Message-ID: <8630758.1075856594058.JavaMail.evans@thyme>
Date: Wed, 2 May 2001 02:35:00 -0700 (PDT)
From: amitava.dhar@enron.com
To: vince.kaminski@enron.com
Subject: Position report for Dual trigger product
Cc: vasant.shanbhogue@enron.com
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Vince,

I have enclosed a summary of our proposed approach on calculation of notional 
and the greeks for dual trigger option portfolio.  Please let us know your 
thoughts/comments.

Amitava
