Tuesday, June 5, 2012

Split Ratios for Calendar Spread Gaps (09/14/2011 -- 06/13/2012)

Date/Time (CET)                     Price (Old Contract) Price (New Contract)
09/14/2011 17:30                        886.25                886.50
10/19/2011 17:30                        942.75                944.00
11/16/2011 17:30                        960.50                961.50
12/14/2011 17:30                        940.50                942.00
01/18/2012 17:30                        1026.50              1011.00
02/15/2012 17:30                        1066.25              1084.50
03/14/2012 17:30                        1116.50              1098.50
04/18/2012 17:30                        1036.00              1018.50
05/16/2012 17:30                        988.75                990.25
06/13/2012 17:30                        976.75                978.00
07/13/2012 17:30                        976.75                978.00 
06/18/2012 17:30                        1032.00                1034.00
** Closing prices two calendar days (Wednesday) before expiration day (third Friday of month)