Message-ID: <25034985.1075849667126.JavaMail.evans@thyme> Date: Tue, 15 May 2001 00:39:00 -0700 (PDT) From: soblander@carrfut.com To: soblander@carrfut.com Subject: Changes in "stub" and the TEDs Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: SOblander@carrfut.com X-To: soblander@carrfut.com X-cc: X-bcc: X-Folder: \John_Griffith_Nov2001\Notes Folders\Discussion threads X-Origin: GRIFFITH-J X-FileName: jgriffit.nsf The table below demonstrates the approximate impact of a change in the "stub" on various TEDs. Assumptions: 1. All securities and futures prices remain unchanged (the only change is in the stub) 2. The settlement date used was 5/15/2001 3. All results were rounded (Embedded image moved to file: pic13030.pcx) The information contained herein is based upon sources that we believe to be reliable, but we do not represent that it is complete or accurate. Estimates and expectations expressed are not a representation or a guarantee that such estimates or expectations will be achieved. Nothing contained herein should be considered as an offer to sell or a solicitation of an offer to buy any financial instruments discussed herein. Any opinions expressed herein are solely those of the author. As such, they may differ in material respects from those of, or expressed or published by or on behalf of Carr Futures, its affiliates, officers, directors or employees. Carr Futures. Carr Futures 10 S. Wacker Dr., Suite 1100 Chicago, IL 60606 USA Tel: 312-368-2313 Fax: 312-368-2281 bcampbell@carrfut.com http://www.carrfut.com - pic13030.pcx