Home Page Distant Months Contracts IndexArb Values vs. Time Stock Performance vs. Indexes Capitalization Analysis Index Component Weights Dividend Analysis Fair Value Decomposition Yield Curve Program Trading Calculator Help Terms of Usage/Disclaimer Contact Us Demo of Institutional Services To Subscribe      Log-In:       Institutional Subscribers Advanced Services

Expressed As:   Days   Years    Annualized % Expressed As:  Amount  Yield %  Minimum %   Maximum %   Minimum %   Maximum %

You can test drive the Calculator using the following input data example. [Actual closing values on Oct. 9, 2003 used to calculate the S&P 500 Dec '03 Fair Value, etc., for Oct. 10, 2003.] Index Value = 1038.73 Time (in Days) = 70 Riskfree Interest Rate = 1.16 Dividends (as an Amount) = 3.77 Bonus Interest Rates: Minimum = 0.42 Maximum = 0.74 Short Interest Rebates: Minimum = 32 Maximum = 61

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