ListMetrics™
12 Month Butterfly Trade Report
Calculated at 10:42:42 on 2011-09-09
| wing1First leg | middleSecond leg | wing2Last leg | lastLast trade price | Z-ScoreNumber of standard deviations away from mean reverting level |
|---|---|---|---|---|
| EDU1 | EDU2 | EDU3 | 1.0 | 1.76 |
| EDU2 | EDU3 | EDU4 | -53.0 | -0.70 |
| EDU3 | EDU4 | EDU5 | -7.0 | -1.05 |
| EDU4 | EDU5 | EDU6 | 10.5 | -2.12 |
| EDU5 | EDU6 | EDU7 | 21.5 | -1.20 |
| EDU6 | EDU7 | EDU8 | 8.5 | -2.37 |
| EDU7 | EDU8 | EDZ1 | 324.5 | -1.48 |
| EDU8 | EDZ1 | EDZ2 | -289.0 | 1.35 |
| EDZ1 | EDZ2 | EDZ3 | -30.0 | 2.25 |
| EDZ2 | EDZ3 | EDZ4 | -43.5 | -0.78 |
| EDZ3 | EDZ4 | EDZ5 | -1.5 | -1.21 |
| EDZ4 | EDZ5 | EDZ6 | 16.5 | -1.90 |
| EDZ5 | EDZ6 | EDZ7 | 14.5 | -2.66 |
| EDZ6 | EDZ7 | EDZ8 | 12.5 | -0.51 |
| EDZ7 | EDZ8 | EDH2 | 328.0 | -1.58 |
| EDZ8 | EDH2 | EDH3 | -296.0 | 1.41 |
| EDH2 | EDH3 | EDH4 | -46.5 | 0.15 |
| EDH3 | EDH4 | EDH5 | -30.5 | -0.89 |
| EDH4 | EDH5 | EDH6 | 4.0 | -1.33 |
| EDH5 | EDH6 | EDH7 | 18.0 | -2.35 |
| EDH6 | EDH7 | EDH8 | 15.0 | -1.68 |
| EDH7 | EDH8 | EDH9 | 9.5 | -1.17 |
| EDH8 | EDH9 | EDM2 | 334.5 | -1.62 |
| EDH9 | EDM2 | EDM3 | -310.5 | 1.47 |
| EDM2 | EDM3 | EDM4 | -53.5 | -0.46 |
| EDM3 | EDM4 | EDM5 | -17.0 | -1.04 |
| EDM4 | EDM5 | EDM6 | 7.0 | -1.65 |
| EDM5 | EDM6 | EDM7 | 21.0 | -1.44 |
| EDM6 | EDM7 | EDM8 | 12.0 | -2.00 |