  If $X$ is a spectrally positive stable process of index $\alpha\in(1,2)$
whose L\'{e}vy measure has density $cx^{-\alpha-1}$ on $(0,\infty),$ and
$S_1=\sup_{0<t\leq1}X_t,$ it is known that $P(S_1>x)\backsim
c\alpha^{-1}x^{-\alpha}$ as $x\to\infty.$ It is also known that $S_1$has a
continuous density, $s$ say. The point of this note is to show that
$s(x)\backsim cx^{-(\alpha+1)}$ as $x\to\infty.$
