Oan-1 ,.3'1L @@@ -2.''3L 0.1L

    ,, 22-Oan-1 ,.28,L @@@ -0.8**L 0.1L

    ,8 23-Oan-1 ,.1L 1.,3L 1.,2L 0.'1L

    , 2-Oan-1 ,.22L @@@ -2.'8L 0.*L800 2'-Oan-1 ,.22L 0.000L 0.000L 0.*L

    801 28-Oan-1 ,.28,L 0.8,,L 0.8,3L 0.,0L

    802 2-Oan-1 ,.1L 1.,3L 1.,2L 0.80L

    803 30-Oan-1 ,.3'1L @@@ -0.8'8L 0.80L

    80 31-Oan-1 ,.3'1L 0.000L 0.000L 0.,L

    80' 01-e&-1 *.,0L @@@ -'.311L 1.0'0L

    80* 0-e&-1 *.,0L 0.000L 0.000L 1.0'0L

    80, 0'-e&-1 *.0,L @@@ -0.13L 1.0'1L

    808 0*-e&-1 *.0,L 0.000L 0.000L 1.0'1L

    80 0,-e&-1 *.8L @@@ -0.22L 1.08L

    810 08-e&-1 *.8L 0.000L 0.000L 1.03L

    811 11-e&-1 *.0,L 0.2*L 0.22L 1.0*L

    812 12-e&-1 *.8L @@@ -0.22L 1.01L

    813 13-e&-1 *.8L 0.000L 0.000L 1.00L

    81 1-e&-1 *.8L 0.000L 0.000L 1.00L

    81' 1'-e&-1 *.8L 0.000L 0.000L 1.00L

    81* 18-e&-1 *.8L 0.000L 0.000L 1.00L

    81, 1-e&-1 *.8L 0.000L 0.000L 1.00L

    818 20-e&-1 *.0,L 0.2*L 0.22L 1.02L81 21-e&-1 *.,0L 0.1,L 0.13L 1.0L

  • 7/25/2019 Ch 10 Simple OTC Options

    39/180

    820 22-e&-1 ,.03L 0.0L 0.0'L 1.00L

    821 2'-e&-1 ,.0,L 0.01L 0.8,L 1.01L

    822 2*-e&-1 ,.03L @@@ -0.8,L 1.02L

    823 2,-e&-1 ,.0,L 0.01L 0.8,L 1.0'L

    82 28-e&-1 ,.0,L 0.000L 0.000L 1.0L82' 01-Mar-1 ,.30,L 2.*0L 2.1,L 1.0*L

    82* 0-Mar-1 ,.30,L 0.000L 0.000L 1.0*,L

    82, 0'-Mar-1 ,.2L @@@ -0.8,3L 1.0*8L

    828 0*-Mar-1 ,.180L @@@ -0.881L 1.0*L

    82 0,-Mar-1 ,.2L 0.88'L 0.881L 1.0**L

    830 08-Mar-1 ,.11,L @@@ -1.,,0L 1.0,L

    831 11-Mar-1 ,.0'3L @@@ -0.8,L 1.0,'L

    832 12-Mar-1 *.0L @@@ -0.0'L 1.0,,L

    833 13-Mar-1 ,.0'3L 0.0L 0.0'L 1.080L

    83 1-Mar-1 *.0L @@@ -0.0'L 1.081L83' 1'-Mar-1 *.2*L @@@ -0.13L 1.0,*L

    83* 18-Mar-1 ,.0'3L 1.83'L 1.818L 1.08*L

    83, 1-Mar-1 ,.180L 1.802L 1.,8*L 1.0'L

    838 20-Mar-1 ,.2L 0.88'L 0.881L 1.0,L

    83 21-Mar-1 ,.180L @@@ -0.881L 1.03L

    80 22-Mar-1 ,.0'3L @@@ -1.,8*L 1.100L

    81 2'-Mar-1 ,.0'3L 0.000L 0.000L 1.100L

    82 2*-Mar-1 ,.0'3L 0.000L 0.000L 1.100L

    83 2,-Mar-1 ,.0'3L 0.000L 0.000L 1.100L8 28-Mar-1 ,.0'3L 0.000L 0.000L 1.100L

    8' 2-Mar-1 ,.0'3L 0.000L 0.000L 1.08L

    8* 01-/pr-1 ,.0'3L 0.000L 0.000L 1.08L

    8, 02-/pr-1 ,.0'3L 0.000L 0.000L 1.08L

    88 03-/pr-1 *.0L @@@ -0.0'L 1.100L

    8 0-/pr-1 *.0L 0.000L 0.000L 1.0L

    8'0 0'-/pr-1 *.,L @@@ -2.,*'L 1.111L

    8'1 08-/pr-1 *.,L 0.000L 0.000L 1.110L

    8'2 0-/pr-1 *.,L 0.000L 0.000L 1.110L

    8'3 10-/pr-1 *.,L 0.000L 0.000L 1.108L

    8' 11-/pr-1 *.,L 0.000L 0.000L 1.108L

    8'' 12-/pr-1 *.,3'L @@@ -0.3L 1.108L

    8'* 1'-/pr-1 *.,3'L 0.000L 0.000L 1.10,L

    8', 1*-/pr-1 *.,L 0.3L 0.3L 1.103L

    8'8 1,-/pr-1 *.,L 0.000L 0.000L 1.103L

    8' 18-/pr-1 *.8*3L 0.3'L 0.30L 1.100L

    8*0 1-/pr-1 *.2*L 0.2*L 0.22L 1.101L

    8*1 22-/pr-1 *.2*L 0.000L 0.000L 1.101L

    8*2 23-/pr-1 *.2*L 0.000L 0.000L 1.0L8*3 2-/pr-1 *.2*L 0.000L 0.000L 1.08L

  • 7/25/2019 Ch 10 Simple OTC Options

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    8* 2'-/pr-1 *.8*3L @@@ -0.22L 1.02L

    8*' 2*-/pr-1 *.8*3L 0.000L 0.000L 1.02L

    8** 2-/pr-1 *.,L @@@ -0.30L 1.02L

    8*, 30-/pr-1 *.*,2L @@@ -1.88,L 1.03L

    8*8 01-May-1 *.*08L @@@ -0.',L 1.088L8* 02-May-1 *.*08L 0.000L 0.000L 1.08*L

    8,0 03-May-1 *.*,2L 0.*2L 0.',L 1.08L

    8,1 0*-May-1 *.*,2L 0.000L 0.000L 1.0',L

    8,2 0,-May-1 *.*,2L 0.000L 0.000L 1.0''L

    8,3 08-May-1 *.*,2L 0.000L 0.000L 1.0'L

    8, 0-May-1 *.*,2L 0.000L 0.000L 1.0'3L

    8,' 10-May-1 *.*,2L 0.000L 0.000L 1.0'3L

    8,* 13-May-1 *.*,2L 0.000L 0.000L 1.0'3L

    8,, 1-May-1 *.*,2L 0.000L 0.000L 1.0'2L

    8,8 1'-May-1 *.*,2L 0.000L 0.000L 1.0'2L8, 1*-May-1 *.*,2L 0.000L 0.000L 1.0'0L

    880 1,-May-1 *.*,2L 0.000L 0.000L 1.0L

    881 20-May-1 *.*,2L 0.000L 0.000L 1.0*L

    882 21-May-1 *.*,2L 0.000L 0.000L 1.0*L

    883 22-May-1 *.*,2L 0.000L 0.000L 1.0*L

    88 23-May-1 *.*,2L 0.000L 0.000L 1.0*L

    88' 2-May-1 *.*,2L 0.000L 0.000L 1.0*L

    88* 2,-May-1 *.*,2L 0.000L 0.000L 1.0*L

    88, 28-May-1 *.*,2L 0.000L 0.000L 1.0L888 2-May-1 *.*,2L 0.000L 0.000L 1.0L

    88 30-May-1 *.*,2L 0.000L 0.000L 1.03,L

    80 31-May-1 *.*,2L 0.000L 0.000L 1.03'L

    81 03-Oun-1 *.,20L 0.,2L 0.,21L 1.03'L

    82 0-Oun-1 *.8*3L 2.118L 2.0*L 1.0L

    83 0'-Oun-1 *.8*3L 0.000L 0.000L 1.08L

    8 0*-Oun-1 *.8*3L 0.000L 0.000L 1.0,L

    8' 0,-Oun-1 *.8*3L 0.000L 0.000L 1.03L

    8* 10-Oun-1 *.0L 1.8'2L 1.83'L 1.03L

    8, 11-Oun-1 ,.0'3L 0.0L 0.0'L 1.0*L

    88 12-Oun-1 ,.0'3L 0.000L 0.000L 1.0*L

    8 13-Oun-1 ,.0'3L 0.000L 0.000L 1.0L

    00 1-Oun-1 ,.0'3L 0.000L 0.000L 1.03L

    01 1,-Oun-1 *.0L @@@ -0.0'L 1.0'L

    02 18-Oun-1 *.0L 0.000L 0.000L 1.02L

    03 1-Oun-1 *.0L 0.000L 0.000L 1.028L

    0 20-Oun-1 *.2*L @@@ -0.13L 1.02L

    0' 21-Oun-1 *.2*L 0.000L 0.000L 1.02L

    0* 2-Oun-1 *.2*L 0.000L 0.000L 1.02L0, 2'-Oun-1 *.0L 0.1,L 0.13L 1.031L

  • 7/25/2019 Ch 10 Simple OTC Options

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    08 2*-Oun-1 ,.0'3L 0.0L 0.0'L 1.03L

    0 2,-Oun-1 ,.0'3L 0.000L 0.000L 1.03L

    10 28-Oun-1 ,.0'3L 0.000L 0.000L 1.033L

    11 01-Oul-1 *.2*L @@@ -1.818L 1.01L

    12 02-Oul-1 *.0L 0.1,L 0.13L 1.03L13 03-Oul-1 *.0L 0.000L 0.000L 1.02L

    1 0-Oul-1 *.0L 0.000L 0.000L 1.01L

    1' 0'-Oul-1 *.0L 0.000L 0.000L 1.01L

    1* 08-Oul-1 ,.0'3L 0.0L 0.0'L 1.03L

    1, 0-Oul-1 *.0L @@@ -0.0'L 1.03L

    18 10-Oul-1 *.0L 0.000L 0.000L 1.03L

    1 11-Oul-1 *.0L 0.000L 0.000L 1.02L

    20 12-Oul-1 *.0L 0.000L 0.000L 1.02L

    21 1'-Oul-1 *.0L 0.000L 0.000L 1.02L

    22 1*-Oul-1 *.8*3L @@@ -1.83'L 1.0'0L23 1,-Oul-1 *.8*3L 0.000L 0.000L 1.0'0L

    2 18-Oul-1 *.8*3L 0.000L 0.000L 1.08L

    2' 1-Oul-1 *.8*3L 0.000L 0.000L 1.0,L

    2* 22-Oul-1 *.8*3L 0.000L 0.000L 1.0*L

    2, 23-Oul-1 *.8*3L 0.000L 0.000L 1.0*L

    28 2-Oul-1 *.,3'L @@@ -1.8*L 1.0'L

    2 2'-Oul-1 *.,3'L 0.000L 0.000L 1.0'L

    30 2*-Oul-1 *.*,2L @@@ -0.8L 1.0''L

    31 2-Oul-1 *.*,2L 0.000L 0.000L 1.0'2L32 30-Oul-1 *.*,2L 0.000L 0.000L 1.0'1L

    33 31-Oul-1 *.*,2L 0.000L 0.000L 1.0'1L

    3 01-/ug-1 *.*08L @@@ -0.',L 1.0'3L

    3' 02-/ug-1 *.81L @@@ -1.2L 1.0*2L

    3* 0'-/ug-1 *.21L @@@ -2.8'L 1.081L

    3, 0*-/ug-1 *.18L 2.020L 2.000L 1.00L

    38 0,-/ug-1 *.22,L @@@ -3.01'L 1.103L

    3 08-/ug-1 *.1*L @@@ -1.02*L 1.10L

    0 0-/ug-1 *.1*L 0.000L 0.000L 1.02L

    1 12-/ug-1 *.22,L 1.031L 1.02*L 1.0*L

    2 13-/ug-1 *.22,L 0.000L 0.000L 1.0'L

    3 1-/ug-1 *.22,L 0.000L 0.000L 1.0L

    1'-/ug-1 *.100L @@@ -2.0*2L 1.103L

    ' 1*-/ug-1 *.1*L 1.02L 1.03*L 1.10*L

    * 1-/ug-1 *.03*L @@@ -2.083L 1.01L

    , 20-/ug-1 *.03*L 0.000L 0.000L 1.01L

    8 21-/ug-1 *.03*L 0.000L 0.000L 1.01L

    22-/ug-1 *.03*L 0.000L 0.000L 1.08L

    '0 23-/ug-1 *.100L 1.0'3L 1.0,L 1.00L'1 2*-/ug-1 *.100L 0.000L 0.000L 1.00L

  • 7/25/2019 Ch 10 Simple OTC Options

    42/180

    '2 2,-/ug-1 *.22,L 2.083L 2.0*2L 1.088L

    '3 28-/ug-1 *.22,L 0.000L 0.000L 1.080L

    ' 2-/ug-1 *.03*L @@@ -3.10L 1.102L

    '' 30-/ug-1 *.100L 1.0'3L 1.0,L 1.10*L

    '* 02-#ep-1 *.100L 0.000L 0.000L 1.10*L', 03-#ep-1 *.100L 0.000L 0.000L 1.10*L

    '8 0-#ep-1 *.100L 0.000L 0.000L 1.10L

    ' 0'-#ep-1 *.100L 0.000L 0.000L 1.08L

    *0 0*-#ep-1 *.100L 0.000L 0.000L 1.08L

    *1 0-#ep-1 *.0*8L @@@ -0.'21L 1.08L

    *2 10-#ep-1 *.03*L @@@ -0.'2*L 1.0,L

    *3 11-#ep-1 *.03*L 0.000L 0.000L 1.01L

    * 12-#ep-1 *.03*L 0.000L 0.000L 1.08L

    *' 13-#ep-1 '.0L @@@ -2.128L 1.00L

    ** 1*-#ep-1 '.0L 0.000L 0.000L 1.088L*, 1,-#ep-1 '.,3L 1.0,'L 1.0,0L 1.0*'L

    *8 18-#ep-1 '.,3L 0.000L 0.000L 1.0*3L

    * 1-#ep-1 '.,3L 0.000L 0.000L 1.0*3L

    ,0 20-#ep-1 '.,3L 0.000L 0.000L 1.0L

    ,1 23-#ep-1 '.,3L 0.000L 0.000L 1.0L

    ,2 2-#ep-1 '.,3L 0.000L 0.000L 1.0L

    ,3 2'-#ep-1 '.0L @@@ -1.0,0L 1.031L

    , 2*-#ep-1 '.0L 0.000L 0.000L 1.02L

    ,' 2,-#ep-1 '.0L 0.000L 0.000L 1.013L,* 30-#ep-1 '.,82L @@@ -2.1,L 1.023L

    ,, 01-ct-1 '.,82L 0.000L 0.000L 1.013L

    ,8 02-ct-1 '.,1L @@@ -1.10'L 0.L

    , 03-ct-1 '.,1L 0.000L 0.000L 0.L

    80 0-ct-1 '.*''L @@@ -1.11,L 0.L

    81 0,-ct-1 '.'2L @@@ -1.130L 0.2L

    82 08-ct-1 '.'2L 0.000L 0.000L 0.1L

    83 0-ct-1 '.'2L 0.000L 0.000L 0.1L

    8 10-ct-1 '.,1L 2.2,3L 2.2,L 0.33L

    8' 11-ct-1 '.,1L 0.000L 0.000L 0.33L

    8* 1-ct-1 '.*''L @@@ -1.11,L 0.3L

    8, 1'-ct-1 '.*''L 0.000L 0.000L 0.3L

    88 1*-ct-1 '.'2L @@@ -1.130L 0.3'L

    8 1,-ct-1 '.'2L 0.000L 0.000L 0.3'L

    0 18-ct-1 '.,1L 2.2,3L 2.2,L 0.L

    1 21-ct-1 '.*''L @@@ -1.11,L 0.'0L

    2 22-ct-1 '.,1L 1.12L 1.11,L 0.'L

    3 23-ct-1 '.,1L 0.000L 0.000L 0.'L

    2-ct-1 '.,1L 0.000L 0.000L 0.'L' 2'-ct-1 '.,1L 0.000L 0.000L 0.'L

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    * 28-ct-1 '.*''L @@@ -1.11,L 0.',L

    , 2-ct-1 '.'2L @@@ -1.130L 0.',L

    8 30-ct-1 '.'28L @@@ -1.13L 0.',L

    31-ct-1 '.01L @@@ -2.32*L 0.*8L

    1000 01-Gov-1 '.01L 0.000L 0.000L 0.*'L1001 0-Gov-1 '.338L @@@ -1.183L 0.**L

    1002 0'-Gov-1 '.338L 0.000L 0.000L 0.*3L

    1003 0*-Gov-1 '.2,L @@@ -1.18L 0.**L

    100 0,-Gov-1 '.2,L 0.000L 0.000L 0.3,L

    100' 08-Gov-1 '.210L @@@ -1.212L 0.0L

    100* 11-Gov-1 '.210L 0.000L 0.000L 0.3L

    100, 12-Gov-1 '.210L 0.000L 0.000L 0.3,L

    1008 13-Gov-1 '.210L 0.000L 0.000L 0.3L

    100 1-Gov-1 '.338L 2.3L 2.10L 0.,L

    1010 1'-Gov-1 '.2,L @@@ -1.18L 0.8L1011 18-Gov-1 '.210L @@@ -1.212L 0.'0L

    1012 1-Gov-1 '.210L 0.000L 0.000L 0.,L

    1013 20-Gov-1 '.1,L @@@ -1.22,L 0.8L

    101 21-Gov-1 '.1,L 0.000L 0.000L 0.,L

    101' 22-Gov-1 '.1,L 0.000L 0.000L 0.3'L

    101* 2'-Gov-1 '.1,L 0.000L 0.000L 0.23L

    101, 2*-Gov-1 '.083L @@@ -1.22L 0.23L

    1018 2,-Gov-1 '.083L 0.000L 0.000L 0.22L

    101 28-Gov-1 '.083L 0.000L 0.000L 0.1L1020 2-Gov-1 '.020L @@@ -1.2'8L 0.18L

    1021 02-$ec-1 '.020L 0.000L 0.000L 0.18L

    1022 03-$ec-1 '.020L 0.000L 0.000L 0.18L

    1023 0-$ec-1 .'*L @@@ -1.2,L 0.21L

    102 0'-$ec-1 .83L @@@ -1.20L 0.2L

    102' 0*-$ec-1 .83L 0.000L 0.000L 0.2L

    102* 0-$ec-1 .,02L @@@ -3.,L 0.*'L

    102, 10-$ec-1 .*3L @@@ -1.3*1L 0.*,L

    1028 11-$ec-1 .*3L 0.000L 0.000L 0.*,L

    102 12-$ec-1 .*3L 0.000L 0.000L 0.L

    1030 13-$ec-1 .*3L 0.000L 0.000L 0.L

    1031 1*-$ec-1 .*3L 0.000L 0.000L 0.L

    1032 1,-$ec-1 .*3L 0.000L 0.000L 0.L

    1033 18-$ec-1 .*3L 0.000L 0.000L 0.L

    103 1-$ec-1 .,02L 1.3,0L 1.3*1L 0.'L

    103' 20-$ec-1 .8L @@@ -'.'',L 1.031L

    103* 23-$ec-1 .38L @@@ -1.3L 1.031L

    103, 2-$ec-1 .8L 1.L 1.3L 1.038L

    1038 2'-$ec-1 .8L 0.000L 0.000L 1.03'L103 2*-$ec-1 .8L 0.000L 0.000L 1.031L

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    100 2,-$ec-1 .8L 0.000L 0.000L 1.031L

    101 30-$ec-1 .38L @@@ -1.3L 1.03'L

    102 31-$ec-1 .38L 0.000L 0.000L 1.03'L

    103 01-Oan-2 .38L 0.000L 0.000L 1.03L

    10 02-Oan-2 .321L @@@ -1.*0L 1.038L10' 03-Oan-2 .321L 0.000L 0.000L 1.03,L

    10* 0*-Oan-2 .321L 0.000L 0.000L 1.02L

    10, 0,-Oan-2 .2',L @@@ -1.82L 1.032L

    108 08-Oan-2 .1L @@@ -1.'0L 1.03*L

    10 0-Oan-2 .1L 0.000L 0.000L 1.032L

    10'0 10-Oan-2 .321L 3.030L 2.8'L 1.0*1L

    10'1 13-Oan-2 .38L 1.,1L 1.*0L 1.0*L

    10'2 1-Oan-2 .8L 1.L 1.3L 1.0,*L

    10'3 1'-Oan-2 .*3L .28*L .1*L 1.12,L

    10' 1*-Oan-2 .*3L 0.000L 0.000L 1.12,L10'' 1,-Oan-2 .'11L @@@ -2.,,8L 1.13L

    10'* 20-Oan-2 .'11L 0.000L 0.000L 1.13L

    10', 21-Oan-2 .'11L 0.000L 0.000L 1.13L

    10'8 22-Oan-2 .'11L 0.000L 0.000L 1.13L

    10' 23-Oan-2 .'11L 0.000L 0.000L 1.13L

    10*0 2-Oan-2 .*3L 2.81,L 2.,,8L 1.1*'L

    10*1 2,-Oan-2 .*3L 0.000L 0.000L 1.1*'L

    10*2 28-Oan-2 .*3L 0.000L 0.000L 1.1*'L

    10*3 2-Oan-2 .*3L 0.000L 0.000L 1.1*'L10* 30-Oan-2 .'11L @@@ -2.,,8L 1.180L

    10*' 31-Oan-2 .*3L 2.81,L 2.,,8L 1.202L

    10** 03-e&-2 .,02L 1.3,0L 1.3*1L 1.20,L

    10*, 0-e&-2 .*3L @@@ -1.3*1L 1.210L

    10*8 0'-e&-2 .*3L 0.000L 0.000L 1.210L

    10* 0*-e&-2 .','L @@@ -1.3,L 1.21L

    10,0 0,-e&-2 .38L @@@ -.2'*L 1.2,L

    10,1 10-e&-2 .38L 0.000L 0.000L 1.23'L

    10,2 11-e&-2 .38L 0.000L 0.000L 1.23'L

    10,3 12-e&-2 .8L 1.L 1.3L 1.21L

    10, 13-e&-2 .8L 0.000L 0.000L 1.21L

    10,' 1-e&-2 .*3L .28*L .1*L 1.2,,L

    10,* 1,-e&-2 .*3L 0.000L 0.000L 1.2,L

    10,, 18-e&-2 .,02L 1.3,0L 1.3*1L 1.280L

    10,8 1-e&-2 .,02L 0.000L 0.000L 1.280L

    10, 20-e&-2 .,**L 1.3'1L 1.32L 1.28'L

    1080 21-e&-2 .,**L 0.000L 0.000L 1.28L

    1081 2-e&-2 '.020L '.333L '.1*L 1.3L

    1082 2'-e&-2 '.020L 0.000L 0.000L 1.3L1083 2*-e&-2 .82L @@@ -3.8,1L 1.3,'L

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    108 2,-e&-2 .,**L @@@ -1.32'L 1.3,,L

    108' 28-e&-2 .,**L 0.000L 0.000L 1.3,,L

    108* 02-Mar-2 .,'3L @@@ -0.2,L 1.3,'L

    108, 03-Mar-2 .81*L 1.333L 1.32'L 1.3,,L

    1088 0-Mar-2 .3L 2.*32L 2.'8L 1.33L108 0'-Mar-2 .3L 0.000L 0.000L 1.33L

    100 0*-Mar-2 '.00*L 1.282L 1.2,L 1.32L

    101 0-Mar-2 '.00*L 0.000L 0.000L 1.30L

    102 10-Mar-2 .3L @@@ -1.2,L 1.32L

    103 11-Mar-2 .3L 0.000L 0.000L 1.32L

    10 12-Mar-2 '.00*L 1.282L 1.2,L 1.3*L

    10' 13-Mar-2 '.1*L 3.,,L 3.,2,L 1.2'L

    10* 1*-Mar-2 '.323L 2.3L 2.10L 1.3,L

    10, 1,-Mar-2 '.323L 0.000L 0.000L 1.3,L

    108 18-Mar-2 '.1*L @@@ -2.10L 1.,L10 1-Mar-2 '.1*L 0.000L 0.000L 1.,L

    1100 20-Mar-2 '.133L @@@ -1.22,L 1.L

    1101 23-Mar-2 '.133L 0.000L 0.000L 1.L

    1102 2-Mar-2 '.2*0L 2.*L 2.3L 1.',L

    1103 2'-Mar-2 '.2*0L 0.000L 0.000L 1.',L

    110 2*-Mar-2 '.133L @@@ -2.3L 1.*,L

    110' 2,-Mar-2 '.0*L @@@ -1.22L 1.*L

    110* 30-Mar-2 '.133L 1.2'0L 1.22L 1.,3L

    110, 31-Mar-2 '.0*L @@@ -1.22L 1.,0L1108 01-/pr-2 '.0*L 0.000L 0.000L 1.,0L

    110 02-/pr-2 '.0*L 0.000L 0.000L 1.*8L

    1110 03-/pr-2 '.00*L @@@ -1.2'8L 1.,1L

    1111 0*-/pr-2 '.00*L 0.000L 0.000L 1.,1L

    1112 0,-/pr-2 .3L @@@ -1.2,L 1.,3L

    1113 08-/pr-2 .81*L @@@ -2.'8L 1.83L

    111 0-/pr-2 .,'3L @@@ -1.32'L 1.,L

    111' 10-/pr-2 .'*3L @@@ -.082L 1.3L

    111* 13-/pr-2 .'*3L 0.000L 0.000L 1.8L

    111, 1-/pr-2 .'*3L 0.000L 0.000L 1.*L

    1118 1'-/pr-2 .'*3L 0.000L 0.000L 1.*,L

    111 1*-/pr-2 .*2*L 1.38L 1.3,L 1.,2L

    1120 1,-/pr-2 .*2*L 0.000L 0.000L 1.*L

    1121 20-/pr-2 .*2*L 0.000L 0.000L 1.*L

    1122 21-/pr-2 .,'3L 2.,0L 2.,03L 1.8'L

    1123 22-/pr-2 .,'3L 0.000L 0.000L 1.,8L

    112 23-/pr-2 .,'3L 0.000L 0.000L 1.,*L

    112' 2-/pr-2 .*8L @@@ -1.32L 1.,1L

    112* 2,-/pr-2 .*8L 0.000L 0.000L 1.,1L112, 28-/pr-2 .,'3L 1.3'1L 1.32L 1.,'L

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    1128 2-/pr-2 .*8L @@@ -1.32L 1.,8L

    112 30-/pr-2 .*8L 0.000L 0.000L 1.,*L

    1130 01-May-2 .*8L 0.000L 0.000L 1.,*L

    1131 0-May-2 .*8L 0.000L 0.000L 1.**L

    1132 0'-May-2 .*8L 0.000L 0.000L 1.**L1133 0*-May-2 .*2*L @@@ -1.3*1L 1.'3L

    113 0,-May-2 .'*3L @@@ -1.3,L 1.'3L

    113' 08-May-2 .L @@@ -1.3L 1.'*L

    113* 11-May-2 .'*3L 1.08L 1.3L 1.*0L

    113, 12-May-2 .'*3L 0.000L 0.000L 1.*0L

    1138 13-May-2 .L @@@ -1.3L 1.*3L

    113 1-May-2 .L 0.000L 0.000L 1.*3L

    110 1'-May-2 .L 0.000L 0.000L 1.*3L

    111 18-May-2 .L 0.000L 0.000L 1.*3L

    112 1-May-2 .L 0.000L 0.000L 1.*3L113 20-May-2 .3*L @@@ -1.18L 1.**L

    11 21-May-2 .3*L 0.000L 0.000L 1.'8L

    11' 22-May-2 .*2*L .28*L .1*L 1.*L

    11* 2'-May-2 .*2*L 0.000L 0.000L 1.3L

    11, 2*-May-2 .*2*L 0.000L 0.000L 1.3L

    118 2,-May-2 .,'3L 2.,0L 2.,03L 1.'08L

    11 28-May-2 .,'3L 0.000L 0.000L 1.'08L

    11'0 2-May-2 .*8L @@@ -1.32L 1.'11L

    11'1 01-Oun-2 .*2*L @@@ -1.3*1L 1.'1L11'2 02-Oun-2 .*8L 1.3,0L 1.3*1L 1.'1*L

    11'3 03-Oun-2 .*8L 0.000L 0.000L 1.'1*L

    11' 0-Oun-2 .*8L 0.000L 0.000L 1.'1*L

    11'' 0'-Oun-2 .*2*L @@@ -1.3*1L 1.'11L

    11'* 08-Oun-2 .*2*L 0.000L 0.000L 1.'11L

    11', 0-Oun-2 .*2*L 0.000L 0.000L 1.'10L

    11'8 10-Oun-2 .*2*L 0.000L 0.000L 1.'10L

    11' 11-Oun-2 .*2*L 0.000L 0.000L 1.'08L

    11*0 12-Oun-2 .*2*L 0.000L 0.000L 1.'0*L

    11*1 1'-Oun-2 .'*3L @@@ -1.3,L 1.'0L

    11*2 1*-Oun-2 .'*3L 0.000L 0.000L 1.'0L

    11*3 1,-Oun-2 .'*3L 0.000L 0.000L 1.8L

    11* 18-Oun-2 .L @@@ -1.3L 1.'01L

    11*' 1-Oun-2 .L 0.000L 0.000L 1.L

    11** 22-Oun-2 .L 0.000L 0.000L 1.L

    11*, 23-Oun-2 .L 0.000L 0.000L 1.,L

    11*8 2-Oun-2 .L 0.000L 0.000L 1.,L

    11* 2'-Oun-2 .3*L @@@ -1.18L 1.0L

    11,0 2*-Oun-2 .30L @@@ -2.8L 1.'02L11,1 2-Oun-2 .3,2L 1.,1L 1.*0L 1.'0L

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    11,2 30-Oun-2 .30L @@@ -1.*0L 1.'0,L

    11,3 01-Oul-2 .30L 0.000L 0.000L 1.'0,L

    11, 02-Oul-2 .0'*L @@@ -*.0*2L 1.'*,L

    11,' 03-Oul-2 3.2L @@@ -1.','L 1.'*L

    11,* 0*-Oul-2 3.2L 0.000L 0.000L 1.'*,L11,, 0,-Oul-2 3.2L @@@ -1.*00L 1.'*L

    11,8 08-Oul-2 3.802L @@@ -3.2,L 1.',,L

    11, 0-Oul-2 3.8*'L 1.**,L 1.*'3L 1.'83L

    1180 10-Oul-2 3.8*'L 0.000L 0.000L 1.'82L

    1181 13-Oul-2 3.8*'L 0.000L 0.000L 1.'82L

    1182 1-Oul-2 3.8*'L 0.000L 0.000L 1.'80L

    1183 1'-Oul-2 3.8*'L 0.000L 0.000L 1.'80L

    118 1*-Oul-2 3.802L @@@ -1.*'3L 1.'82L

    118' 1,-Oul-2 3.802L 0.000L 0.000L 1.'82L

    118* 20-Oul-2 3.802L 0.000L 0.000L 1.'82L118, 21-Oul-2 3.802L 0.000L 0.000L 1.'82L

    1188 22-Oul-2 3.802L 0.000L 0.000L 1.',0L

    118 23-Oul-2 3.8*'L 1.**,L 1.*'3L 1.',L

    110 2-Oul-2 3.802L @@@ -1.*'3L 1.',*L

    111 2,-Oul-2 3.802L 0.000L 0.000L 1.',*L

    112 28-Oul-2 3.802L 0.000L 0.000L 1.',L

    113 2-Oul-2 3.802L 0.000L 0.000L 1.',L

    11 30-Oul-2 3.802L 0.000L 0.000L 1.',L

    11' 31-Oul-2 3.802L 0.000L 0.000L 1.',L11* 03-/ug-2 3.8*'L 1.**,L 1.*'3L 1.',8L

    11, 0-/ug-2 3.8*'L 0.000L 0.000L 1.',8L

    118 0'-/ug-2 3.802L @@@ -1.*'3L 1.'82L

    11 0*-/ug-2 3.802L 0.000L 0.000L 1.',L

    1200 0,-/ug-2 3.802L 0.000L 0.000L 1.',L

    1201 10-/ug-2 3.,3L @@@ -1.*81L 1.'8L

    1202 11-/ug-2 3.,3L 0.000L 0.000L 1.'81L

    1203 12-/ug-2 3.*,'L @@@ -1.,0L 1.'83L

    120 13-/ug-2 3.*,'L 0.000L 0.000L 1.'83L

    120' 1-/ug-2 3.*,'L 0.000L 0.000L 1.''8L

    120* 1,-/ug-2 3.*,'L 0.000L 0.000L 1.'''L

    120, 18-/ug-2 3.*,'L 0.000L 0.000L 1.'''L

    1208 1-/ug-2 3.*,'L 0.000L 0.000L 1.'''L

    120 20-/ug-2 3.*12L @@@ -1.,3L 1.'*0L

    1210 21-/ug-2 3.*,'L 1.,'L 1.,3L 1.'**L

    1211 2-/ug-2 3.*,'L 0.000L 0.000L 1.'**L

    1212 2'-/ug-2 3.802L 3.8L 3.30L 1.'8L

    1213 2*-/ug-2 3.802L 0.000L 0.000L 1.'8'L

    121 2,-/ug-2 3.,3L @@@ -1.*81L 1.'3L121' 28-/ug-2 3.,3L 0.000L 0.000L 1.'3'L

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    121* 31-/ug-2 3.,3L 0.000L 0.000L 1.'31L

    121, 01-#ep-2 3.,3L 0.000L 0.000L 1.'31L

    1218 02-#ep-2 3.*,'L @@@ -1.,0L 1.'3*L

    121 03-#ep-2 3.*,'L 0.000L 0.000L 1.'3*L

    1220 0-#ep-2 3.22L @@@ -,.1*L 1.*1'L1221 0,-#ep-2 3.22L 0.000L 0.000L 1.*1'L

    1222 08-#ep-2 3.22L 0.000L 0.000L 1.*1'L

    1223 0-#ep-2 3.3'L @@@ -1.8*L 1.*1,L

    122 10-#ep-2 3.3'L 0.000L 0.000L 1.*1,L

    122' 11-#ep-2 3.3'L 0.000L 0.000L 1.*1,L

    122* 1-#ep-2 3.2'L @@@ -1.0'L 1.*1L

    122, 1'-#ep-2 3.2'L 0.000L 0.000L 1.*1*L

    1228 1*-#ep-2 3.3'L 1.23L 1.0'L 1.*23L

    122 1,-#ep-2 3.22L 1.88,L 1.8*L 1.*13L

    1230 18-#ep-2 3.22L 0.000L 0.000L 1.*0L1231 21-#ep-2 3.22L 0.000L 0.000L 1.*0L

    1232 22-#ep-2 3.8'L 1.8'2L 1.83'L 1.',,L

    1233 23-#ep-2 3.'L 1.818L 1.802L 1.'83L

    123 2-#ep-2 3.*12L 1.,8*L 1.,,0L 1.',8L

    123' 2'-#ep-2 3.8'L @@@ -3.',2L 1.'8L

    123* 28-#ep-2 3.22L @@@ -1.83'L 1.*03L

    123, 2-#ep-2 3.3'L @@@ -1.8*L 1.*08L

    1238 30-#ep-2 3.3'L 0.000L 0.000L 1.*08L

    123 01-ct-2 3.2'L @@@ -1.0'L 1.'8L120 02-ct-2 3.2'L 0.000L 0.000L 1.'8L

    121 0'-ct-2 3.2'L 0.000L 0.000L 1.'8L

    122 0*-ct-2 3.2'L 0.000L 0.000L 1.'8L

    123 0,-ct-2 3.3'L 1.23L 1.0'L 1.'L

    12 08-ct-2 3.8'L 3.,,L 3.,0L 1.*0'L

    12' 0-ct-2 3.8'L 0.000L 0.000L 1.*01L

    12* 12-ct-2 3.'L 1.818L 1.802L 1.*0'L

    12, 13-ct-2 3.*12L 1.,8*L 1.,,0L 1.*12L

    128 1-ct-2 3.*,'L 1.,'L 1.,3L 1.*1'L

    12 1'-ct-2 3.*12L @@@ -1.,3L 1.'1L

    12'0 1*-ct-2 3.*,'L 1.,'L 1.,3L 1.',L

    12'1 1-ct-2 3.*,'L 0.000L 0.000L 1.',L

    12'2 20-ct-2 3.2L *.8,L *.**L 1.*,*L

    12'3 21-ct-2 3.2L 0.000L 0.000L 1.*,*L

    12' 22-ct-2 3.8*'L @@@ -1.*2*L 1.*8L

    12'' 23-ct-2 3.8*'L 0.000L 0.000L 1.*8L

    12'* 2*-ct-2 3.2L 3.2,L 3.22*L 1.**L

    12', 2,-ct-2 3.2L 0.000L 0.000L 1.**L

    12'8 28-ct-2 3.2L @@@ -1.*00L 1.**L12' 2-ct-2 3.2L 0.000L 0.000L 1.**L

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    12*0 30-ct-2 3.8*'L @@@ -1.*2*L 1.*1,L

    12*1 02-Gov-2 3.2L 1.*3L 1.*2*L 1.*22L

    12*2 03-Gov-2 3.2L 1.*13L 1.*00L 1.*0L

    12*3 0-Gov-2 3.2L @@@ -1.*00L 1.*0'L

    12* 0'-Gov-2 3.2L 0.000L 0.000L 1.*0'L12*' 0*-Gov-2 3.2L 0.000L 0.000L 1.*0'L

    12** 0-Gov-2 .0'*L 3.22*L 3.1,'L 1.*21L

    12*, 10-Gov-2 .11L 1.'*2L 1.''0L 1.*13L

    12*8 11-Gov-2 .0'*L @@@ -1.''0L 1.*1*L

    12* 12-Gov-2 .0'*L 0.000L 0.000L 1.*13L

    12,0 13-Gov-2 3.2L @@@ -3.1,'L 1.*2L

    12,1 1*-Gov-2 .11L .83L .,2'L 1.**8L

    12,2 1,-Gov-2 .2*L 3.0,,L 3.031L 1.*8'L

    12,3 18-Gov-2 .182L @@@ -1.'0L 1.*8'L

    12, 1-Gov-2 .11L @@@ -1.'2,L 1.**3L12,' 20-Gov-2 .182L 1.'38L 1.'2,L 1.*'*L

    12,* 23-Gov-2 .182L 0.000L 0.000L 1.*'*L

    12,, 2-Gov-2 .182L 0.000L 0.000L 1.*8L

    12,8 2'-Gov-2 .11L @@@ -1.'2,L 1.*'1L

    12, 2*-Gov-2 .182L 1.'38L 1.'2,L 1.*'L

    1280 2,-Gov-2 .182L 0.000L 0.000L 1.*'L

    1281 30-Gov-2 .30L 3.030L 2.8'L 1.*'L

    1282 01-$ec-2 .3,2L 1.,1L 1.*0L 1.**3L

    1283 02-$ec-2 .30L @@@ -1.*0L 1.*',L128 03-$ec-2 .2*L @@@ -1.82L 1.*'8L

    128' 0-$ec-2 .182L @@@ -1.'0L 1.*'8L

    128* 0,-$ec-2 .11L @@@ -1.'2,L 1.**0L

    128, 08-$ec-2 .0'*L @@@ -1.''0L 1.**3L

    1288 0-$ec-2 3.2L @@@ -1.','L 1.**,L

    128 10-$ec-2 .0'*L 1.'8,L 1.','L 1.**L

    120 11-$ec-2 .0'*L 0.000L 0.000L 1.**L

    121 1-$ec-2 .11L 1.'*2L 1.''0L 1.*,2L

    122 1'-$ec-2 .2*L 3.0,,L 3.031L 1.*,8L

    123 1*-$ec-2 .182L @@@ -1.'0L 1.*,L

    12 1,-$ec-2 .11L @@@ -1.'2,L 1.*'*L

    12' 18-$ec-2 .11L 0.000L 0.000L 1.*'*L

    12* 21-$ec-2 .11L 0.000L 0.000L 1.*'*L

    12, 22-$ec-2 .0'*L @@@ -1.''0L 1.**0L

    128 23-$ec-2 .0'*L 0.000L 0.000L 1.*'*L

    12 2-$ec-2 .0'*L 0.000L 0.000L 1.*'*L

    1300 2'-$ec-2 .0'*L 0.000L 0.000L 1.*'*L

    1301 28-$ec-2 .0'*L 0.000L 0.000L 1.*3L

    1302 2-$ec-2 .11L 1.'*2L 1.''0L 1.*,L1303 30-$ec-2 .0'*L @@@ -1.''0L 1.*'1L

  • 7/25/2019 Ch 10 Simple OTC Options

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    130 31-$ec-2 .0'*L 0.000L 0.000L 1.*8L

    130' 01-Oan-3 .0'*L 0.000L 0.000L 1.*8L

    130* 0-Oan-3 .0'*L 0.000L 0.000L 1.*'L

    130, 0'-Oan-3 3.2L @@@ -1.','L 1.**L

    1308 0*-Oan-3 3.2L 0.000L 0.000L 1.**L130 0,-Oan-3 3.2L 0.000L 0.000L 1.**L

    1310 08-Oan-3 .0'*L 1.'8,L 1.','L 1.*'1L

    1311 11-Oan-3 3.2L @@@ -3.1,'L 1.***L

    1312 12-Oan-3 3.2L 0.000L 0.000L 1.**L

    1313 13-Oan-3 3.2L 0.000L 0.000L 1.**1L

    131 1-Oan-3 3.2L 0.000L 0.000L 1.*'8L

    131' 1'-Oan-3 3.8*'L @@@ -1.*2*L 1.*'8L

    131* 18-Oan-3 3.802L @@@ -1.*'3L 1.**2L

    131, 1-Oan-3 3.,3L @@@ -1.*81L 1.**3L

    1318 20-Oan-3 3.802L 1.*'L 1.*81L 1.**L131 21-Oan-3 3.8*'L 1.**,L 1.*'3L 1.*,L

    1320 22-Oan-3 3.802L @@@ -1.*'3L 1.*,8L

    1321 2'-Oan-3 3.,3L @@@ -1.*81L 1.*82L

    1322 2*-Oan-3 3.,3L 0.000L 0.000L 1.*,L

    1323 2,-Oan-3 3.802L 1.*'L 1.*81L 1.*8L

    132 28-Oan-3 3.,3L @@@ -1.*81L 1.*',L

    132' 2-Oan-3 3.,3L 0.000L 0.000L 1.*',L

    132* 01-e&-3 3.*,'L @@@ -1.,0L 1.**1L

    132, 02-e&-3 3.,3L 1.,2L 1.,0L 1.*'3L1328 03-e&-3 3.,3L 0.000L 0.000L 1.*'3L

    132 0-e&-3 3.,3L 0.000L 0.000L 1.*'0L

    1330 0'-e&-3 3.,3L 0.000L 0.000L 1.*8L

    1331 08-e&-3 3.*,'L @@@ -1.,0L 1.*8L

    1332 0-e&-3 3.*,'L 0.000L 0.000L 1.*8L

    1333 10-e&-3 3.,3L 1.,2L 1.,0L 1.*'L

    133 11-e&-3 3.802L 1.*'L 1.*81L 1.*',L

    133' 12-e&-3 3.,3L @@@ -1.*81L 1.**1L

    133* 1'-e&-3 3.,3L 0.000L 0.000L 1.**1L

    133, 1*-e&-3 3.,3L 0.000L 0.000L 1.**1L

    1338 1,-e&-3 3.802L 1.*'L 1.*81L 1.***L

    133 18-e&-3 3.*12L @@@ -'.12L 1.,0*L

    130 1-e&-3 3.*12L 0.000L 0.000L 1.,03L

    131 22-e&-3 3.*12L 0.000L 0.000L 1.,03L

    132 23-e&-3 3.*12L 0.000L 0.000L 1.,03L

    133 2-e&-3 3.'L @@@ -1.,,0L 1.,0'L

    13 2'-e&-3 3.'L 0.000L 0.000L 1.,0'L

    13' 2*-e&-3 3.'L 0.000L 0.000L 1.,0'L

    13* 01-Mar-3 3.'L 0.000L 0.000L 1.,0'L13, 02-Mar-3 3.3'L @@@ -'.'0*L 1.,'0L

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    138 03-Mar-3 3.'L '.**0L '.'0*L 1.800L

    13 0-Mar-3 3.8'L @@@ -1.802L 1.,3L

    13'0 0'-Mar-3 3.*12L 3.*3*L 3.',2L 1.811L

    13'1 08-Mar-3 3.'L @@@ -1.,,0L 1.812L

    13'2 0-Mar-3 3.*12L 1.,8*L 1.,,0L 1.81,L13'3 10-Mar-3 3.*12L 0.000L 0.000L 1.,*L

    13' 11-Mar-3 3.*12L 0.000L 0.000L 1.,*1L

    13'' 12-Mar-3 3.*12L 0.000L 0.000L 1.,*1L

    13'* 1'-Mar-3 3.*,'L 1.,'L 1.,3L 1.,*2L

    13', 1*-Mar-3 3.*,'L 0.000L 0.000L 1.,'L

    13'8 1,-Mar-3 3.*12L @@@ -1.,3L 1.,'L

    13' 18-Mar-3 3.*12L 0.000L 0.000L 1.,'L

    13*0 1-Mar-3 3.'L @@@ -1.,,0L 1.,'0L

    13*1 22-Mar-3 3.*12L 1.,8*L 1.,,0L 1.,'*L

    13*2 23-Mar-3 3.'L @@@ -1.,,0L 1.,*0L13*3 2-Mar-3 3.'L 0.000L 0.000L 1.,'*L

    13* 2'-Mar-3 3.*12L 1.,8*L 1.,,0L 1.,*1L

    13*' 2*-Mar-3 3.*12L 0.000L 0.000L 1.,*1L

    13** 2-Mar-3 3.*,'L 1.,'L 1.,3L 1.,**L

    13*, 30-Mar-3 3.*12L @@@ -1.,3L 1.,,1L

    13*8 31-Mar-3 3.*12L 0.000L 0.000L 1.,**L

    13* 01-/pr-3 3.*12L 0.000L 0.000L 1.,*2L

    13,0 02-/pr-3 3.*12L 0.000L 0.000L 1.,*2L

    13,1 0'-/pr-3 3.*12L 0.000L 0.000L 1.,*2L13,2 0*-/pr-3 3.*12L 0.000L 0.000L 1.,*2L

    13,3 0,-/pr-3 3.*12L 0.000L 0.000L 1.,*2L

    13, 08-/pr-3 3.'L @@@ -1.,,0L 1.,*,L

    13,' 0-/pr-3 3.'L 0.000L 0.000L 1.,*3L

    13,* 12-/pr-3 3.'L 0.000L 0.000L 1.,*3L

    13,, 13-/pr-3 3.'L 0.000L 0.000L 1.,'8L

    13,8 1-/pr-3 3.'L 0.000L 0.000L 1.,'8L

    13, 1'-/pr-3 3.'L 0.000L 0.000L 1.,'8L

    1380 1*-/pr-3 3.'L 0.000L 0.000L 1.,'L

    1381 1-/pr-3 3.'L 0.000L 0.000L 1.,'L

    1382 20-/pr-3 3.'L 0.000L 0.000L 1.,L

    1383 21-/pr-3 3.'L 0.000L 0.000L 1.,L

    138 22-/pr-3 3.8'L @@@ -1.802L 1.,''L

    138' 23-/pr-3 3.8'L 0.000L 0.000L 1.,''L

    138* 2*-/pr-3 3.8'L 0.000L 0.000L 1.,''L

    138, 2,-/pr-3 3.8'L 0.000L 0.000L 1.,''L

    1388 28-/pr-3 3.'L 1.818L 1.802L 1.,''L

    138 2-/pr-3 3.'L 0.000L 0.000L 1.,'0L

    130 30-/pr-3 3.8'L @@@ -1.802L 1.,''L131 03-May-3 3.8'L 0.000L 0.000L 1.,3*L

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    132 0-May-3 3.8'L 0.000L 0.000L 1.,3*L

    133 0'-May-3 3.22L @@@ -1.83'L 1.,3,L

    13 0*-May-3 3.22L 0.000L 0.000L 1.,3,L

    13' 0,-May-3 3.22L 0.000L 0.000L 1.,3,L

    13* 10-May-3 3.22L 0.000L 0.000L 1.,3,L13, 11-May-3 3.22L 0.000L 0.000L 1.,32L

    138 12-May-3 3.22L 0.000L 0.000L 1.,32L

    13 13-May-3 3.'L 3.,0L 3.*3,L 1.*,*L

    100 1-May-3 3.*12L 1.,8*L 1.,,0L 1.*81L

    101 1,-May-3 3.*12L 0.000L 0.000L 1.*81L

    102 18-May-3 3.*,'L 1.,'L 1.,3L 1.*80L

    103 1-May-3 3.*,'L 0.000L 0.000L 1.*80L

    10 20-May-3 3.*,'L 0.000L 0.000L 1.*80L

    10' 21-May-3 3.*,'L 0.000L 0.000L 1.*,L

    10* 2-May-3 3.802L 3.8L 3.30L 1.*3L10, 2'-May-3 3.802L 0.000L 0.000L 1.*8,L

    108 2*-May-3 3.802L 0.000L 0.000L 1.*82L

    10 2,-May-3 3.,3L @@@ -1.*81L 1.*8,L

    110 28-May-3 3.8*'L 3.30L 3.33L 1.,0'L

    111 31-May-3 3.8*'L 0.000L 0.000L 1.,00L

    112 01-Oun-3 3.8*'L 0.000L 0.000L 1.*'L

    113 02-Oun-3 3.802L @@@ -1.*'3L 1.*L

    11 03-Oun-3 3.802L 0.000L 0.000L 1.*,3L

    11' 0-Oun-3 3.2L 3.333L 3.2,L 1.*8'L11* 0,-Oun-3 3.2L 0.000L 0.000L 1.*,L

    11, 08-Oun-3 3.2L 0.000L 0.000L 1.*,L

    118 0-Oun-3 3.2L 0.000L 0.000L 1.*,2L

    11 10-Oun-3 3.2L 0.000L 0.000L 1.*,2L

    120 11-Oun-3 3.8*'L @@@ -1.*2*L 1.*,,L

    121 1-Oun-3 3.802L @@@ -1.*'3L 1.*82L

    122 1'-Oun-3 3.,3L @@@ -1.*81L 1.*81L

    123 1*-Oun-3 3.,3L 0.000L 0.000L 1.*'8L

    12 1,-Oun-3 3.,3L 0.000L 0.000L 1.*'8L

    12' 18-Oun-3 3.802L 1.*'L 1.*81L 1.*',L

    12* 21-Oun-3 3.802L 0.000L 0.000L 1.*'2L

    12, 22-Oun-3 3.802L 0.000L 0.000L 1.*,L

    128 23-Oun-3 3.8*'L 1.**,L 1.*'3L 1.*,L

    12 2-Oun-3 3.802L @@@ -1.*'3L 1.**L

    130 2'-Oun-3 3.802L 0.000L 0.000L 1.**L

    131 28-Oun-3 3.802L 0.000L 0.000L 1.'*3L

    132 2-Oun-3 3.,3L @@@ -1.*81L 1.'*8L

  • 7/25/2019 Ch 10 Simple OTC Options

    53/180

    tilities

    +he spreadsheet calculates the 180-day volatility o) 1

    1. Calculated the rolling standard deviation o) returns

    2a. 5sti!ated the eponential weights & 0.

    2&. #cale the weights so that they su! to 1 - see colu

    '.,*5-010

    .30,5-01'

    0

    ,.35-011

    0

    0

    0

    00

    .3*5-010

    1.135-010

    8.2'85-01'

    1.3'15-010

    1.15-010

    1.',85-010

    1.*'35-010

    ,.2**5-0101.**5-010

    8.3*25-010

    .2005-010

    0

    0

    2.8205-010

    3.0'25-010

    1.2,5-00

    0

    3.025-00

    2c. Calculates the volatility )or the )irst period s1usin

    H%i ri2I 2d. "pdates the volatility using the )or!ula stT12: %olatilit9 of 12mo.

    "nweighted Colu!n Q

  • 7/25/2019 Ch 10 Simple OTC Options

    54/180

    1.*25-00

    2.8015-01

    2.805-01

    .'85-00

    '.0815-0100

    '.*'25-010

    0

    2.'*25-00

    ,.1*85-010

    0

    0

    '.315-01

    '.*835-01

    1.*5-000

    1.0,15-00

    .,115-00

    1.115-00

    0

    0

    1.''5-00

    0

    1.*185-001.,'15-00

    0

    0

    0

    1.35-008

    2.1*05-00

    0

    2.8'5-00

    2.*005-00

    0

    2.25-00

    3.1815-00

    3.25-00

    0

    0

    1.*305-008

    0

    0

    .,,5-001.,15-008

  • 7/25/2019 Ch 10 Simple OTC Options

    55/180

    0

    0

    *.0815-00

    2.'8,5-008

    0,.15-00

    ,.285-00

    0

    8.1305-00

    0

    .*'25-00

    0

    *.35-00,

    1.*0,5-00*

    08.02*5-013

    0

    1.3*5-008

    0

    *.32'5-008

    0

    0

    0

    ,.8'5-0080

    2.325-008

    '.825-00,

    3.,8,5-00,

    2.*,'5-008

    1.,5-012

    2.35-008

    3.0,5-008

    0

    3.2135-00,

    0

    0

    .0*'5-008

    .'325-008

    .8'5-008

    2.015-00,

    0

    '.,'5-008

    *.0,25-0080

  • 7/25/2019 Ch 10 Simple OTC Options

    56/180

    0

    *.825-00,

    8.'05-008

    3.'215-00,

    .22*5-0081.',05-00*

    .***5-008

    .235-00,

    1.1825-00,

    1.2',5-00,

    8.2'5-012

    '.*015-00,

    0

    0

    *.'25-00,1.,*'5-00,

    1.105-00,

    1.385-00,

    2.0,5-00,

    2.125-00,

    2.305-00,

    0

    1.0125-00*

    2.805-00*0

    0

    3.25-00,

    0

    0

    3.,285-00,

    3.105-00,

    .215-00,

    0

    .8*05-00,

    3.2105-011

    3.1*5-011

    0

    *.13*5-00,

    0

    ,.0'5-00,

    ,.1''5-00,

    ,.,'05-00,

    0,.*15-00*

  • 7/25/2019 Ch 10 Simple OTC Options

    57/180

    8.*8,5-00,

    '.83'5-011

    .'35-00,

    1.0025-00*

    00

    0

    0

    '.*235-00*

    1.3,*5-00'

    1.',05-00*

    0

    1.',,5-00'

    0

    2.05-00*3.*85-00'

    0

    1.03,5-00'

    2.,15-00*

    0 0.012L 1.0,'L

    0.011L 1.0'*L

    0.012L 0.011L 1.03L

    0.010L 1.00,L

    0.010L 0.2L0.00L 0.*2L

    0.00L 0.L

    0.008L 0.20L

    0.008L 0.0L

    0.008L 0.8L

    0.008L 0.888L

    0.00L 0.31L

    0.008L 0.1L

    0.00L 0.',L

    0.00L 0.L

    0.008L 0.1*L

    0.008L 0.0L

    0.008L 0.83L

    0.008L 0.88L

    0.008L 0.8,'L

    0.00,L 0.88L

    0.00,L 0.822L

    0.008L 0.8,0L

    0.00,L 0.83L0.00,L 0.81,L

  • 7/25/2019 Ch 10 Simple OTC Options

    58/180

    0.00,L 0.812L

    0.00*L 0.,8,L

    0.00*L 0.,*3L

    0.00*L 0.,*0L

    0.00'L 0.,3,L0.00'L 0.,3'L

    0.00'L 0.,13L

    0.00'L 0.,13L

    0.00'L 0.*2L

    0.00'L 0.*3L

    0.00'L 0.*L

    0.00'L 0.*,3L

    0.00L 0.*'2L

    0.00L 0.*',L

    0.00L 0.*3,L0.00L 0.*3L

    0.00L 0.*,L

    0.00L 0.*'2L

    0.00L 0.*''L

    0.00L 0.*'L

    0.00L 0.**1L

    0.00L 0.**3L

    0.00L 0.**'L

    0.00L 0.*'L0.00,L 0.808L

    0.00*L 0.,83L

    0.00*L 0.,'L

    0.00'L 0.,3*L

    0.00*L 0.,88L

    0.00*L 0.,*L

    0.00'L 0.,1L

    0.008L 0.8,0L

    0.00,L 0.8L

    0.00,L 0.818L

    0.00,L 0.8'*L

    0.008L 0.82L

    0.010L 0.8L

    0.010L 0.81L

    0.00L 0.*L

    0.010L 0.0L

    0.00L 0.,3L

    0.00L 0.'8L

    0.00L 0.2L0.008L 0.1L

  • 7/25/2019 Ch 10 Simple OTC Options

    59/180

    0.00L 0.3L

    0.008L 0.1L

    0.008L 0.01L

    0.008L 0.88,L

    0.008L 0.1,L0.008L 0.88L

    0.008L 0.8,,L

    0.00,L 0.8'0L

    0.00,L 0.82L

    0.00*L 0.,L

    0.00*L 0.,1L

    0.00*L 0.,8L

    0.00*L 0.,*0L

    0.00'L 0.,3,L

    0.00'L 0.,32L0.00*L 0.,,8L

    0.00*L 0.,,1L

    0.00*L 0.,,L

    0.00'L 0.,1L

    0.00'L 0.,1L

    0.00'L 0.*,L

    0.00'L 0.*,*L

    0.00L 0.*''L

    0.00L 0.*'L0.00L 0.*'3L

    0.00L 0.*33L

    0.00'L 0.*0L

    0.00'L 0.*88L

    0.00L 0.**,L

    0.00L 0.**L

    0.00L 0.**L

    0.00'L 0.,03L

    0.00'L 0.*81L

    0.00'L 0.*,L

    0.00L 0.*'8L

    0.00L 0.*38L

    0.00L 0.*1L

    0.00L 0.*20L

    0.00L 0.*22L

    0.00L 0.*22L

    0.00L 0.*23L

    0.01L 1.38*L

    0.0'1L 2.2'2L0.0L 2.20'L

  • 7/25/2019 Ch 10 Simple OTC Options

    60/180

    0.0*L 2.138L

    0.0L 2.0L

    0.02L 2.0'3L

    0.00L 1.*L

    0.03,L 1.3'L0.03'L 1.8,*L

    0.03'L 1.8,L

    0.033L 1.81,L

    0.0'3L 2.28L

    0.121L 3.,,L

    0.11L 3.383L

    0.108L 3.283L

    0.102L 3.18*L

    0.0*L 3.02L

    0.00L 3.002L0.08*L 2.2'L

    0.081L 2.83L

    0.0,*L 2.,',L

    0.0,2L 2.*88L

    0.0*8L 2.*10L

    0.0*L 2.'31L

    0.0*0L 2.'L

    0.0',L 2.3,L

    0.0'8L 2.1L0.0'*L 2.3',L

    0.0'2L 2.28L

    0.0'0L 2.23*L

    0.0,L 2.1,2L

    0.0L 2.10*L

    0.02L 2.02L

    0.03L 1.8L

    0.03,L 1.2L

    0.03'L 1.8,'L

    0.033L 1.818L

    0.032L 1.,8'L

    0.030L 1.,3*L

    0.02L 1.,0,L

    0.028L 1.**1L

    0.02*L 1.*10L

    0.02L 1.'*1L

    0.023L 1.'1L

    0.022L 1.'L

    0.022L 1.,8L0.022L 1.'L

  • 7/25/2019 Ch 10 Simple OTC Options

    61/180

    0.021L 1.L

    0.023L 1.'20L

    0.022L 1.,L

    0.021L 1.3*L

    0.020L 1.00L0.01L 1.3**L

    0.018L 1.332L

    0.01,L 1.22L

    0.01L 1.38*L

    0.018L 1.3'2L

    0.01,L 1.311L

    0.020L 1.11L

    0.020L 1.00L

    0.018L 1.3'8L

    0.01L 1.32L0.018L 1.3'8L

    0.01,L 1.31,L

    0.01,L 1.28*L

    0.01*L 1.2,L

    0.02*L 1.*12L

    0.02'L 1.',1L

    0.023L 1.'31L

    0.022L 1.3L

    0.021L 1.'*L0.020L 1.12L

    0.021L 1.L

    0.020L 1.0'L

    0.01L 1.3*2L

    0.01,L 1.321L

    0.01L 1.3,0L

    0.018L 1.328L

    0.01L 1.3,3L

    0.018L 1.332L

    0.01,L 1.21L

    0.018L 1.33L

    0.018L 1.33L

    0.01,L 1.302L

    0.01*L 1.2*3L

    0.018L 1.32L

    0.01*L 1.283L

    0.01*L 1.2'*L

    0.01*L 1.2**L

    0.01'L 1.23L0.01L 1.201L

  • 7/25/2019 Ch 10 Simple OTC Options

    62/180

    0.01*L 1.2,0L

    0.01'L 1.231L

    0.01'L 1.20'L

    0.01L 1.1*L

    0.013L 1.133L0.012L 1.111L

    0.01L 1.18*L

    0.01L 1.1*2L

    0.013L 1.12,L

    0.012L 1.02L

    0.011L 1.0'L

    0.012L 1.082L

    0.011L 1.0*3L

    0.011L 1.030L

    0.010L 1.01L0.010L 0.L

    0.010L 0.8L

    0.00L 0.'L

    0.011L 1.0*,L

    0.011L 1.0'1L

    0.012L 1.080L

    0.01L 1.182L

    0.013L 1.1*0L

    0.013L 1.12'L0.01'L 1.21L

    0.01L 1.11L

    0.013L 1.1'L

    0.013L 1.13L

    0.012L 1.113L

    0.013L 1.138L

    0.012L 1.103L

    0.01L 1.202L

    0.01'L 1.22L

    0.01L 1.18,L

    0.01'L 1.212L

    0.01L 1.33L

    0.01L 1.3*2L

    0.01,L 1.321L

    0.01*L 1.281L

    0.01'L 1.22L

    0.01'L 1.21,L

    0.01,L 1.300L

    0.01L 1.3*8L0.01L 1.3,1L

  • 7/25/2019 Ch 10 Simple OTC Options

    63/180

    0.018L 1.31L

    0.01,L 1.300L

    0.01*L 1.2*0L

    0.01'L 1.23L

    0.01*L 1.2*L0.01*L 1.2'*L

    0.01'L 1.218L

    0.01L 1.181L

    0.013L 1.1'8L

    0.013L 1.122L

    0.012L 1.088L

    0.011L 1.0''L

    0.011L 1.03,L

    0.010L 1.021L

    0.010L 0.0L0.00L 0.'L

    0.00L 0.30L

    0.008L 0.02L

    0.008L 0.81L

    0.00,L 0.8*L

    0.00,L 0.8'*L

    0.00,L 0.830L

    0.00*L 0.80L

    0.00*L 0.,80L0.00*L 0.,'*L

    0.00*L 0.,'L

    0.00'L 0.,31L

    0.00'L 0.,2L

    0.00'L 0.,28L

    0.00'L 0.,0*L

    0.00'L 0.*8L

    0.00'L 0.*8'L

    0.00'L 0.*8*L

    0.00'L 0.*8*L

    0.00'L 0.*8*L

    0.00L 0.***L

    0.00L 0.1L

    0.010L 0.,8L

    0.00L 0.8L

    0.008L 0.20L

    0.008L 0.0L

    0.008L 0.882L

    0.010L 1.011L0.010L 0.8L

  • 7/25/2019 Ch 10 Simple OTC Options

    64/180

    0.00L 0.*,L

    0.00L 0.''L

    0.00L 0.2*L

    0.008L 0.88L

    0.008L 0.88L0.010L 1.018L

    0.010L 0.8,L

    0.00L 0.',L

    0.00L 0.2,L

    0.008L 0.18L

    0.008L 0.80L

    0.00,L 0.8*3L

    0.00,L 0.83*L

    0.00,L 0.831L

    0.00*L 0.80*L0.00L 0.'2L

    0.00L 0.23L

    0.008L 0.1L

    0.008L 0.88*L

    0.008L 0.8,L

    0.008L 0.8,2L

    0.00,L 0.8**L

    0.00,L 0.8*0L

    0.00,L 0.83L0.00,L 0.830L

    0.00,L 0.82*L

    0.008L 0.88L

    0.008L 0.8,8L

    0.00,L 0.8'1L

    0.008L 0.0L

    0.008L 0.02L

    0.008L 0.8,L

    0.008L 0.8*8L

    0.00,L 0.8*2L

    0.00,L 0.83*L

    0.00,L 0.811L

    0.00,L 0.80L

    0.00*L 0.,8L

    0.00*L 0.,*0L

    0.00'L 0.,3,L

    0.00,L 0.808L

    0.00*L 0.80'L

    0.00*L 0.,80L0.00*L 0.,',L

  • 7/25/2019 Ch 10 Simple OTC Options

    65/180

    0.00'L 0.,33L

    0.00'L 0.,11L

    0.00*L 0.,8L

    0.00*L 0.,*0L

    0.00'L 0.,3,L0.00'L 0.,1'L

    0.00*L 0.,0L

    0.00*L 0.,**L

    0.00*L 0.,3L

    0.00'L 0.,20L

    0.00'L 0.*8L

    0.00'L 0.*,,L

    0.00*L 0.,''L

    0.00*L 0.,''L

    0.00*L 0.,''L0.00'L 0.,32L

    0.00'L 0.,3L

    0.00'L 0.,11L

    0.00'L 0.*0L

    0.00L 0.**L

    0.00*L 0.,,L

    0.00*L 0.,,L

    0.00,L 0.810L

    0.00*L 0.,8'L0.00*L 0.,82L

    0.00*L 0.,'8L

    0.00,L 0.81L

    0.00,L 0.813L

    0.00*L 0.,8L

    0.00*L 0.,*'L

    0.00'L 0.,1L

    0.00'L 0.,1L

    0.00'L 0.,0L

    0.00'L 0.,1,L

    0.00'L 0.,18L

    0.00'L 0.**L

    0.00'L 0.*8L

    0.00'L 0.*82L

    0.00'L 0.,12L

    0.00*L 0.,,*L

    0.00*L 0.,,L

    0.00*L 0.,,1L

    0.00*L 0.,8L0.00*L 0.,,L

  • 7/25/2019 Ch 10 Simple OTC Options

    66/180

    0.00'L 0.,2L

    0.00'L 0.,2'L

    0.00'L 0.,03L

    0.00'L 0.,0L

    0.00'L 0.,0'L0.00'L 0.*83L

    0.00L 0.**3L

    0.00