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[RT] Re: OEX Expiration Trends



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Some related info.  Here are the monthly expiration changes going back
to 1983.

(where M is the month of expiration, and W is the number of
weeks in the expiration month)

DATES                M  W   %CHG
19820920 - 19821015 10  4   8.14
19821018 - 19821119 11  5   3.59
19821122 - 19821217 12  4   1.07
19821220 - 19830121  1  5   5.01
19830124 - 19830218  2  4   2.66
19830222 - 19830318  3  4   0.65
19830321 - 19830422  4  5   7.19
19830425 - 19830520  5  4  -0.30
19830523 - 19830617  6  4   4.66
19830620 - 19830715  7  4  -2.98
19830718 - 19830819  8  5   0.48
19830822 - 19830916  9  4   1.53
19830919 - 19831021 10  5  -0.35
19831024 - 19831118 11  4  -0.71
19831121 - 19831216 12  4  -1.26
19831219 - 19840120  1  5   1.17
19840123 - 19840217  2  4  -7.47
19840221 - 19840316  3  4   2.72
19840319 - 19840419  4  5  -0.99
19840423 - 19840518  5  4  -1.30
19840521 - 19840615  6  4  -4.65
19840618 - 19840720  7  5   1.24
19840723 - 19840817  8  4  10.67
19840820 - 19840921  9  5   0.31
19840924 - 19841019 10  4   1.04
19841022 - 19841116 11  4  -3.02
19841119 - 19841221 12  5   1.38
19841224 - 19850118  1  4   3.42
19850121 - 19850215  2  4   5.13
19850219 - 19850315  3  4  -2.42
19850318 - 19850419  4  5   1.49
19850422 - 19850517  5  4   2.93
19850520 - 19850621  6  5   0.87
19850624 - 19850719  7  4   2.83
19850722 - 19850816  8  4  -4.47
19850819 - 19850920  9  5  -1.68
19850923 - 19851018 10  4   2.81
19851021 - 19851115 11  4   5.12
19851118 - 19851220 12  5   7.50
19851223 - 19860117  1  4  -1.44
19860120 - 19860221  2  5   7.52
19860224 - 19860321  3  4   2.09
19860324 - 19860418  4  4   3.73
19860421 - 19860516  5  4  -3.59
19860519 - 19860620  6  5   6.19
19860623 - 19860718  7  4  -4.97
19860721 - 19860815  8  4   3.31
19860818 - 19860919  9  5  -4.62
19860922 - 19861017 10  4   1.83
19861020 - 19861121 11  5   3.89
19861124 - 19861219 12  4   2.07
19861222 - 19870116  1  4   6.36
19870119 - 19870220  2  5   8.43
19870223 - 19870320  3  4   4.78
19870323 - 19870416  4  4  -2.69
19870420 - 19870515  5  4   0.77
19870518 - 19870619  6  5   6.29
19870622 - 19870717  7  4   2.89
19870720 - 19870821  8  5   7.13
19870824 - 19870918  9  4  -6.88
19870921 - 19871016 10  4 -11.11
19871019 - 19871120 11  5 -13.27
19871123 - 19871218 12  4   2.10
19871221 - 19880122  1  5  -2.36
19880125 - 19880219  2  4   5.62
19880222 - 19880318  3  4   2.58
19880321 - 19880422  4  5  -3.99
19880425 - 19880520  5  4  -2.00
19880523 - 19880617  6  4   7.18
19880620 - 19880715  7  4   0.48
19880718 - 19880819  8  5  -5.57
19880822 - 19880916  9  4   4.55
19880919 - 19881021 10  5   4.37
19881024 - 19881118 11  4  -5.72
19881121 - 19881216 12  4   4.21
19881219 - 19890120  1  5   3.12
19890123 - 19890217  2  4   3.95
19890221 - 19890317  3  4  -1.55
19890320 - 19890421  4  5   5.12
19890424 - 19890519  5  4   3.01
19890522 - 19890616  6  4  -0.93
19890619 - 19890721  7  5   5.10
19890724 - 19890818  8  4   2.80
19890821 - 19890915  9  4   0.25
19890918 - 19891020 10  5   0.41
19891023 - 19891117 11  4  -1.52
19891120 - 19891215 12  4   3.04
19891218 - 19900119  1  5  -2.89
19900122 - 19900216  2  4  -2.48
19900220 - 19900316  3  4   3.61
19900319 - 19900420  4  5  -0.91
19900423 - 19900518  5  4   5.30
19900521 - 19900615  6  4   2.83
19900618 - 19900720  7  5  -0.33
19900723 - 19900817  8  4 -10.12
19900820 - 19900921  9  5  -4.38
19900924 - 19901019 10  4   1.11
19901022 - 19901116 11  4   0.79
19901119 - 19901221 12  5   3.21
19901224 - 19910118  1  4   0.91
19910121 - 19910215  2  4  11.05
19910219 - 19910315  3  4   1.74
19910318 - 19910419  4  5   2.59
19910422 - 19910517  5  4  -2.95
19910520 - 19910621  6  5   1.75
19910624 - 19910719  7  4   2.12
19910722 - 19910816  8  4  -0.93
19910819 - 19910920  9  5  -0.06
19910923 - 19911018 10  4   1.32
19911021 - 19911115 11  4  -3.74
19911118 - 19911220 12  5   1.98
19911223 - 19920117  1  4   8.33
19920120 - 19920221  2  5  -1.78
19920224 - 19920320  3  4  -0.43
19920323 - 19920416  4  4   1.78
19920420 - 19920515  5  4  -1.17
19920518 - 19920619  6  5  -0.91
19920622 - 19920717  7  4   1.26
19920720 - 19920821  8  5  -0.90
19920824 - 19920918  9  4   2.10
19920921 - 19921016 10  4  -3.81
19921019 - 19921120 11  5   3.09
19921123 - 19921218 12  4   3.69
19921221 - 19930122  1  5  -1.65
19930125 - 19930219  2  4   0.87
19930222 - 19930319  3  4   3.91
19930322 - 19930416  4  4   0.06
19930419 - 19930521  5  5  -0.86
19930524 - 19930618  6  4   0.10
19930621 - 19930716  7  4  -0.06
19930719 - 19930820  8  5   2.42
19930823 - 19930917  9  4   0.39
19930920 - 19931015 10  4   1.19
19931018 - 19931119 11  5  -0.06
19931122 - 19931217 12  4   0.68
19931220 - 19940121  1  5   2.04
19940124 - 19940218  2  4  -1.10
19940222 - 19940318  3  4   0.09
19940321 - 19940422  4  5  -5.49
19940425 - 19940520  5  4   2.69
19940523 - 19940617  6  4   0.15
19940620 - 19940715  7  4  -0.56
19940718 - 19940819  8  5   1.66
19940822 - 19940916  9  4   2.22
19940919 - 19941021 10  5  -1.66
19941024 - 19941118 11  4  -0.04
19941121 - 19941216 12  4  -0.29
19941219 - 19950120  1  5   0.43
19950123 - 19950217  2  4   4.00
19950221 - 19950317  3  4   3.62
19950320 - 19950421  4  5   3.76
19950424 - 19950519  5  4   2.28
19950522 - 19950616  6  4   4.45
19950619 - 19950721  7  5   2.76
19950724 - 19950818  8  4  -0.30
19950821 - 19950915  9  4   4.88
19950918 - 19951020 10  5   1.35
19951023 - 19951117 11  4   2.28
19951120 - 19951215 12  4   2.88
19951218 - 19960119  1  5  -1.05
19960122 - 19960216  2  4   6.19
19960220 - 19960315  3  4   0.04
19960318 - 19960419  4  5   0.26
19960422 - 19960517  5  4   3.71
19960520 - 19960621  6  5   0.11
19960624 - 19960719  7  4  -4.56
19960722 - 19960816  8  4   4.50
19960819 - 19960920  9  5   3.24
19960923 - 19961018 10  4   3.70
19961021 - 19961115 11  4   3.27
19961118 - 19961220 12  5   2.28
19961223 - 19970117  1  4   4.57
19970120 - 19970221  2  5   2.47
19970224 - 19970321  3  4  -2.28
19970324 - 19970418  4  4  -2.14
19970421 - 19970516  5  4   8.80
19970519 - 19970620  6  5   7.87
19970623 - 19970718  7  4   2.21
19970721 - 19970815  8  4  -2.96
19970818 - 19970919  9  5   5.42
19970922 - 19971017 10  4  -1.26
19971020 - 19971121 11  5   2.44
19971124 - 19971219 12  4  -2.80
19971222 - 19980116  1  4   1.23
19980120 - 19980220  2  5   8.47
19980223 - 19980320  3  4   6.17
19980323 - 19980417  4  4   3.36
19980420 - 19980515  5  4  -0.81
19980518 - 19980619  6  5  -0.55
19980622 - 19980717  7  4   8.56
19980720 - 19980821  8  5  -8.11
19980824 - 19980918  9  4  -7.29
19980921 - 19981016 10  4   5.19
19981019 - 19981120 11  5  10.37
19981123 - 19981218 12  4   2.59
19981221 - 19990122  1  5   3.48
19990125 - 19990219  2  4   1.62
19990222 - 19990319  3  4   4.81
19990322 - 19990416  4  4   2.85
19990419 - 19990521  5  5   0.47
19990524 - 19990618  6  4   1.74
19990621 - 19990716  7  4   7.36
19990719 - 19990820  8  5  -5.07
19990823 - 19990917  9  4   1.20
19990920 - 19991015 10  4  -7.55
19991018 - 19991119 11  5  14.97
19991122 - 19991217 12  4   3.29
19991220 - 20000121  1  5   0.76
20000124 - 20000218  2  4  -6.57