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E. Option Expiration Month Codes

E. Option Expiration Month Codes

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404



APPENDIXES



APPENDIX F. STRIKE PRICE CODES

A



B



C



D



E



F



G



H



I



5



10



15



20



25



30



35



40



45



105



110



115



120



125



130



135



140



145



205



210



215



220



225



230



235



240



245



305



310



315



320



325



330



335



340



345



405



410



415



420



425



430



435



440



445



505



510



515



520



525



530



535



540



545



605



610



615



620



625



630



635



640



645



705



710



715



720



725



730



735



740



745



J



K



L



M



N



O



P



Q



R



50



55



60



65



70



75



80



85



90



150



155



160



165



170



175



180



185



190



250



255



260



265



270



275



280



285



290



350



355



360



365



370



375



380



385



390



450



455



460



465



470



475



480



485



490



550



555



560



565



570



575



580



585



590



650



655



660



665



670



675



680



685



690



750



755



760



765



770



775



780



785



790



S



T



U



V



W



X



Y



Z



95



100



71/2



121/2



171/2



221/2



271/2



321/2



195



200



371/2



421/2



471/2



521/2



571/2



621/2



295



300



671/2



721/2



771/2



821/2



871/2



921/2



395



400



971/2



1021/2



1071/2



1121/2



1171/2



1221/2



495



500



1271/2



1321/2



1371/2



1421/2



1471/2



1521/2



595



600



1571/2



1621/2



1671/2



1721/2



1771/2



1821/2



695



700



1871/2



1921/2



1971/2



2021/2



2071/2



2121/2



795



800



2171/2



2221/2



2271/2



2321/2



2371/2



2421/2



APPENDIX G. VARIABLE OPTION DELTAS



405



APPENDIX G. VARIABLE OPTION DELTAS

All options are provided a delta relative to the 100 deltas of the underlying security.

If 100 shares of stock are equal to 100 deltas, then the corresponding options must

have delta values of less than 100. You can estimate an options delta as follows depending on the movement of the underlying stock.



OPTION

DELTAS

ATM



CALLS



PUTS



Long



Short



Long



Short



+50



–50



–50



+50



ITM

1 Strike



+60 to +65



–60 to –65



–60 to –65



+60 to +65



2 Strikes



+70 to +75



–70 to –75



–70 to –75



+70 to +75



3 Strikes



+80 to +85



–80 to –85



–80 to –85



+80 to +85



OTM

1 Strike



+35 to +40



–35 to –40



–35 to –40



+35 to +40



2 Strikes



+25 to +30



–25 to –30



–25 to –30



+25 to +30



3 Strikes



+15 to +20



–15 to –20



–15 to –20



+15 to +20



406



APPENDIXES



APPENDIX H. INTERMARKET RELATIONSHIPS

Interest Rates

Rising

Falling

Stable



Bonds

Falling

Rising

Stable



Stocks

Falling

Rising

Up/Stable



Dollar

Rising

Falling

Stable



Note: If these relationships do not hold, then there is said to be a divergence. A good trader will look for reasons for a divergence and look for

opportunities to make money under the circumstances.



APPENDIX I. LISTS AND TABLES



407



APPENDIX I. LISTS AND TABLES

The following tables are a source of information regarding the largest companies

along with their standings in the major indexes and sectors.

Largest NYSE Companies



Company



May 2000

May 2000

Market Cap NYSE Average

Symbol

($bil.)

Daily Volume



General Electric



GE



509.5



13,625,153



322.7



Exxon Mobil Corp.



XOM



290.7



4,368,871



193.9



Wal-Mart Stores



WMT



263.1



6,511,786



189.6



Citigroup Inc.



C



203.5



8,258,420



149.6



International Business

Machines Corp.



IBM



196.7



5,706,291



214.8



Lucent Technologies



LU



187.7



9,303,896



149.7



American International

Group



AIG



176.3



2,839,834



120.0



Merck & Co.



MRK



172.5



4,381,762



159.6



Pfizer Inc.



PFE



170.6



9,655,066



138.5



SBC Communications

Inc.



SBC



150.5



4,860,943



100.2



Source: NYSE.



May 1999

Market Cap

($bil.)



408



APPENDIXES

Largest Computer Companies

Company



Symbol



Microsoft Corp.



MSFT



Apple Computer Inc.



AAPL



Alph Microsystems



ALMI



Intel Corp.



INTC



AmerUs Life Holdings, Inc.



AMH



Concurrent Computer Corp.



CCUR



Convex Computer Corp.



CNX



Compaq Computer Corp.



CPQ



Dell Computer Corp.



DELL



Gateway 2000 Inc.



GTW



Hewlett Packard Co.



HWP



International Business Machines



IBM



Micron Electronics



MUEI



Silicon Graphics



SGI



Scientific Technologies



STIZ



Sun Microsystems



SUNW



Nasdaq Companies by Sector

Sector



Number of Companies



Computer Programming and Data Processing



569



Finance, Insurance, and Real Estate



963



Services



511



Retail/Wholesale Trade



547



Manufacturing



1,324



Transportation and Communications



345



Drugs



275



Computers and Office Equipment



161



Other



199



APPENDIX I. LISTS AND TABLES



409



Nasdaq Non-U.S. Companies by Global Market Cap

Company



Symbol



Country



($Millions)



Toyota Motor Corp.



TOYOY



Japan



Ericsson Telephone Co.



ERICY



Sweden



$61,920



Lvmh Moet Hennessy



LVMHY



France



$27,209



Canon, Inc.



CANNY



Japan



$27,034



NEC Corp.



NIPNY



Japan



$24,730



Reuters Group PLC



RTRSY



United Kingdom



$19,606



Fuji Photo Film



FUJIY



Japan



$19,041



Orange PLC



ORNGY



United Kingdom



$18,723



Tokio Marine and Fire Insurance



TKIOY



Japan



$17,608



Global Crossing



GLBX



Bermuda



$17,316



Nissan Motor Co. Ltd.



NSANY



Japan



$15,235



AB Electrolux



ELUX



Sweden



$14,968



Volvo AB SWE



VOLVY



Sweden



$13,742



Colt Telecom Group Plc



COLTY



United Kingdom



$13,370



Kirin Brewery Ltd



KNBWY



Japan



$12,867



ABB Ab-Spon Adr



ABBBY



Sweden



$12,955



Akzo Nobel NV



AKZOY



Netherlands



$12,236



Anglo AM CP So. Africa



ANGLY



South Africa



$12,158



Mitsui & Co. Ltd.



MITSY



Japan



$10,492



De Beers Cons. Mines



DBRSY



South Africa



$129,316



$9,362



410



APPENDIXES

Top 10 Initial Public Offerings—January–June 1999



Company



Symbol



Sector



Offering



Country



Underwriter



United Pan-Europe

Communications NV



UPCOY



Broadband

$576,928,000

communications



Netherlands



Goldman

Sachs/Morgan

Stanley



Barnsandnoble.com



BNBN



Internet

bookstore



$517,500,000



United

States



Goldman

Sachs



Northpoint

Communications



NPNT



Internet

access



$414,000,000



United

States



Goldman

Sachs/Merrill

Lynch



Pinnacle Holdings,

Inc.



BIGT



Wireless

equipment



$308,364,000



United

States



BT Alex.

Brown



Time Warner

Telecom



YWYC



Telecom

services



$289,800,000



United

States



Morgan

Stanley/Lehman

Brothers



TC Pipelines



TCLPZ



Pipelines



$235,750,000



United

States



Goldman

Sachs



Rhythms

NetConnections



RTHM



Internet

access



$226,406,000



United

States



Merrill

Lynch/Salomon

Brothers



Onemain.com



ONEM



Internet

services



$215,050,000



United

States



BT Alex.

Brown



EToys Inc.



ETYS



Internet

retailer



$191,360,000



United

States



Goldman

Sachs



MIH Ltd



MIHL



Cable

television



$187,830,000



B.V.I.



Merrill

Lynch



Source: Securities Data Corp.



APPENDIX I. LISTS AND TABLES



411



Top Mutual Fund Companies—One Year (1999)

Fund



Symbol



Return (%)



PBGH New Opportunities



PBNOX



294.27



Ivy: European Opport/Adv



IEOVX



250.47



Ivy: European Opport/A



IEOAX



248.08



Ivy: European Opport/B



IEOBX



246.99



Dreihaus European Opport



DREOX



188.33



Deutsche Eur Eqty Gr/lst



MEUEX



184.16



Dreihaus Intl Discovery



DRIDX



180.37



Dresdner RCM Biotech/N



DRBNX



165.84



Nicholas-App Glbl Tech/I



NGTIX



158.49



PBHG Select Equity



PBHEX



154.27



Kopp Emerging Grth/Inst



KEGIX



151.02



Kopp Emerging Grth/A



KOPPX



150.21



Kopp Emerging Grth/C



KEGCX



148.71



Black Rock Itl Sm Cp/Ist



BISIX



145.19



Franklin Biotech Disc/A



FBDIX



144.61



412



APPENDIXES

Top Mutual Fund Companies—Five Years (1995–1999)

Fund



Symbol



Return (%)



Firsthand: Tech Value



TVFQX



56.83



Fidelity Sel: Electronics



FSELX



49.26



Rydex:OTC/Inv



RYOCX



47.49



PIMCO:Innovation/A



PIVAX



45.77



PIMCO:Innovation/B



PIVBX



45.23



PIMCO:Innovation/C



PIVCX



45.22



PBHG Select Equity



PBHEX



42.79



Fidelity Sel:Technology



FSPTX



41.97



Fidelity Sel:Computers



FDCPX



41.58



INVESCO Telcom/Inv



ISWCX



41.52



Calamos Growth Fund/A



CVGRX



41.03



First Amer:Tech Fd/Y



FATCX



40.69



Bridgeway: Aggressive Grth



BRAGX



40.63



First Amer:Tech Fd/RA



FATAX



40.33



INVESCO Tech/Inv



FTCHX



39.32



APPENDIX I. LISTS AND TABLES



413



Largest Nasdaq Companies as of June 30, 1999

Company



Net Worth



Microsoft Corporation



$460,301,731,633



Cisco Systems



$205,836,908,430



Intel Corporation



$197,421,000,000



MCI WorldCom Inc.



$160,131,862,734



Dell Computer Corporation



$ 94,012,301,000



Oracle Corporation



$ 54,122,978,250



Sun Microsystems Inc.



$ 53,114,058,250



Yahoo!



$ 39,196,176,500



Amgen



$ 31,167,817,375



Comcast



$ 28,019,451,439



World Market Dollar Volume Growth 1990–1998

Nasdaq



89



NYSE



33



London



26



Paris



24



German Stock Exchanges



12



414



APPENDIXES

Top Indexes

Index



Symbol



Dow Jones Industrial Average



$INDU



Dow Jones Transportation Average



$TRAN



Dow Jones Utilities Average



$UTIL



Nasdaq 100 Index



$NDX



Nasdaq Composite Index



$COMPQ



NYSE Composite Index



$NYA



S&P 500 Stock Index



$SPX



S&P 400 MidCap Stock Index



$MID



S&P 100 Stock Index



$OEX



Nasdaq High Technology Index



$IXCO



PSE High Technology Index



$PSE



Morgan Stanley High Tech Index



$MSH



Semiconductor Index



$SOX



AMEX Major Market Index



$XMI



AMEX Composite Index



$XAX



Wilshire Composite Index



$WSX



Toronto 35 Index



$TSE-TC



TSE 100 Index



$TOP-TC



TSE 300 Composite Index



$TT-TC



Mexico Index



$MEX



10-Year T-Note Interest Rate (x.10)



$TNX



30-Year T-Bond Interest Rate (x.10)



$TYX



PHLX Gold and Silver Index



$XAU



AMEX Oil & Gas



$XOI



Value Line Index (Geometric)



$XVG



Russell 1000



$RUI



Russell 2000



$RUT



Russell 3000



$RUA



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