---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/15/2000 
05:15 PM ---------------------------


Zimin Lu
12/15/2000 05:11 PM
To: Stinson Gibner/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT
cc:  
Subject: WTI models



Stinson and Vince,

I finalized the presentation for John Lavorato, he said he is ready
to present it  to Greg.  He is happy with the work we provided.


I will be on vocation starting next week.  I attached the simulation models
here in case that you need them.  The OC version deals with open-close
trading and CC version deals with continuous trading.


Should you have any questions, or need to run different scenarios, please
call me at home.  Otherwise, I will see you next year.


Merry Chrismas and Happy New Year !

Zimin