Currency Cash Equivalents
OPTIMA CURRENCY FUTURES - CASH EQUIVALENT TABLE^ for 05/23/02
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| Theo- |
| Theo 3PM 3PM NY Futures retical Futures Hedge Euro |
| Basis Basis Spot Settle Futures Delta Ratio Rates |
| JYM -10 -11 124.21 8062 8061 1.00129 .99871 .0575 |
| ECM 9 11 .9263 92520 92530 .99898 1.00102 3.3830 |
| SFM -2 -2 1.5686 6377 6378 1.00050 .99950 1.2000 |
| BPM 20 16 1.4582 14566 14562 .99861 1.00139 3.9734 |
| CDM 3 4 1.5332 6518 6519 .99951 1.00049 2.6167 |
| Days to Expiration = 25 U.S. Euro Rate 1.9167 |
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CURRENCY CASH TO FUTURES EQUIVALENTS
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124.21 Yen | .9263 EuroFx | 1.5686 S-Franc| 1.4582 B-Pound| 1.5332 Canada
-10 basis | 9 basis | -2 basis | 20 basis | 3 basis
| | | |
Cash Futures | Cash Futures | Cash Futures | Cash Futures | Cash Futures
| | | |
125.90 7953 | .9600 9591 | 1.6030 6240 | 1.4920 14900 | 1.5670 6379
125.85 7956 | .9590 9581 | 1.6020 6244 | 1.4910 14890 | 1.5660 6383
125.80 7959 | .9580 9571 | 1.6010 6248 | 1.4900 14880 | 1.5650 6387
125.75 7962 | .9570 9561 | 1.6000 6252 | 1.4890 14870 | 1.5640 6391
125.70 7965 | .9560 9551 | 1.5990 6256 | 1.4880 14860 | 1.5630 6395
125.65 7969 | .9550 9541 | 1.5980 6260 | 1.4870 14850 | 1.5620 6399
125.60 7972 | .9540 9531 | 1.5970 6264 | 1.4860 14840 | 1.5610 6403
125.55 7975 | .9530 9521 | 1.5960 6268 | 1.4850 14830 | 1.5600 6407
125.50 7978 | .9520 9511 | 1.5950 6272 | 1.4840 14820 | 1.5590 6411
125.45 7981 | .9510 9501 | 1.5940 6276 | 1.4830 14810 | 1.5580 6415
125.40 7984 | .9500 9491 | 1.5930 6279 | 1.4820 14800 | 1.5570 6420
125.35 7988 | .9490 9481 | 1.5920 6283 | 1.4810 14790 | 1.5560 6424
125.30 7991 | .9480 9471 | 1.5910 6287 | 1.4800 14780 | 1.5550 6428
125.25 7994 | .9470 9461 | 1.5900 6291 | 1.4790 14770 | 1.5540 6432
125.20 7997 | .9460 9451 | 1.5890 6295 | 1.4780 14760 | 1.5530 6436
125.15 8000 | .9450 9441 | 1.5880 6299 | 1.4770 14750 | 1.5520 6440
125.10 8004 | .9440 9431 | 1.5870 6303 | 1.4760 14740 | 1.5510 6444
125.05 8007 | .9430 9421 | 1.5860 6307 | 1.4750 14730 | 1.5500 6449
125.00 8010 | .9420 9411 | 1.5850 6311 | 1.4740 14720 | 1.5490 6453
124.95 8013 | .9410 9401 | 1.5840 6315 | 1.4730 14710 | 1.5480 6457
124.90 8016 | .9400 9391 | 1.5830 6319 | 1.4720 14700 | 1.5470 6461
124.85 8020 | .9390 9381 | 1.5820 6323 | 1.4710 14690 | 1.5460 6465
124.80 8023 | .9380 9371 | 1.5810 6327 | 1.4700 14680 | 1.5450 6469
124.75 8026 | .9370 9361 | 1.5800 6331 | 1.4690 14670 | 1.5440 6474
124.70 8029 | .9360 9351 | 1.5790 6335 | 1.4680 14660 | 1.5430 6478
124.65 8032 | .9350 9341 | 1.5780 6339 | 1.4670 14650 | 1.5420 6482
124.60 8036 | .9340 9331 | 1.5770 6343 | 1.4660 14640 | 1.5410 6486
124.55 8039 | .9330 9321 | 1.5760 6347 | 1.4650 14630 | 1.5400 6491
124.50 8042 | .9320 9311 | 1.5750 6351 | 1.4640 14620 | 1.5390 6495
124.45 8045 | .9310 9301 | 1.5740 6355 | 1.4630 14610 | 1.5380 6499
124.40 8049 | .9300 9291 | 1.5730 6359 | 1.4620 14600 | 1.5370 6503
124.35 8052 | .9290 9281 | 1.5720 6363 | 1.4610 14590 | 1.5360 6507
124.30 8055 | .9280 9271 | 1.5710 6367 | 1.4600 14580 | 1.5350 6512
124.25 8058 | .9270 9261 | 1.5700 6371 | 1.4590 14570 | 1.5340 6516
124.20 8062 | .9260 9251 | 1.5690 6375 | 1.4580 14560 | 1.5330 6520
124.15 8065 | .9250 9241 | 1.5680 6380 | 1.4570 14550 | 1.5320 6524
124.10 8068 | .9240 9231 | 1.5670 6384 | 1.4560 14540 | 1.5310 6529
124.05 8071 | .9230 9221 | 1.5660 6388 | 1.4550 14530 | 1.5300 6533
124.00 8075 | .9220 9211 | 1.5650 6392 | 1.4540 14520 | 1.5290 6537
123.95 8078 | .9210 9201 | 1.5640 6396 | 1.4530 14510 | 1.5280 6542
123.90 8081 | .9200 9191 | 1.5630 6400 | 1.4520 14500 | 1.5270 6546
123.85 8084 | .9190 9181 | 1.5620 6404 | 1.4510 14490 | 1.5260 6550
123.80 8088 | .9180 9171 | 1.5610 6408 | 1.4500 14480 | 1.5250 6554
123.75 8091 | .9170 9161 | 1.5600 6412 | 1.4490 14470 | 1.5240 6559
123.70 8094 | .9160 9151 | 1.5590 6416 | 1.4480 14460 | 1.5230 6563
123.65 8097 | .9150 9141 | 1.5580 6420 | 1.4470 14450 | 1.5220 6567
123.60 8101 | .9140 9131 | 1.5570 6425 | 1.4460 14440 | 1.5210 6572
123.55 8104 | .9130 9121 | 1.5560 6429 | 1.4450 14430 | 1.5200 6576
123.50 8107 | .9120 9111 | 1.5550 6433 | 1.4440 14420 | 1.5190 6580
123.45 8110 | .9110 9101 | 1.5540 6437 | 1.4430 14410 | 1.5180 6585
123.40 8114 | .9100 9091 | 1.5530 6441 | 1.4420 14400 | 1.5170 6589
123.35 8117 | .9090 9081 | 1.5520 6445 | 1.4410 14390 | 1.5160 6593
123.30 8120 | .9080 9071 | 1.5510 6449 | 1.4400 14380 | 1.5150 6598
123.25 8124 | .9070 9061 | 1.5500 6454 | 1.4390 14370 | 1.5140 6602
123.20 8127 | .9060 9051 | 1.5490 6458 | 1.4380 14360 | 1.5130 6606
123.15 8130 | .9050 9041 | 1.5480 6462 | 1.4370 14350 | 1.5120 6611
123.10 8133 | .9040 9031 | 1.5470 6466 | 1.4360 14340 | 1.5110 6615
123.05 8137 | .9030 9021 | 1.5460 6470 | 1.4350 14330 | 1.5100 6620
123.00 8140 | .9020 9011 | 1.5450 6474 | 1.4340 14320 | 1.5090 6624
122.95 8143 | .9010 9001 | 1.5440 6479 | 1.4330 14310 | 1.5080 6628
122.90 8147 | .9000 8991 | 1.5430 6483 | 1.4320 14300 | 1.5070 6633
122.85 8150 | .8990 8981 | 1.5420 6487 | 1.4310 14290 | 1.5060 6637
122.80 8153 | .8980 8971 | 1.5410 6491 | 1.4300 14280 | 1.5050 6642
122.75 8157 | .8970 8961 | 1.5400 6496 | 1.4290 14270 | 1.5040 6646
122.70 8160 | .8960 8951 | 1.5390 6500 | 1.4280 14260 | 1.5030 6650
122.65 8163 | .8950 8941 | 1.5380 6504 | 1.4270 14250 | 1.5020 6655
122.60 8167 | .8940 8931 | 1.5370 6508 | 1.4260 14240 | 1.5010 6659
122.55 8170 | .8930 8921 | 1.5360 6512 | 1.4250 14230 | 1.5000 6664
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