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Spreads
In Response To: Market *PIC* ()

The SepDec repeatedly is -3.50 bid and each time it immediately gets offered. The CSO market has been interesting in this spread as positions were motivated by the weather. Some bought puts against future spreads long. On the call side a total of 4,987 lots calls were bought out to a -.50 strike. They will all be abandoned if the spread remains at -3.50 by expiration, with the exception of 50 -3.55 calls. On the put side 4,115 lots will likely be exercised. We are entering today with a Sep OI of 78,850 lots

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Market *PIC*
Spreads