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APPENDIX A
TANDRILL'S 1979 PURCHASES OF PUT OPTION POSITIONS THROUGH
PERSHING AND BY THE CORRESPONDING SALES OF SUCH POSITIONS
In all of the transactions below, the expiration date for the
option was December 5, 1979, and the expiration date of the
underlying Treasury bill was March 4, 1980.
Purchases Sales
Date No. Yield Cost Date No. Proceeds
9/20 47 97.50 $1,153,991 11/7 33 $ 544,731
11/8 14 225,498
11/7 33 97.625 586,905
11/8 14 97.625 243,404 9/20 47 1,178,995
9/24 41 97.53 941,196 11/12 20 280,600
11/13 6 82,044
11/14 7 92,785
11/15 8 99,640
11/12 20 97.65 305,220
11/13 6 97.65 89,436
11/14 7 97.65 101,402
11/15 8 97.65 109,496 9/24 41 962,721
9/25 40 97.53 902,320 11/9 40 610,640
11/9 40 97.65 659,840 9/25 40 924,280
9/26 16 97.50 354,128 11/9 8 119,752
11/12 4 54,928
11/13 4 53,508
11/9 8 97.625 129,984
11/12 4 97.625 60,052
11/13 4 97.625 58,628 9/26 16 363,968
10/2 26 97.45 516,282 11/9 11 159,203
11/12 10 132,360
11/15 5 58,300
11/9 11 97.51 166,188
11/12 10 97.51 138,720
11/15 5 97.51 61,480 10/2 26 523,120
10/3 8 97.45 158,344 11/14 8 99,680
11/14 8 97.51 104,768 10/3 8 160,520
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