02/29/2012 12:32:15 OFV = 1366.19 Sell to Open at 1369.49 Spread = 3 02/29/2012 13:00:27 OFV = -969.22 Buy to Close SPX at 1372.33 02/29/2012 13:21:52 OFV = 1374.62 Buy to Open at 1371.26 Spread = 3 02/29/2012 15:00:07 OFV = 1367.63 Sell to Close SPX at 1366.34
03/01/2012 09:10:33 OFV = 1373.52 Buy to Open at 1370.43 Spread = 3 03/01/2012 09:19:08 OFV = 1371.43 Sell to Close SPX at 1371.61 Spread = 3