Zimin,

I shall be in California on Thu.

Vince

 -----Original Message-----
From: 	Lu, Zimin  
Sent:	Tuesday, June 19, 2001 1:43 PM
To:	Issler, Paulo; Lee, Bob; White, Bill; Schroeder Jr., Don
Cc:	Crenshaw, Shirley; Kaminski, Vince J
Subject:	P+ pricing/hedging


A meeting is scheduled with Bill White and Don Schroeder at 4:00pm at 19C2. 
Bill and Don would like to talk about P+ pricing / hedging issues and NYMEX
calendar spread option model that Pavel built before his departure.

Please review  the P+ model and the doc prepared by Stinson. Let us talk on
Thursday.

Zimin


Shirley,

Could you secure the meeting room from 4-5pm on Thursday ?
And mark that on Vince's calender if possible. Thanks.


 << File: Adjust Vol2 test.xls >> 



 -----Original Message-----
From: 	Gibner, Stinson  
Sent:	Wednesday, June 06, 2001 5:34 PM
To:	Lu, Zimin; Kaminski, Vince J
Subject:	

 << File: PPlus.doc >> This is an early draft document and should be revised, but does explain the spread option structure.

--Stinson