02/29/2012 12:32:15 OFV = 1366.19 Sell to Open at 1369.49 Spread = 3
02/29/2012 13:00:27 OFV = -969.22 Buy to Close SPX at 1372.33
02/29/2012 13:21:52 OFV = 1374.62 Buy to Open at 1371.26 Spread = 3
02/29/2012 15:00:07 OFV = 1367.63 Sell to Close SPX at 1366.34